CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1166 |
1.0984 |
-0.0182 |
-1.6% |
1.0940 |
| High |
1.1172 |
1.1011 |
-0.0161 |
-1.4% |
1.1176 |
| Low |
1.0980 |
1.0941 |
-0.0039 |
-0.4% |
1.0911 |
| Close |
1.1003 |
1.0971 |
-0.0032 |
-0.3% |
1.1159 |
| Range |
0.0192 |
0.0070 |
-0.0122 |
-63.5% |
0.0265 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
72 |
465 |
393 |
545.8% |
122 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1148 |
1.1010 |
|
| R3 |
1.1114 |
1.1078 |
1.0990 |
|
| R2 |
1.1044 |
1.1044 |
1.0984 |
|
| R1 |
1.1008 |
1.1008 |
1.0977 |
1.0991 |
| PP |
1.0974 |
1.0974 |
1.0974 |
1.0966 |
| S1 |
1.0938 |
1.0938 |
1.0965 |
1.0921 |
| S2 |
1.0904 |
1.0904 |
1.0958 |
|
| S3 |
1.0834 |
1.0868 |
1.0952 |
|
| S4 |
1.0764 |
1.0798 |
1.0933 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1877 |
1.1783 |
1.1305 |
|
| R3 |
1.1612 |
1.1518 |
1.1232 |
|
| R2 |
1.1347 |
1.1347 |
1.1208 |
|
| R1 |
1.1253 |
1.1253 |
1.1183 |
1.1300 |
| PP |
1.1082 |
1.1082 |
1.1082 |
1.1106 |
| S1 |
1.0988 |
1.0988 |
1.1135 |
1.1035 |
| S2 |
1.0817 |
1.0817 |
1.1110 |
|
| S3 |
1.0552 |
1.0723 |
1.1086 |
|
| S4 |
1.0287 |
1.0458 |
1.1013 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1309 |
|
2.618 |
1.1194 |
|
1.618 |
1.1124 |
|
1.000 |
1.1081 |
|
0.618 |
1.1054 |
|
HIGH |
1.1011 |
|
0.618 |
1.0984 |
|
0.500 |
1.0976 |
|
0.382 |
1.0968 |
|
LOW |
1.0941 |
|
0.618 |
1.0898 |
|
1.000 |
1.0871 |
|
1.618 |
1.0828 |
|
2.618 |
1.0758 |
|
4.250 |
1.0644 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0976 |
1.1059 |
| PP |
1.0974 |
1.1029 |
| S1 |
1.0973 |
1.1000 |
|