CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1059 |
1.1008 |
-0.0051 |
-0.5% |
1.0979 |
| High |
1.1092 |
1.1122 |
0.0030 |
0.3% |
1.1066 |
| Low |
1.1002 |
1.1008 |
0.0006 |
0.1% |
1.0937 |
| Close |
1.1037 |
1.1107 |
0.0070 |
0.6% |
1.1054 |
| Range |
0.0090 |
0.0114 |
0.0024 |
26.7% |
0.0129 |
| ATR |
0.0068 |
0.0072 |
0.0003 |
4.8% |
0.0000 |
| Volume |
31,682 |
27,621 |
-4,061 |
-12.8% |
95,591 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1421 |
1.1378 |
1.1170 |
|
| R3 |
1.1307 |
1.1264 |
1.1138 |
|
| R2 |
1.1193 |
1.1193 |
1.1128 |
|
| R1 |
1.1150 |
1.1150 |
1.1117 |
1.1172 |
| PP |
1.1079 |
1.1079 |
1.1079 |
1.1090 |
| S1 |
1.1036 |
1.1036 |
1.1097 |
1.1058 |
| S2 |
1.0965 |
1.0965 |
1.1086 |
|
| S3 |
1.0851 |
1.0922 |
1.1076 |
|
| S4 |
1.0737 |
1.0808 |
1.1044 |
|
|
| 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 |
1.1122 |
1.0948 |
0.0174 |
1.6% |
0.0078 |
0.7% |
91% |
True |
False |
26,163 |
| 10 |
1.1122 |
1.0937 |
0.0185 |
1.7% |
0.0065 |
0.6% |
92% |
True |
False |
22,000 |
| 20 |
1.1144 |
1.0885 |
0.0259 |
2.3% |
0.0078 |
0.7% |
86% |
False |
False |
22,258 |
| 40 |
1.1144 |
1.0874 |
0.0270 |
2.4% |
0.0068 |
0.6% |
86% |
False |
False |
20,098 |
| 60 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0068 |
0.6% |
90% |
False |
False |
21,095 |
| 80 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0071 |
0.6% |
90% |
False |
False |
15,901 |
| 100 |
1.1145 |
1.0608 |
0.0537 |
4.8% |
0.0071 |
0.6% |
93% |
False |
False |
12,724 |
| 120 |
1.1145 |
1.0535 |
0.0610 |
5.5% |
0.0068 |
0.6% |
94% |
False |
False |
10,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1607 |
|
2.618 |
1.1420 |
|
1.618 |
1.1306 |
|
1.000 |
1.1236 |
|
0.618 |
1.1192 |
|
HIGH |
1.1122 |
|
0.618 |
1.1078 |
|
0.500 |
1.1065 |
|
0.382 |
1.1052 |
|
LOW |
1.1008 |
|
0.618 |
1.0938 |
|
1.000 |
1.0894 |
|
1.618 |
1.0824 |
|
2.618 |
1.0710 |
|
4.250 |
1.0524 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1093 |
1.1092 |
| PP |
1.1079 |
1.1077 |
| S1 |
1.1065 |
1.1062 |
|