CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 1.1125 1.0952 -0.0173 -1.6% 1.0920
High 1.1141 1.0981 -0.0160 -1.4% 1.1144
Low 1.0947 1.0909 -0.0038 -0.3% 1.0874
Close 1.0971 1.0940 -0.0031 -0.3% 1.1128
Range 0.0194 0.0072 -0.0122 -62.9% 0.0270
ATR 0.0082 0.0081 -0.0001 -0.9% 0.0000
Volume 38,210 29,170 -9,040 -23.7% 110,223
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1159 1.1122 1.0980
R3 1.1087 1.1050 1.0960
R2 1.1015 1.1015 1.0953
R1 1.0978 1.0978 1.0947 1.0961
PP 1.0943 1.0943 1.0943 1.0935
S1 1.0906 1.0906 1.0933 1.0889
S2 1.0871 1.0871 1.0927
S3 1.0799 1.0834 1.0920
S4 1.0727 1.0762 1.0900
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% 0.0120 1.1% 21% False False 28,118
10 1.1144 1.0874 0.0270 2.5% 0.0093 0.9% 24% False False 24,869
20 1.1144 1.0874 0.0270 2.5% 0.0074 0.7% 24% False False 21,203
40 1.1144 1.0781 0.0363 3.3% 0.0070 0.6% 44% False False 21,601
60 1.1145 1.0781 0.0364 3.3% 0.0074 0.7% 44% False False 16,451
80 1.1145 1.0687 0.0458 4.2% 0.0074 0.7% 55% False False 12,344
100 1.1145 1.0544 0.0601 5.5% 0.0071 0.6% 66% False False 9,876
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1287
2.618 1.1169
1.618 1.1097
1.000 1.1053
0.618 1.1025
HIGH 1.0981
0.618 1.0953
0.500 1.0945
0.382 1.0937
LOW 1.0909
0.618 1.0865
1.000 1.0837
1.618 1.0793
2.618 1.0721
4.250 1.0603
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 1.0945 1.1027
PP 1.0943 1.0998
S1 1.0942 1.0969

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols