CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0915 |
1.0940 |
0.0025 |
0.2% |
1.1125 |
| High |
1.0960 |
1.0967 |
0.0007 |
0.1% |
1.1141 |
| Low |
1.0913 |
1.0927 |
0.0014 |
0.1% |
1.0888 |
| Close |
1.0941 |
1.0958 |
0.0017 |
0.2% |
1.0958 |
| Range |
0.0047 |
0.0040 |
-0.0007 |
-14.9% |
0.0253 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
16,663 |
12,631 |
-4,032 |
-24.2% |
115,465 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1071 |
1.1054 |
1.0980 |
|
| R3 |
1.1031 |
1.1014 |
1.0969 |
|
| R2 |
1.0991 |
1.0991 |
1.0965 |
|
| R1 |
1.0974 |
1.0974 |
1.0962 |
1.0983 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0955 |
| S1 |
1.0934 |
1.0934 |
1.0954 |
1.0943 |
| S2 |
1.0911 |
1.0911 |
1.0951 |
|
| S3 |
1.0871 |
1.0894 |
1.0947 |
|
| S4 |
1.0831 |
1.0854 |
1.0936 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1755 |
1.1609 |
1.1097 |
|
| R3 |
1.1502 |
1.1356 |
1.1028 |
|
| R2 |
1.1249 |
1.1249 |
1.1004 |
|
| R1 |
1.1103 |
1.1103 |
1.0981 |
1.1050 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.0969 |
| S1 |
1.0850 |
1.0850 |
1.0935 |
1.0797 |
| S2 |
1.0743 |
1.0743 |
1.0912 |
|
| S3 |
1.0490 |
1.0597 |
1.0888 |
|
| S4 |
1.0237 |
1.0344 |
1.0819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1141 |
1.0888 |
0.0253 |
2.3% |
0.0083 |
0.8% |
28% |
False |
False |
23,093 |
| 10 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0089 |
0.8% |
31% |
False |
False |
22,568 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0075 |
0.7% |
31% |
False |
False |
21,075 |
| 40 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0069 |
0.6% |
49% |
False |
False |
21,357 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0070 |
0.6% |
49% |
False |
False |
17,249 |
| 80 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
49% |
False |
False |
12,945 |
| 100 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0070 |
0.6% |
69% |
False |
False |
10,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1137 |
|
2.618 |
1.1072 |
|
1.618 |
1.1032 |
|
1.000 |
1.1007 |
|
0.618 |
1.0992 |
|
HIGH |
1.0967 |
|
0.618 |
1.0952 |
|
0.500 |
1.0947 |
|
0.382 |
1.0942 |
|
LOW |
1.0927 |
|
0.618 |
1.0902 |
|
1.000 |
1.0887 |
|
1.618 |
1.0862 |
|
2.618 |
1.0822 |
|
4.250 |
1.0757 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0954 |
1.0948 |
| PP |
1.0951 |
1.0938 |
| S1 |
1.0947 |
1.0928 |
|