CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 20-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0982 |
1.0988 |
0.0006 |
0.1% |
1.0964 |
| High |
1.0996 |
1.1006 |
0.0010 |
0.1% |
1.1012 |
| Low |
1.0948 |
1.0968 |
0.0020 |
0.2% |
1.0936 |
| Close |
1.0990 |
1.0977 |
-0.0013 |
-0.1% |
1.0977 |
| Range |
0.0048 |
0.0038 |
-0.0010 |
-20.8% |
0.0076 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
17,349 |
14,889 |
-2,460 |
-14.2% |
81,870 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1075 |
1.0998 |
|
| R3 |
1.1060 |
1.1037 |
1.0987 |
|
| R2 |
1.1022 |
1.1022 |
1.0984 |
|
| R1 |
1.0999 |
1.0999 |
1.0980 |
1.0992 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0980 |
| S1 |
1.0961 |
1.0961 |
1.0974 |
1.0954 |
| S2 |
1.0946 |
1.0946 |
1.0970 |
|
| S3 |
1.0908 |
1.0923 |
1.0967 |
|
| S4 |
1.0870 |
1.0885 |
1.0956 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1166 |
1.1019 |
|
| R3 |
1.1127 |
1.1090 |
1.0998 |
|
| R2 |
1.1051 |
1.1051 |
1.0991 |
|
| R1 |
1.1014 |
1.1014 |
1.0984 |
1.1033 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0984 |
| S1 |
1.0938 |
1.0938 |
1.0970 |
1.0957 |
| S2 |
1.0899 |
1.0899 |
1.0963 |
|
| S3 |
1.0823 |
1.0862 |
1.0956 |
|
| S4 |
1.0747 |
1.0786 |
1.0935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1012 |
1.0936 |
0.0076 |
0.7% |
0.0047 |
0.4% |
54% |
False |
False |
16,374 |
| 10 |
1.1141 |
1.0888 |
0.0253 |
2.3% |
0.0065 |
0.6% |
35% |
False |
False |
19,733 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.5% |
0.0071 |
0.6% |
38% |
False |
False |
20,543 |
| 40 |
1.1144 |
1.0782 |
0.0362 |
3.3% |
0.0066 |
0.6% |
54% |
False |
False |
20,147 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0068 |
0.6% |
54% |
False |
False |
18,606 |
| 80 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0072 |
0.7% |
54% |
False |
False |
13,968 |
| 100 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0070 |
0.6% |
69% |
False |
False |
11,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1168 |
|
2.618 |
1.1105 |
|
1.618 |
1.1067 |
|
1.000 |
1.1044 |
|
0.618 |
1.1029 |
|
HIGH |
1.1006 |
|
0.618 |
1.0991 |
|
0.500 |
1.0987 |
|
0.382 |
1.0983 |
|
LOW |
1.0968 |
|
0.618 |
1.0945 |
|
1.000 |
1.0930 |
|
1.618 |
1.0907 |
|
2.618 |
1.0869 |
|
4.250 |
1.0807 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0977 |
| PP |
1.0984 |
1.0977 |
| S1 |
1.0980 |
1.0977 |
|