CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1008 |
1.1119 |
0.0111 |
1.0% |
1.0979 |
| High |
1.1122 |
1.1185 |
0.0063 |
0.6% |
1.1066 |
| Low |
1.1008 |
1.1099 |
0.0091 |
0.8% |
1.0937 |
| Close |
1.1107 |
1.1163 |
0.0056 |
0.5% |
1.1054 |
| Range |
0.0114 |
0.0086 |
-0.0028 |
-24.6% |
0.0129 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.4% |
0.0000 |
| Volume |
27,621 |
26,977 |
-644 |
-2.3% |
95,591 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1371 |
1.1210 |
|
| R3 |
1.1321 |
1.1285 |
1.1187 |
|
| R2 |
1.1235 |
1.1235 |
1.1179 |
|
| R1 |
1.1199 |
1.1199 |
1.1171 |
1.1217 |
| PP |
1.1149 |
1.1149 |
1.1149 |
1.1158 |
| S1 |
1.1113 |
1.1113 |
1.1155 |
1.1131 |
| S2 |
1.1063 |
1.1063 |
1.1147 |
|
| S3 |
1.0977 |
1.1027 |
1.1139 |
|
| S4 |
1.0891 |
1.0941 |
1.1116 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1406 |
1.1359 |
1.1125 |
|
| R3 |
1.1277 |
1.1230 |
1.1089 |
|
| R2 |
1.1148 |
1.1148 |
1.1078 |
|
| R1 |
1.1101 |
1.1101 |
1.1066 |
1.1125 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1031 |
| S1 |
1.0972 |
1.0972 |
1.1042 |
1.0996 |
| S2 |
1.0890 |
1.0890 |
1.1030 |
|
| S3 |
1.0761 |
1.0843 |
1.1019 |
|
| S4 |
1.0632 |
1.0714 |
1.0983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1185 |
1.0948 |
0.0237 |
2.1% |
0.0086 |
0.8% |
91% |
True |
False |
27,175 |
| 10 |
1.1185 |
1.0937 |
0.0248 |
2.2% |
0.0069 |
0.6% |
91% |
True |
False |
23,062 |
| 20 |
1.1185 |
1.0885 |
0.0300 |
2.7% |
0.0077 |
0.7% |
93% |
True |
False |
22,621 |
| 40 |
1.1185 |
1.0874 |
0.0311 |
2.8% |
0.0068 |
0.6% |
93% |
True |
False |
20,335 |
| 60 |
1.1185 |
1.0781 |
0.0404 |
3.6% |
0.0068 |
0.6% |
95% |
True |
False |
21,384 |
| 80 |
1.1185 |
1.0781 |
0.0404 |
3.6% |
0.0071 |
0.6% |
95% |
True |
False |
16,238 |
| 100 |
1.1185 |
1.0608 |
0.0577 |
5.2% |
0.0072 |
0.6% |
96% |
True |
False |
12,994 |
| 120 |
1.1185 |
1.0544 |
0.0641 |
5.7% |
0.0068 |
0.6% |
97% |
True |
False |
10,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1551 |
|
2.618 |
1.1410 |
|
1.618 |
1.1324 |
|
1.000 |
1.1271 |
|
0.618 |
1.1238 |
|
HIGH |
1.1185 |
|
0.618 |
1.1152 |
|
0.500 |
1.1142 |
|
0.382 |
1.1132 |
|
LOW |
1.1099 |
|
0.618 |
1.1046 |
|
1.000 |
1.1013 |
|
1.618 |
1.0960 |
|
2.618 |
1.0874 |
|
4.250 |
1.0734 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1156 |
1.1140 |
| PP |
1.1149 |
1.1117 |
| S1 |
1.1142 |
1.1094 |
|