CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 1.1003 1.1012 0.0009 0.1% 1.1013
High 1.1030 1.1055 0.0025 0.2% 1.1042
Low 1.0985 1.0982 -0.0003 0.0% 1.0969
Close 1.1003 1.1045 0.0042 0.4% 1.1010
Range 0.0045 0.0073 0.0028 62.2% 0.0073
ATR 0.0063 0.0064 0.0001 1.1% 0.0000
Volume 38 48 10 26.3% 258
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1246 1.1219 1.1085
R3 1.1173 1.1146 1.1065
R2 1.1100 1.1100 1.1058
R1 1.1073 1.1073 1.1052 1.1087
PP 1.1027 1.1027 1.1027 1.1034
S1 1.1000 1.1000 1.1038 1.1014
S2 1.0954 1.0954 1.1032
S3 1.0881 1.0927 1.1025
S4 1.0808 1.0854 1.1005
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1226 1.1191 1.1050
R3 1.1153 1.1118 1.1030
R2 1.1080 1.1080 1.1023
R1 1.1045 1.1045 1.1017 1.1026
PP 1.1007 1.1007 1.1007 1.0998
S1 1.0972 1.0972 1.1003 1.0953
S2 1.0934 1.0934 1.0997
S3 1.0861 1.0899 1.0990
S4 1.0788 1.0826 1.0970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1057 1.0972 0.0085 0.8% 0.0057 0.5% 86% False False 64
10 1.1057 1.0950 0.0107 1.0% 0.0048 0.4% 89% False False 49
20 1.1176 1.0911 0.0265 2.4% 0.0070 0.6% 51% False False 69
40 1.1176 1.0902 0.0274 2.5% 0.0060 0.5% 52% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1365
2.618 1.1246
1.618 1.1173
1.000 1.1128
0.618 1.1100
HIGH 1.1055
0.618 1.1027
0.500 1.1019
0.382 1.1010
LOW 1.0982
0.618 1.0937
1.000 1.0909
1.618 1.0864
2.618 1.0791
4.250 1.0672
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 1.1036 1.1035
PP 1.1027 1.1025
S1 1.1019 1.1015

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.