CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1016 |
1.1059 |
0.0043 |
0.4% |
1.0979 |
| High |
1.1066 |
1.1092 |
0.0026 |
0.2% |
1.1066 |
| Low |
1.1002 |
1.1002 |
0.0000 |
0.0% |
1.0937 |
| Close |
1.1054 |
1.1037 |
-0.0017 |
-0.2% |
1.1054 |
| Range |
0.0064 |
0.0090 |
0.0026 |
40.6% |
0.0129 |
| ATR |
0.0067 |
0.0068 |
0.0002 |
2.5% |
0.0000 |
| Volume |
26,206 |
31,682 |
5,476 |
20.9% |
95,591 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1314 |
1.1265 |
1.1087 |
|
| R3 |
1.1224 |
1.1175 |
1.1062 |
|
| R2 |
1.1134 |
1.1134 |
1.1054 |
|
| R1 |
1.1085 |
1.1085 |
1.1045 |
1.1065 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1033 |
| S1 |
1.0995 |
1.0995 |
1.1029 |
1.0975 |
| S2 |
1.0954 |
1.0954 |
1.1021 |
|
| S3 |
1.0864 |
1.0905 |
1.1012 |
|
| S4 |
1.0774 |
1.0815 |
1.0988 |
|
|
| 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 |
1.1092 |
1.0937 |
0.0155 |
1.4% |
0.0072 |
0.7% |
65% |
True |
False |
25,454 |
| 10 |
1.1092 |
1.0936 |
0.0156 |
1.4% |
0.0060 |
0.5% |
65% |
True |
False |
20,914 |
| 20 |
1.1144 |
1.0874 |
0.0270 |
2.4% |
0.0074 |
0.7% |
60% |
False |
False |
21,741 |
| 40 |
1.1144 |
1.0874 |
0.0270 |
2.4% |
0.0066 |
0.6% |
60% |
False |
False |
19,976 |
| 60 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0067 |
0.6% |
71% |
False |
False |
20,683 |
| 80 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0071 |
0.6% |
70% |
False |
False |
15,556 |
| 100 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0071 |
0.6% |
80% |
False |
False |
12,448 |
| 120 |
1.1145 |
1.0535 |
0.0610 |
5.5% |
0.0068 |
0.6% |
82% |
False |
False |
10,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1475 |
|
2.618 |
1.1328 |
|
1.618 |
1.1238 |
|
1.000 |
1.1182 |
|
0.618 |
1.1148 |
|
HIGH |
1.1092 |
|
0.618 |
1.1058 |
|
0.500 |
1.1047 |
|
0.382 |
1.1036 |
|
LOW |
1.1002 |
|
0.618 |
1.0946 |
|
1.000 |
1.0912 |
|
1.618 |
1.0856 |
|
2.618 |
1.0766 |
|
4.250 |
1.0620 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1031 |
| PP |
1.1044 |
1.1026 |
| S1 |
1.1040 |
1.1020 |
|