CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0984 |
1.0966 |
-0.0018 |
-0.2% |
1.0940 |
| High |
1.1011 |
1.0982 |
-0.0029 |
-0.3% |
1.1176 |
| Low |
1.0941 |
1.0922 |
-0.0019 |
-0.2% |
1.0911 |
| Close |
1.0971 |
1.0943 |
-0.0028 |
-0.3% |
1.1159 |
| Range |
0.0070 |
0.0060 |
-0.0010 |
-14.3% |
0.0265 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
465 |
231 |
-234 |
-50.3% |
122 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1129 |
1.1096 |
1.0976 |
|
| R3 |
1.1069 |
1.1036 |
1.0960 |
|
| R2 |
1.1009 |
1.1009 |
1.0954 |
|
| R1 |
1.0976 |
1.0976 |
1.0949 |
1.0963 |
| PP |
1.0949 |
1.0949 |
1.0949 |
1.0942 |
| S1 |
1.0916 |
1.0916 |
1.0938 |
1.0903 |
| S2 |
1.0889 |
1.0889 |
1.0932 |
|
| S3 |
1.0829 |
1.0856 |
1.0927 |
|
| S4 |
1.0769 |
1.0796 |
1.0910 |
|
|
| 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 |
1.1237 |
|
2.618 |
1.1139 |
|
1.618 |
1.1079 |
|
1.000 |
1.1042 |
|
0.618 |
1.1019 |
|
HIGH |
1.0982 |
|
0.618 |
1.0959 |
|
0.500 |
1.0952 |
|
0.382 |
1.0945 |
|
LOW |
1.0922 |
|
0.618 |
1.0885 |
|
1.000 |
1.0862 |
|
1.618 |
1.0825 |
|
2.618 |
1.0765 |
|
4.250 |
1.0667 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0952 |
1.1047 |
| PP |
1.0949 |
1.1012 |
| S1 |
1.0946 |
1.0978 |
|