CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.1068 |
0.0101 |
0.9% |
1.0920 |
| High |
1.1078 |
1.1144 |
0.0066 |
0.6% |
1.1144 |
| Low |
1.0963 |
1.1053 |
0.0090 |
0.8% |
1.0874 |
| Close |
1.1070 |
1.1128 |
0.0058 |
0.5% |
1.1128 |
| Range |
0.0115 |
0.0091 |
-0.0024 |
-20.9% |
0.0270 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.9% |
0.0000 |
| Volume |
21,347 |
24,918 |
3,571 |
16.7% |
110,223 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1346 |
1.1178 |
|
| R3 |
1.1290 |
1.1255 |
1.1153 |
|
| R2 |
1.1199 |
1.1199 |
1.1145 |
|
| R1 |
1.1164 |
1.1164 |
1.1136 |
1.1182 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1117 |
| S1 |
1.1073 |
1.1073 |
1.1120 |
1.1091 |
| S2 |
1.1017 |
1.1017 |
1.1111 |
|
| S3 |
1.0926 |
1.0982 |
1.1103 |
|
| S4 |
1.0835 |
1.0891 |
1.1078 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1859 |
1.1763 |
1.1277 |
|
| R3 |
1.1589 |
1.1493 |
1.1202 |
|
| R2 |
1.1319 |
1.1319 |
1.1178 |
|
| R1 |
1.1223 |
1.1223 |
1.1153 |
1.1271 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1073 |
| S1 |
1.0953 |
1.0953 |
1.1103 |
1.1001 |
| S2 |
1.0779 |
1.0779 |
1.1079 |
|
| S3 |
1.0509 |
1.0683 |
1.1054 |
|
| S4 |
1.0239 |
1.0413 |
1.0980 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1144 |
1.0874 |
0.0270 |
2.4% |
0.0095 |
0.9% |
94% |
True |
False |
22,044 |
| 10 |
1.1144 |
1.0874 |
0.0270 |
2.4% |
0.0076 |
0.7% |
94% |
True |
False |
21,353 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.4% |
0.0067 |
0.6% |
94% |
True |
False |
19,507 |
| 40 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0066 |
0.6% |
96% |
True |
False |
20,674 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0071 |
0.6% |
95% |
False |
False |
15,329 |
| 80 |
1.1145 |
1.0619 |
0.0526 |
4.7% |
0.0072 |
0.6% |
97% |
False |
False |
11,502 |
| 100 |
1.1145 |
1.0544 |
0.0601 |
5.4% |
0.0069 |
0.6% |
97% |
False |
False |
9,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1531 |
|
2.618 |
1.1382 |
|
1.618 |
1.1291 |
|
1.000 |
1.1235 |
|
0.618 |
1.1200 |
|
HIGH |
1.1144 |
|
0.618 |
1.1109 |
|
0.500 |
1.1099 |
|
0.382 |
1.1088 |
|
LOW |
1.1053 |
|
0.618 |
1.0997 |
|
1.000 |
1.0962 |
|
1.618 |
1.0906 |
|
2.618 |
1.0815 |
|
4.250 |
1.0666 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1118 |
1.1090 |
| PP |
1.1108 |
1.1052 |
| S1 |
1.1099 |
1.1015 |
|