CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0978 |
1.0967 |
-0.0011 |
-0.1% |
1.1076 |
| High |
1.1014 |
1.1078 |
0.0064 |
0.6% |
1.1077 |
| Low |
1.0885 |
1.0963 |
0.0078 |
0.7% |
1.0915 |
| Close |
1.0973 |
1.1070 |
0.0097 |
0.9% |
1.0917 |
| Range |
0.0129 |
0.0115 |
-0.0014 |
-10.9% |
0.0162 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.8% |
0.0000 |
| Volume |
26,949 |
21,347 |
-5,602 |
-20.8% |
103,316 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1341 |
1.1133 |
|
| R3 |
1.1267 |
1.1226 |
1.1102 |
|
| R2 |
1.1152 |
1.1152 |
1.1091 |
|
| R1 |
1.1111 |
1.1111 |
1.1081 |
1.1132 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1047 |
| S1 |
1.0996 |
1.0996 |
1.1059 |
1.1017 |
| S2 |
1.0922 |
1.0922 |
1.1049 |
|
| S3 |
1.0807 |
1.0881 |
1.1038 |
|
| S4 |
1.0692 |
1.0766 |
1.1007 |
|
|
| 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 |
1.1078 |
1.0874 |
0.0204 |
1.8% |
0.0085 |
0.8% |
96% |
True |
False |
21,296 |
| 10 |
1.1085 |
1.0874 |
0.0211 |
1.9% |
0.0074 |
0.7% |
93% |
False |
False |
20,416 |
| 20 |
1.1090 |
1.0874 |
0.0216 |
2.0% |
0.0067 |
0.6% |
91% |
False |
False |
19,151 |
| 40 |
1.1090 |
1.0781 |
0.0309 |
2.8% |
0.0064 |
0.6% |
94% |
False |
False |
20,419 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0070 |
0.6% |
79% |
False |
False |
14,914 |
| 80 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0071 |
0.6% |
86% |
False |
False |
11,190 |
| 100 |
1.1145 |
1.0544 |
0.0601 |
5.4% |
0.0068 |
0.6% |
88% |
False |
False |
8,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1567 |
|
2.618 |
1.1379 |
|
1.618 |
1.1264 |
|
1.000 |
1.1193 |
|
0.618 |
1.1149 |
|
HIGH |
1.1078 |
|
0.618 |
1.1034 |
|
0.500 |
1.1021 |
|
0.382 |
1.1007 |
|
LOW |
1.0963 |
|
0.618 |
1.0892 |
|
1.000 |
1.0848 |
|
1.618 |
1.0777 |
|
2.618 |
1.0662 |
|
4.250 |
1.0474 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1054 |
1.1041 |
| PP |
1.1037 |
1.1011 |
| S1 |
1.1021 |
1.0982 |
|