CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0920 |
-0.0012 |
-0.1% |
1.1076 |
| High |
1.0956 |
1.0923 |
-0.0033 |
-0.3% |
1.1077 |
| Low |
1.0915 |
1.0874 |
-0.0041 |
-0.4% |
1.0915 |
| Close |
1.0917 |
1.0881 |
-0.0036 |
-0.3% |
1.0917 |
| Range |
0.0041 |
0.0049 |
0.0008 |
19.5% |
0.0162 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
21,175 |
17,274 |
-3,901 |
-18.4% |
103,316 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1040 |
1.1009 |
1.0908 |
|
| R3 |
1.0991 |
1.0960 |
1.0894 |
|
| R2 |
1.0942 |
1.0942 |
1.0890 |
|
| R1 |
1.0911 |
1.0911 |
1.0885 |
1.0902 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0888 |
| S1 |
1.0862 |
1.0862 |
1.0877 |
1.0853 |
| S2 |
1.0844 |
1.0844 |
1.0872 |
|
| S3 |
1.0795 |
1.0813 |
1.0868 |
|
| S4 |
1.0746 |
1.0764 |
1.0854 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1348 |
1.1006 |
|
| R3 |
1.1294 |
1.1186 |
1.0962 |
|
| R2 |
1.1132 |
1.1132 |
1.0947 |
|
| R1 |
1.1024 |
1.1024 |
1.0932 |
1.0997 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0956 |
| S1 |
1.0862 |
1.0862 |
1.0902 |
1.0835 |
| S2 |
1.0808 |
1.0808 |
1.0887 |
|
| S3 |
1.0646 |
1.0700 |
1.0872 |
|
| S4 |
1.0484 |
1.0538 |
1.0828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1051 |
1.0874 |
0.0177 |
1.6% |
0.0057 |
0.5% |
4% |
False |
True |
20,973 |
| 10 |
1.1090 |
1.0874 |
0.0216 |
2.0% |
0.0056 |
0.5% |
3% |
False |
True |
19,519 |
| 20 |
1.1090 |
1.0874 |
0.0216 |
2.0% |
0.0057 |
0.5% |
3% |
False |
True |
17,937 |
| 40 |
1.1090 |
1.0781 |
0.0309 |
2.8% |
0.0063 |
0.6% |
32% |
False |
False |
20,513 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0069 |
0.6% |
27% |
False |
False |
13,782 |
| 80 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0070 |
0.6% |
51% |
False |
False |
10,340 |
| 100 |
1.1145 |
1.0535 |
0.0610 |
5.6% |
0.0067 |
0.6% |
57% |
False |
False |
8,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1131 |
|
2.618 |
1.1051 |
|
1.618 |
1.1002 |
|
1.000 |
1.0972 |
|
0.618 |
1.0953 |
|
HIGH |
1.0923 |
|
0.618 |
1.0904 |
|
0.500 |
1.0899 |
|
0.382 |
1.0893 |
|
LOW |
1.0874 |
|
0.618 |
1.0844 |
|
1.000 |
1.0825 |
|
1.618 |
1.0795 |
|
2.618 |
1.0746 |
|
4.250 |
1.0666 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0899 |
1.0945 |
| PP |
1.0893 |
1.0924 |
| S1 |
1.0887 |
1.0902 |
|