CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0941 |
1.0915 |
-0.0026 |
-0.2% |
1.0920 |
| High |
1.0952 |
1.0960 |
0.0008 |
0.1% |
1.1144 |
| Low |
1.0888 |
1.0913 |
0.0025 |
0.2% |
1.0874 |
| Close |
1.0911 |
1.0941 |
0.0030 |
0.3% |
1.1128 |
| Range |
0.0064 |
0.0047 |
-0.0017 |
-26.6% |
0.0270 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
18,791 |
16,663 |
-2,128 |
-11.3% |
110,223 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1057 |
1.0967 |
|
| R3 |
1.1032 |
1.1010 |
1.0954 |
|
| R2 |
1.0985 |
1.0985 |
1.0950 |
|
| R1 |
1.0963 |
1.0963 |
1.0945 |
1.0974 |
| PP |
1.0938 |
1.0938 |
1.0938 |
1.0944 |
| S1 |
1.0916 |
1.0916 |
1.0937 |
1.0927 |
| S2 |
1.0891 |
1.0891 |
1.0932 |
|
| S3 |
1.0844 |
1.0869 |
1.0928 |
|
| S4 |
1.0797 |
1.0822 |
1.0915 |
|
|
| 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% |
0.0094 |
0.9% |
21% |
False |
False |
25,550 |
| 10 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0089 |
0.8% |
25% |
False |
False |
23,423 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0075 |
0.7% |
25% |
False |
False |
21,304 |
| 40 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0069 |
0.6% |
44% |
False |
False |
21,410 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0071 |
0.7% |
44% |
False |
False |
17,041 |
| 80 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
44% |
False |
False |
12,787 |
| 100 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0070 |
0.6% |
66% |
False |
False |
10,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1160 |
|
2.618 |
1.1083 |
|
1.618 |
1.1036 |
|
1.000 |
1.1007 |
|
0.618 |
1.0989 |
|
HIGH |
1.0960 |
|
0.618 |
1.0942 |
|
0.500 |
1.0937 |
|
0.382 |
1.0931 |
|
LOW |
1.0913 |
|
0.618 |
1.0884 |
|
1.000 |
1.0866 |
|
1.618 |
1.0837 |
|
2.618 |
1.0790 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0940 |
1.0939 |
| PP |
1.0938 |
1.0937 |
| S1 |
1.0937 |
1.0935 |
|