CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1125 |
1.0952 |
-0.0173 |
-1.6% |
1.0920 |
| High |
1.1141 |
1.0981 |
-0.0160 |
-1.4% |
1.1144 |
| Low |
1.0947 |
1.0909 |
-0.0038 |
-0.3% |
1.0874 |
| Close |
1.0971 |
1.0940 |
-0.0031 |
-0.3% |
1.1128 |
| Range |
0.0194 |
0.0072 |
-0.0122 |
-62.9% |
0.0270 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
38,210 |
29,170 |
-9,040 |
-23.7% |
110,223 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1159 |
1.1122 |
1.0980 |
|
| R3 |
1.1087 |
1.1050 |
1.0960 |
|
| R2 |
1.1015 |
1.1015 |
1.0953 |
|
| R1 |
1.0978 |
1.0978 |
1.0947 |
1.0961 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0935 |
| S1 |
1.0906 |
1.0906 |
1.0933 |
1.0889 |
| S2 |
1.0871 |
1.0871 |
1.0927 |
|
| S3 |
1.0799 |
1.0834 |
1.0920 |
|
| S4 |
1.0727 |
1.0762 |
1.0900 |
|
|
| 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 |
1.0885 |
0.0259 |
2.4% |
0.0120 |
1.1% |
21% |
False |
False |
28,118 |
| 10 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0093 |
0.9% |
24% |
False |
False |
24,869 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0074 |
0.7% |
24% |
False |
False |
21,203 |
| 40 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0070 |
0.6% |
44% |
False |
False |
21,601 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0074 |
0.7% |
44% |
False |
False |
16,451 |
| 80 |
1.1145 |
1.0687 |
0.0458 |
4.2% |
0.0074 |
0.7% |
55% |
False |
False |
12,344 |
| 100 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0071 |
0.6% |
66% |
False |
False |
9,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1287 |
|
2.618 |
1.1169 |
|
1.618 |
1.1097 |
|
1.000 |
1.1053 |
|
0.618 |
1.1025 |
|
HIGH |
1.0981 |
|
0.618 |
1.0953 |
|
0.500 |
1.0945 |
|
0.382 |
1.0937 |
|
LOW |
1.0909 |
|
0.618 |
1.0865 |
|
1.000 |
1.0837 |
|
1.618 |
1.0793 |
|
2.618 |
1.0721 |
|
4.250 |
1.0603 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.1027 |
| PP |
1.0943 |
1.0998 |
| S1 |
1.0942 |
1.0969 |
|