CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0981 |
1.1016 |
0.0035 |
0.3% |
1.0979 |
| High |
1.1022 |
1.1066 |
0.0044 |
0.4% |
1.1066 |
| Low |
1.0948 |
1.1002 |
0.0054 |
0.5% |
1.0937 |
| Close |
1.1012 |
1.1054 |
0.0042 |
0.4% |
1.1054 |
| Range |
0.0074 |
0.0064 |
-0.0010 |
-13.5% |
0.0129 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
23,393 |
26,206 |
2,813 |
12.0% |
95,591 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1207 |
1.1089 |
|
| R3 |
1.1169 |
1.1143 |
1.1072 |
|
| R2 |
1.1105 |
1.1105 |
1.1066 |
|
| R1 |
1.1079 |
1.1079 |
1.1060 |
1.1092 |
| PP |
1.1041 |
1.1041 |
1.1041 |
1.1047 |
| S1 |
1.1015 |
1.1015 |
1.1048 |
1.1028 |
| S2 |
1.0977 |
1.0977 |
1.1042 |
|
| S3 |
1.0913 |
1.0951 |
1.1036 |
|
| S4 |
1.0849 |
1.0887 |
1.1019 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1406 |
1.1359 |
1.1125 |
|
| R3 |
1.1277 |
1.1230 |
1.1089 |
|
| R2 |
1.1148 |
1.1148 |
1.1078 |
|
| R1 |
1.1101 |
1.1101 |
1.1066 |
1.1125 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1031 |
| S1 |
1.0972 |
1.0972 |
1.1042 |
1.0996 |
| S2 |
1.0890 |
1.0890 |
1.1030 |
|
| S3 |
1.0761 |
1.0843 |
1.1019 |
|
| S4 |
1.0632 |
1.0714 |
1.0983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1066 |
1.0937 |
0.0129 |
1.2% |
0.0062 |
0.6% |
91% |
True |
False |
22,096 |
| 10 |
1.1066 |
1.0927 |
0.0139 |
1.3% |
0.0055 |
0.5% |
91% |
True |
False |
19,009 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.4% |
0.0072 |
0.7% |
67% |
False |
False |
21,216 |
| 40 |
1.1144 |
1.0869 |
0.0275 |
2.5% |
0.0065 |
0.6% |
67% |
False |
False |
19,695 |
| 60 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0067 |
0.6% |
75% |
False |
False |
20,169 |
| 80 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0070 |
0.6% |
75% |
False |
False |
15,161 |
| 100 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0070 |
0.6% |
83% |
False |
False |
12,131 |
| 120 |
1.1145 |
1.0535 |
0.0610 |
5.5% |
0.0068 |
0.6% |
85% |
False |
False |
10,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1338 |
|
2.618 |
1.1234 |
|
1.618 |
1.1170 |
|
1.000 |
1.1130 |
|
0.618 |
1.1106 |
|
HIGH |
1.1066 |
|
0.618 |
1.1042 |
|
0.500 |
1.1034 |
|
0.382 |
1.1026 |
|
LOW |
1.1002 |
|
0.618 |
1.0962 |
|
1.000 |
1.0938 |
|
1.618 |
1.0898 |
|
2.618 |
1.0834 |
|
4.250 |
1.0730 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1038 |
| PP |
1.1041 |
1.1023 |
| S1 |
1.1034 |
1.1007 |
|