CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.0978 |
0.0080 |
0.7% |
1.1076 |
| High |
1.0982 |
1.1014 |
0.0032 |
0.3% |
1.1077 |
| Low |
1.0892 |
1.0885 |
-0.0007 |
-0.1% |
1.0915 |
| Close |
1.0972 |
1.0973 |
0.0001 |
0.0% |
1.0917 |
| Range |
0.0090 |
0.0129 |
0.0039 |
43.3% |
0.0162 |
| ATR |
0.0064 |
0.0069 |
0.0005 |
7.3% |
0.0000 |
| Volume |
19,735 |
26,949 |
7,214 |
36.6% |
103,316 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1288 |
1.1044 |
|
| R3 |
1.1215 |
1.1159 |
1.1008 |
|
| R2 |
1.1086 |
1.1086 |
1.0997 |
|
| R1 |
1.1030 |
1.1030 |
1.0985 |
1.0994 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0939 |
| S1 |
1.0901 |
1.0901 |
1.0961 |
1.0865 |
| S2 |
1.0828 |
1.0828 |
1.0949 |
|
| S3 |
1.0699 |
1.0772 |
1.0938 |
|
| S4 |
1.0570 |
1.0643 |
1.0902 |
|
|
| 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 |
1.1016 |
1.0874 |
0.0142 |
1.3% |
0.0082 |
0.7% |
70% |
False |
False |
21,874 |
| 10 |
1.1085 |
1.0874 |
0.0211 |
1.9% |
0.0067 |
0.6% |
47% |
False |
False |
19,988 |
| 20 |
1.1090 |
1.0874 |
0.0216 |
2.0% |
0.0064 |
0.6% |
46% |
False |
False |
18,736 |
| 40 |
1.1090 |
1.0781 |
0.0309 |
2.8% |
0.0064 |
0.6% |
62% |
False |
False |
20,734 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0070 |
0.6% |
53% |
False |
False |
14,559 |
| 80 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0071 |
0.6% |
68% |
False |
False |
10,924 |
| 100 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0068 |
0.6% |
71% |
False |
False |
8,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1562 |
|
2.618 |
1.1352 |
|
1.618 |
1.1223 |
|
1.000 |
1.1143 |
|
0.618 |
1.1094 |
|
HIGH |
1.1014 |
|
0.618 |
1.0965 |
|
0.500 |
1.0950 |
|
0.382 |
1.0934 |
|
LOW |
1.0885 |
|
0.618 |
1.0805 |
|
1.000 |
1.0756 |
|
1.618 |
1.0676 |
|
2.618 |
1.0547 |
|
4.250 |
1.0337 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0965 |
1.0963 |
| PP |
1.0957 |
1.0954 |
| S1 |
1.0950 |
1.0944 |
|