CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1068 |
1.1125 |
0.0057 |
0.5% |
1.0920 |
| High |
1.1144 |
1.1141 |
-0.0003 |
0.0% |
1.1144 |
| Low |
1.1053 |
1.0947 |
-0.0106 |
-1.0% |
1.0874 |
| Close |
1.1128 |
1.0971 |
-0.0157 |
-1.4% |
1.1128 |
| Range |
0.0091 |
0.0194 |
0.0103 |
113.2% |
0.0270 |
| ATR |
0.0073 |
0.0082 |
0.0009 |
11.8% |
0.0000 |
| Volume |
24,918 |
38,210 |
13,292 |
53.3% |
110,223 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1602 |
1.1480 |
1.1078 |
|
| R3 |
1.1408 |
1.1286 |
1.1024 |
|
| R2 |
1.1214 |
1.1214 |
1.1007 |
|
| R1 |
1.1092 |
1.1092 |
1.0989 |
1.1056 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1002 |
| S1 |
1.0898 |
1.0898 |
1.0953 |
1.0862 |
| S2 |
1.0826 |
1.0826 |
1.0935 |
|
| S3 |
1.0632 |
1.0704 |
1.0918 |
|
| S4 |
1.0438 |
1.0510 |
1.0864 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1859 |
1.1763 |
1.1277 |
|
| R3 |
1.1589 |
1.1493 |
1.1202 |
|
| R2 |
1.1319 |
1.1319 |
1.1178 |
|
| R1 |
1.1223 |
1.1223 |
1.1153 |
1.1271 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1073 |
| S1 |
1.0953 |
1.0953 |
1.1103 |
1.1001 |
| S2 |
1.0779 |
1.0779 |
1.1079 |
|
| S3 |
1.0509 |
1.0683 |
1.1054 |
|
| S4 |
1.0239 |
1.0413 |
1.0980 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1144 |
1.0885 |
0.0259 |
2.4% |
0.0124 |
1.1% |
33% |
False |
False |
26,231 |
| 10 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0091 |
0.8% |
36% |
False |
False |
23,602 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0075 |
0.7% |
36% |
False |
False |
20,623 |
| 40 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0070 |
0.6% |
52% |
False |
False |
21,252 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
52% |
False |
False |
15,966 |
| 80 |
1.1145 |
1.0675 |
0.0470 |
4.3% |
0.0073 |
0.7% |
63% |
False |
False |
11,980 |
| 100 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0070 |
0.6% |
71% |
False |
False |
9,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1966 |
|
2.618 |
1.1649 |
|
1.618 |
1.1455 |
|
1.000 |
1.1335 |
|
0.618 |
1.1261 |
|
HIGH |
1.1141 |
|
0.618 |
1.1067 |
|
0.500 |
1.1044 |
|
0.382 |
1.1021 |
|
LOW |
1.0947 |
|
0.618 |
1.0827 |
|
1.000 |
1.0753 |
|
1.618 |
1.0633 |
|
2.618 |
1.0439 |
|
4.250 |
1.0123 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1044 |
1.1046 |
| PP |
1.1020 |
1.1021 |
| S1 |
1.0995 |
1.0996 |
|