CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0983 |
1.0982 |
-0.0001 |
0.0% |
1.1125 |
| High |
1.1006 |
1.0996 |
-0.0010 |
-0.1% |
1.1141 |
| Low |
1.0969 |
1.0948 |
-0.0021 |
-0.2% |
1.0888 |
| Close |
1.0994 |
1.0990 |
-0.0004 |
0.0% |
1.0958 |
| Range |
0.0037 |
0.0048 |
0.0011 |
29.7% |
0.0253 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
16,519 |
17,349 |
830 |
5.0% |
115,465 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1104 |
1.1016 |
|
| R3 |
1.1074 |
1.1056 |
1.1003 |
|
| R2 |
1.1026 |
1.1026 |
1.0999 |
|
| R1 |
1.1008 |
1.1008 |
1.0994 |
1.1017 |
| PP |
1.0978 |
1.0978 |
1.0978 |
1.0983 |
| S1 |
1.0960 |
1.0960 |
1.0986 |
1.0969 |
| S2 |
1.0930 |
1.0930 |
1.0981 |
|
| S3 |
1.0882 |
1.0912 |
1.0977 |
|
| S4 |
1.0834 |
1.0864 |
1.0964 |
|
|
| 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 |
1.1012 |
1.0927 |
0.0085 |
0.8% |
0.0047 |
0.4% |
74% |
False |
False |
15,922 |
| 10 |
1.1144 |
1.0888 |
0.0256 |
2.3% |
0.0071 |
0.6% |
40% |
False |
False |
20,736 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0072 |
0.7% |
43% |
False |
False |
20,576 |
| 40 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0066 |
0.6% |
58% |
False |
False |
20,295 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0069 |
0.6% |
57% |
False |
False |
18,361 |
| 80 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0072 |
0.7% |
57% |
False |
False |
13,782 |
| 100 |
1.1145 |
1.0587 |
0.0558 |
5.1% |
0.0070 |
0.6% |
72% |
False |
False |
11,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1200 |
|
2.618 |
1.1122 |
|
1.618 |
1.1074 |
|
1.000 |
1.1044 |
|
0.618 |
1.1026 |
|
HIGH |
1.0996 |
|
0.618 |
1.0978 |
|
0.500 |
1.0972 |
|
0.382 |
1.0966 |
|
LOW |
1.0948 |
|
0.618 |
1.0918 |
|
1.000 |
1.0900 |
|
1.618 |
1.0870 |
|
2.618 |
1.0822 |
|
4.250 |
1.0744 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0984 |
1.0987 |
| PP |
1.0978 |
1.0983 |
| S1 |
1.0972 |
1.0980 |
|