CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0968 |
1.0983 |
0.0015 |
0.1% |
1.1125 |
| High |
1.1012 |
1.1006 |
-0.0006 |
-0.1% |
1.1141 |
| Low |
1.0964 |
1.0969 |
0.0005 |
0.0% |
1.0888 |
| Close |
1.0990 |
1.0994 |
0.0004 |
0.0% |
1.0958 |
| Range |
0.0048 |
0.0037 |
-0.0011 |
-22.9% |
0.0253 |
| ATR |
0.0072 |
0.0070 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
16,357 |
16,519 |
162 |
1.0% |
115,465 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1101 |
1.1084 |
1.1014 |
|
| R3 |
1.1064 |
1.1047 |
1.1004 |
|
| R2 |
1.1027 |
1.1027 |
1.1001 |
|
| R1 |
1.1010 |
1.1010 |
1.0997 |
1.1019 |
| PP |
1.0990 |
1.0990 |
1.0990 |
1.0994 |
| S1 |
1.0973 |
1.0973 |
1.0991 |
1.0982 |
| S2 |
1.0953 |
1.0953 |
1.0987 |
|
| S3 |
1.0916 |
1.0936 |
1.0984 |
|
| S4 |
1.0879 |
1.0899 |
1.0974 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1755 |
1.1609 |
1.1097 |
|
| R3 |
1.1502 |
1.1356 |
1.1028 |
|
| R2 |
1.1249 |
1.1249 |
1.1004 |
|
| R1 |
1.1103 |
1.1103 |
1.0981 |
1.1050 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.0969 |
| S1 |
1.0850 |
1.0850 |
1.0935 |
1.0797 |
| S2 |
1.0743 |
1.0743 |
1.0912 |
|
| S3 |
1.0490 |
1.0597 |
1.0888 |
|
| S4 |
1.0237 |
1.0344 |
1.0819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1012 |
1.0913 |
0.0099 |
0.9% |
0.0047 |
0.4% |
82% |
False |
False |
15,785 |
| 10 |
1.1144 |
1.0888 |
0.0256 |
2.3% |
0.0077 |
0.7% |
41% |
False |
False |
21,136 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0072 |
0.7% |
44% |
False |
False |
20,562 |
| 40 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0067 |
0.6% |
59% |
False |
False |
20,538 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0069 |
0.6% |
59% |
False |
False |
18,073 |
| 80 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
59% |
False |
False |
13,565 |
| 100 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0070 |
0.6% |
75% |
False |
False |
10,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1163 |
|
2.618 |
1.1103 |
|
1.618 |
1.1066 |
|
1.000 |
1.1043 |
|
0.618 |
1.1029 |
|
HIGH |
1.1006 |
|
0.618 |
1.0992 |
|
0.500 |
1.0988 |
|
0.382 |
1.0983 |
|
LOW |
1.0969 |
|
0.618 |
1.0946 |
|
1.000 |
1.0932 |
|
1.618 |
1.0909 |
|
2.618 |
1.0872 |
|
4.250 |
1.0812 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.0987 |
| PP |
1.0990 |
1.0981 |
| S1 |
1.0988 |
1.0974 |
|