CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0988 |
1.0979 |
-0.0009 |
-0.1% |
1.0964 |
| High |
1.1006 |
1.1025 |
0.0019 |
0.2% |
1.1012 |
| Low |
1.0968 |
1.0937 |
-0.0031 |
-0.3% |
1.0936 |
| Close |
1.0977 |
1.0968 |
-0.0009 |
-0.1% |
1.0977 |
| Range |
0.0038 |
0.0088 |
0.0050 |
131.6% |
0.0076 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.4% |
0.0000 |
| Volume |
14,889 |
24,076 |
9,187 |
61.7% |
81,870 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1192 |
1.1016 |
|
| R3 |
1.1153 |
1.1104 |
1.0992 |
|
| R2 |
1.1065 |
1.1065 |
1.0984 |
|
| R1 |
1.1016 |
1.1016 |
1.0976 |
1.0997 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0967 |
| S1 |
1.0928 |
1.0928 |
1.0960 |
1.0909 |
| S2 |
1.0889 |
1.0889 |
1.0952 |
|
| S3 |
1.0801 |
1.0840 |
1.0944 |
|
| S4 |
1.0713 |
1.0752 |
1.0920 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1166 |
1.1019 |
|
| R3 |
1.1127 |
1.1090 |
1.0998 |
|
| R2 |
1.1051 |
1.1051 |
1.0991 |
|
| R1 |
1.1014 |
1.1014 |
1.0984 |
1.1033 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0984 |
| S1 |
1.0938 |
1.0938 |
1.0970 |
1.0957 |
| S2 |
1.0899 |
1.0899 |
1.0963 |
|
| S3 |
1.0823 |
1.0862 |
1.0956 |
|
| S4 |
1.0747 |
1.0786 |
1.0935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1025 |
1.0937 |
0.0088 |
0.8% |
0.0052 |
0.5% |
35% |
True |
True |
17,838 |
| 10 |
1.1025 |
1.0888 |
0.0137 |
1.2% |
0.0055 |
0.5% |
58% |
True |
False |
18,320 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0073 |
0.7% |
35% |
False |
False |
20,961 |
| 40 |
1.1144 |
1.0832 |
0.0312 |
2.8% |
0.0066 |
0.6% |
44% |
False |
False |
20,141 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0068 |
0.6% |
51% |
False |
False |
19,003 |
| 80 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0072 |
0.7% |
51% |
False |
False |
14,269 |
| 100 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0070 |
0.6% |
67% |
False |
False |
11,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1399 |
|
2.618 |
1.1255 |
|
1.618 |
1.1167 |
|
1.000 |
1.1113 |
|
0.618 |
1.1079 |
|
HIGH |
1.1025 |
|
0.618 |
1.0991 |
|
0.500 |
1.0981 |
|
0.382 |
1.0971 |
|
LOW |
1.0937 |
|
0.618 |
1.0883 |
|
1.000 |
1.0849 |
|
1.618 |
1.0795 |
|
2.618 |
1.0707 |
|
4.250 |
1.0563 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.0981 |
| PP |
1.0977 |
1.0977 |
| S1 |
1.0972 |
1.0972 |
|