CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0924 |
1.0967 |
0.0043 |
0.4% |
1.1068 |
| High |
1.1012 |
1.1045 |
0.0033 |
0.3% |
1.1107 |
| Low |
1.0924 |
1.0920 |
-0.0004 |
0.0% |
1.0948 |
| Close |
1.1004 |
1.1004 |
0.0000 |
0.0% |
1.0948 |
| Range |
0.0088 |
0.0125 |
0.0037 |
42.0% |
0.0159 |
| ATR |
0.0059 |
0.0064 |
0.0005 |
8.0% |
0.0000 |
| Volume |
17 |
4 |
-13 |
-76.5% |
20 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1309 |
1.1073 |
|
| R3 |
1.1240 |
1.1184 |
1.1038 |
|
| R2 |
1.1115 |
1.1115 |
1.1027 |
|
| R1 |
1.1059 |
1.1059 |
1.1015 |
1.1087 |
| PP |
1.0990 |
1.0990 |
1.0990 |
1.1004 |
| S1 |
1.0934 |
1.0934 |
1.0993 |
1.0962 |
| S2 |
1.0865 |
1.0865 |
1.0981 |
|
| S3 |
1.0740 |
1.0809 |
1.0970 |
|
| S4 |
1.0615 |
1.0684 |
1.0935 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1478 |
1.1372 |
1.1035 |
|
| R3 |
1.1319 |
1.1213 |
1.0992 |
|
| R2 |
1.1160 |
1.1160 |
1.0977 |
|
| R1 |
1.1054 |
1.1054 |
1.0963 |
1.1028 |
| PP |
1.1001 |
1.1001 |
1.1001 |
1.0988 |
| S1 |
1.0895 |
1.0895 |
1.0933 |
1.0869 |
| S2 |
1.0842 |
1.0842 |
1.0919 |
|
| S3 |
1.0683 |
1.0736 |
1.0904 |
|
| S4 |
1.0524 |
1.0577 |
1.0861 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1576 |
|
2.618 |
1.1372 |
|
1.618 |
1.1247 |
|
1.000 |
1.1170 |
|
0.618 |
1.1122 |
|
HIGH |
1.1045 |
|
0.618 |
1.0997 |
|
0.500 |
1.0983 |
|
0.382 |
1.0968 |
|
LOW |
1.0920 |
|
0.618 |
1.0843 |
|
1.000 |
1.0795 |
|
1.618 |
1.0718 |
|
2.618 |
1.0593 |
|
4.250 |
1.0389 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0997 |
1.0995 |
| PP |
1.0990 |
1.0987 |
| S1 |
1.0983 |
1.0978 |
|