CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0964 |
1.0981 |
0.0017 |
0.2% |
1.0964 |
| High |
1.0997 |
1.1022 |
0.0025 |
0.2% |
1.1012 |
| Low |
1.0951 |
1.0948 |
-0.0003 |
0.0% |
1.0936 |
| Close |
1.0970 |
1.1012 |
0.0042 |
0.4% |
1.0977 |
| Range |
0.0046 |
0.0074 |
0.0028 |
60.9% |
0.0076 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
0.8% |
0.0000 |
| Volume |
21,916 |
23,393 |
1,477 |
6.7% |
81,870 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1216 |
1.1188 |
1.1053 |
|
| R3 |
1.1142 |
1.1114 |
1.1032 |
|
| R2 |
1.1068 |
1.1068 |
1.1026 |
|
| R1 |
1.1040 |
1.1040 |
1.1019 |
1.1054 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.1001 |
| S1 |
1.0966 |
1.0966 |
1.1005 |
1.0980 |
| S2 |
1.0920 |
1.0920 |
1.0998 |
|
| S3 |
1.0846 |
1.0892 |
1.0992 |
|
| S4 |
1.0772 |
1.0818 |
1.0971 |
|
|
| 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% |
0.0059 |
0.5% |
85% |
False |
False |
20,324 |
| 10 |
1.1025 |
1.0913 |
0.0112 |
1.0% |
0.0053 |
0.5% |
88% |
False |
False |
18,054 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0074 |
0.7% |
51% |
False |
False |
21,117 |
| 40 |
1.1144 |
1.0869 |
0.0275 |
2.5% |
0.0065 |
0.6% |
52% |
False |
False |
19,626 |
| 60 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0067 |
0.6% |
64% |
False |
False |
19,748 |
| 80 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0071 |
0.6% |
63% |
False |
False |
14,834 |
| 100 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0070 |
0.6% |
75% |
False |
False |
11,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1337 |
|
2.618 |
1.1216 |
|
1.618 |
1.1142 |
|
1.000 |
1.1096 |
|
0.618 |
1.1068 |
|
HIGH |
1.1022 |
|
0.618 |
1.0994 |
|
0.500 |
1.0985 |
|
0.382 |
1.0976 |
|
LOW |
1.0948 |
|
0.618 |
1.0902 |
|
1.000 |
1.0874 |
|
1.618 |
1.0828 |
|
2.618 |
1.0754 |
|
4.250 |
1.0634 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.1002 |
| PP |
1.0994 |
1.0991 |
| S1 |
1.0985 |
1.0981 |
|