CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.0941 |
-0.0011 |
-0.1% |
1.0920 |
| High |
1.0981 |
1.0952 |
-0.0029 |
-0.3% |
1.1144 |
| Low |
1.0909 |
1.0888 |
-0.0021 |
-0.2% |
1.0874 |
| Close |
1.0940 |
1.0911 |
-0.0029 |
-0.3% |
1.1128 |
| Range |
0.0072 |
0.0064 |
-0.0008 |
-11.1% |
0.0270 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
29,170 |
18,791 |
-10,379 |
-35.6% |
110,223 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1074 |
1.0946 |
|
| R3 |
1.1045 |
1.1010 |
1.0929 |
|
| R2 |
1.0981 |
1.0981 |
1.0923 |
|
| R1 |
1.0946 |
1.0946 |
1.0917 |
1.0932 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0910 |
| S1 |
1.0882 |
1.0882 |
1.0905 |
1.0868 |
| S2 |
1.0853 |
1.0853 |
1.0899 |
|
| S3 |
1.0789 |
1.0818 |
1.0893 |
|
| S4 |
1.0725 |
1.0754 |
1.0876 |
|
|
| 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 |
1.0888 |
0.0256 |
2.3% |
0.0107 |
1.0% |
9% |
False |
True |
26,487 |
| 10 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0095 |
0.9% |
14% |
False |
False |
24,180 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0075 |
0.7% |
14% |
False |
False |
21,283 |
| 40 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0070 |
0.6% |
36% |
False |
False |
21,521 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
36% |
False |
False |
16,764 |
| 80 |
1.1145 |
1.0739 |
0.0406 |
3.7% |
0.0074 |
0.7% |
42% |
False |
False |
12,579 |
| 100 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0071 |
0.6% |
61% |
False |
False |
10,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1224 |
|
2.618 |
1.1120 |
|
1.618 |
1.1056 |
|
1.000 |
1.1016 |
|
0.618 |
1.0992 |
|
HIGH |
1.0952 |
|
0.618 |
1.0928 |
|
0.500 |
1.0920 |
|
0.382 |
1.0912 |
|
LOW |
1.0888 |
|
0.618 |
1.0848 |
|
1.000 |
1.0824 |
|
1.618 |
1.0784 |
|
2.618 |
1.0720 |
|
4.250 |
1.0616 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.1015 |
| PP |
1.0917 |
1.0980 |
| S1 |
1.0914 |
1.0946 |
|