CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0898 |
-0.0022 |
-0.2% |
1.1076 |
| High |
1.0923 |
1.0982 |
0.0059 |
0.5% |
1.1077 |
| Low |
1.0874 |
1.0892 |
0.0018 |
0.2% |
1.0915 |
| Close |
1.0881 |
1.0972 |
0.0091 |
0.8% |
1.0917 |
| Range |
0.0049 |
0.0090 |
0.0041 |
83.7% |
0.0162 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
4.7% |
0.0000 |
| Volume |
17,274 |
19,735 |
2,461 |
14.2% |
103,316 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1219 |
1.1185 |
1.1022 |
|
| R3 |
1.1129 |
1.1095 |
1.0997 |
|
| R2 |
1.1039 |
1.1039 |
1.0989 |
|
| R1 |
1.1005 |
1.1005 |
1.0980 |
1.1022 |
| PP |
1.0949 |
1.0949 |
1.0949 |
1.0957 |
| S1 |
1.0915 |
1.0915 |
1.0964 |
1.0932 |
| S2 |
1.0859 |
1.0859 |
1.0956 |
|
| S3 |
1.0769 |
1.0825 |
1.0947 |
|
| S4 |
1.0679 |
1.0735 |
1.0923 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1348 |
1.1006 |
|
| R3 |
1.1294 |
1.1186 |
1.0962 |
|
| R2 |
1.1132 |
1.1132 |
1.0947 |
|
| R1 |
1.1024 |
1.1024 |
1.0932 |
1.0997 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0956 |
| S1 |
1.0862 |
1.0862 |
1.0902 |
1.0835 |
| S2 |
1.0808 |
1.0808 |
1.0887 |
|
| S3 |
1.0646 |
1.0700 |
1.0872 |
|
| S4 |
1.0484 |
1.0538 |
1.0828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1023 |
1.0874 |
0.0149 |
1.4% |
0.0066 |
0.6% |
66% |
False |
False |
21,619 |
| 10 |
1.1090 |
1.0874 |
0.0216 |
2.0% |
0.0059 |
0.5% |
45% |
False |
False |
19,424 |
| 20 |
1.1090 |
1.0874 |
0.0216 |
2.0% |
0.0059 |
0.5% |
45% |
False |
False |
18,049 |
| 40 |
1.1090 |
1.0781 |
0.0309 |
2.8% |
0.0063 |
0.6% |
62% |
False |
False |
20,766 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0069 |
0.6% |
52% |
False |
False |
14,110 |
| 80 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0070 |
0.6% |
68% |
False |
False |
10,587 |
| 100 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0067 |
0.6% |
71% |
False |
False |
8,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1365 |
|
2.618 |
1.1218 |
|
1.618 |
1.1128 |
|
1.000 |
1.1072 |
|
0.618 |
1.1038 |
|
HIGH |
1.0982 |
|
0.618 |
1.0948 |
|
0.500 |
1.0937 |
|
0.382 |
1.0926 |
|
LOW |
1.0892 |
|
0.618 |
1.0836 |
|
1.000 |
1.0802 |
|
1.618 |
1.0746 |
|
2.618 |
1.0656 |
|
4.250 |
1.0510 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0960 |
1.0957 |
| PP |
1.0949 |
1.0943 |
| S1 |
1.0937 |
1.0928 |
|