CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1311 |
1.1314 |
0.0003 |
0.0% |
1.1337 |
| High |
1.1339 |
1.1337 |
-0.0002 |
0.0% |
1.1398 |
| Low |
1.1292 |
1.1277 |
-0.0015 |
-0.1% |
1.1319 |
| Close |
1.1315 |
1.1277 |
-0.0038 |
-0.3% |
1.1380 |
| Range |
0.0047 |
0.0060 |
0.0013 |
27.7% |
0.0079 |
| ATR |
|
|
|
|
|
| Volume |
4 |
4 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1477 |
1.1437 |
1.1310 |
|
| R3 |
1.1417 |
1.1377 |
1.1294 |
|
| R2 |
1.1357 |
1.1357 |
1.1288 |
|
| R1 |
1.1317 |
1.1317 |
1.1283 |
1.1307 |
| PP |
1.1297 |
1.1297 |
1.1297 |
1.1292 |
| S1 |
1.1257 |
1.1257 |
1.1272 |
1.1247 |
| S2 |
1.1237 |
1.1237 |
1.1266 |
|
| S3 |
1.1177 |
1.1197 |
1.1261 |
|
| S4 |
1.1117 |
1.1137 |
1.1244 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1603 |
1.1570 |
1.1423 |
|
| R3 |
1.1524 |
1.1491 |
1.1402 |
|
| R2 |
1.1445 |
1.1445 |
1.1394 |
|
| R1 |
1.1412 |
1.1412 |
1.1387 |
1.1429 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1374 |
| S1 |
1.1333 |
1.1333 |
1.1373 |
1.1350 |
| S2 |
1.1287 |
1.1287 |
1.1366 |
|
| S3 |
1.1208 |
1.1254 |
1.1358 |
|
| S4 |
1.1129 |
1.1175 |
1.1337 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1592 |
|
2.618 |
1.1494 |
|
1.618 |
1.1434 |
|
1.000 |
1.1397 |
|
0.618 |
1.1374 |
|
HIGH |
1.1337 |
|
0.618 |
1.1314 |
|
0.500 |
1.1307 |
|
0.382 |
1.1300 |
|
LOW |
1.1277 |
|
0.618 |
1.1240 |
|
1.000 |
1.1217 |
|
1.618 |
1.1180 |
|
2.618 |
1.1120 |
|
4.250 |
1.1022 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1307 |
1.1308 |
| PP |
1.1297 |
1.1298 |
| S1 |
1.1287 |
1.1287 |
|