CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0940 |
1.0964 |
0.0024 |
0.2% |
1.1125 |
| High |
1.0967 |
1.1000 |
0.0033 |
0.3% |
1.1141 |
| Low |
1.0927 |
1.0936 |
0.0009 |
0.1% |
1.0888 |
| Close |
1.0958 |
1.0963 |
0.0005 |
0.0% |
1.0958 |
| Range |
0.0040 |
0.0064 |
0.0024 |
60.0% |
0.0253 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
12,631 |
16,756 |
4,125 |
32.7% |
115,465 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1158 |
1.1125 |
1.0998 |
|
| R3 |
1.1094 |
1.1061 |
1.0981 |
|
| R2 |
1.1030 |
1.1030 |
1.0975 |
|
| R1 |
1.0997 |
1.0997 |
1.0969 |
1.0982 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0959 |
| S1 |
1.0933 |
1.0933 |
1.0957 |
1.0918 |
| S2 |
1.0902 |
1.0902 |
1.0951 |
|
| S3 |
1.0838 |
1.0869 |
1.0945 |
|
| S4 |
1.0774 |
1.0805 |
1.0928 |
|
|
| 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 |
1.1000 |
1.0888 |
0.0112 |
1.0% |
0.0057 |
0.5% |
67% |
True |
False |
18,802 |
| 10 |
1.1144 |
1.0885 |
0.0259 |
2.4% |
0.0091 |
0.8% |
30% |
False |
False |
22,517 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0073 |
0.7% |
33% |
False |
False |
21,018 |
| 40 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0068 |
0.6% |
50% |
False |
False |
21,029 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0070 |
0.6% |
50% |
False |
False |
17,527 |
| 80 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
50% |
False |
False |
13,155 |
| 100 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0071 |
0.6% |
70% |
False |
False |
10,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.1168 |
|
1.618 |
1.1104 |
|
1.000 |
1.1064 |
|
0.618 |
1.1040 |
|
HIGH |
1.1000 |
|
0.618 |
1.0976 |
|
0.500 |
1.0968 |
|
0.382 |
1.0960 |
|
LOW |
1.0936 |
|
0.618 |
1.0896 |
|
1.000 |
1.0872 |
|
1.618 |
1.0832 |
|
2.618 |
1.0768 |
|
4.250 |
1.0664 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.0961 |
| PP |
1.0966 |
1.0959 |
| S1 |
1.0965 |
1.0957 |
|