CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 1.0979 1.0964 -0.0015 -0.1% 1.0964
High 1.1025 1.0997 -0.0028 -0.3% 1.1012
Low 1.0937 1.0951 0.0014 0.1% 1.0936
Close 1.0968 1.0970 0.0002 0.0% 1.0977
Range 0.0088 0.0046 -0.0042 -47.7% 0.0076
ATR 0.0068 0.0066 -0.0002 -2.3% 0.0000
Volume 24,076 21,916 -2,160 -9.0% 81,870
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1111 1.1086 1.0995
R3 1.1065 1.1040 1.0983
R2 1.1019 1.1019 1.0978
R1 1.0994 1.0994 1.0974 1.1007
PP 1.0973 1.0973 1.0973 1.0979
S1 1.0948 1.0948 1.0966 1.0961
S2 1.0927 1.0927 1.0962
S3 1.0881 1.0902 1.0957
S4 1.0835 1.0856 1.0945
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% 0.0051 0.5% 38% False False 18,949
10 1.1025 1.0888 0.0137 1.2% 0.0052 0.5% 60% False False 17,594
20 1.1144 1.0874 0.0270 2.5% 0.0073 0.7% 36% False False 21,231
40 1.1144 1.0840 0.0304 2.8% 0.0066 0.6% 43% False False 20,035
60 1.1144 1.0781 0.0363 3.3% 0.0068 0.6% 52% False False 19,364
80 1.1145 1.0781 0.0364 3.3% 0.0071 0.6% 52% False False 14,542
100 1.1145 1.0608 0.0537 4.9% 0.0070 0.6% 67% False False 11,635
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1193
2.618 1.1117
1.618 1.1071
1.000 1.1043
0.618 1.1025
HIGH 1.0997
0.618 1.0979
0.500 1.0974
0.382 1.0969
LOW 1.0951
0.618 1.0923
1.000 1.0905
1.618 1.0877
2.618 1.0831
4.250 1.0756
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 1.0974 1.0981
PP 1.0973 1.0977
S1 1.0971 1.0974

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

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