CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 1.0988 1.0979 -0.0009 -0.1% 1.0964
High 1.1006 1.1025 0.0019 0.2% 1.1012
Low 1.0968 1.0937 -0.0031 -0.3% 1.0936
Close 1.0977 1.0968 -0.0009 -0.1% 1.0977
Range 0.0038 0.0088 0.0050 131.6% 0.0076
ATR 0.0066 0.0068 0.0002 2.4% 0.0000
Volume 14,889 24,076 9,187 61.7% 81,870
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1241 1.1192 1.1016
R3 1.1153 1.1104 1.0992
R2 1.1065 1.1065 1.0984
R1 1.1016 1.1016 1.0976 1.0997
PP 1.0977 1.0977 1.0977 1.0967
S1 1.0928 1.0928 1.0960 1.0909
S2 1.0889 1.0889 1.0952
S3 1.0801 1.0840 1.0944
S4 1.0713 1.0752 1.0920
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 1.1025 1.0937 0.0088 0.8% 0.0052 0.5% 35% True True 17,838
10 1.1025 1.0888 0.0137 1.2% 0.0055 0.5% 58% True False 18,320
20 1.1144 1.0874 0.0270 2.5% 0.0073 0.7% 35% False False 20,961
40 1.1144 1.0832 0.0312 2.8% 0.0066 0.6% 44% False False 20,141
60 1.1145 1.0781 0.0364 3.3% 0.0068 0.6% 51% False False 19,003
80 1.1145 1.0781 0.0364 3.3% 0.0072 0.7% 51% False False 14,269
100 1.1145 1.0608 0.0537 4.9% 0.0070 0.6% 67% False False 11,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1399
2.618 1.1255
1.618 1.1167
1.000 1.1113
0.618 1.1079
HIGH 1.1025
0.618 1.0991
0.500 1.0981
0.382 1.0971
LOW 1.0937
0.618 1.0883
1.000 1.0849
1.618 1.0795
2.618 1.0707
4.250 1.0563
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 1.0981 1.0981
PP 1.0977 1.0977
S1 1.0972 1.0972

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

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