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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 21 trading days
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

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

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