CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0982 |
1.1013 |
0.0031 |
0.3% |
1.1166 |
| High |
1.0998 |
1.1031 |
0.0033 |
0.3% |
1.1172 |
| Low |
1.0960 |
1.0969 |
0.0009 |
0.1% |
1.0922 |
| Close |
1.0991 |
1.0996 |
0.0005 |
0.0% |
1.0991 |
| Range |
0.0038 |
0.0062 |
0.0024 |
63.2% |
0.0250 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
6 |
72 |
66 |
1,100.0% |
808 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1152 |
1.1030 |
|
| R3 |
1.1123 |
1.1090 |
1.1013 |
|
| R2 |
1.1061 |
1.1061 |
1.1007 |
|
| R1 |
1.1028 |
1.1028 |
1.1002 |
1.1014 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.0991 |
| S1 |
1.0966 |
1.0966 |
1.0990 |
1.0952 |
| S2 |
1.0937 |
1.0937 |
1.0985 |
|
| S3 |
1.0875 |
1.0904 |
1.0979 |
|
| S4 |
1.0813 |
1.0842 |
1.0962 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1778 |
1.1635 |
1.1129 |
|
| R3 |
1.1528 |
1.1385 |
1.1060 |
|
| R2 |
1.1278 |
1.1278 |
1.1037 |
|
| R1 |
1.1135 |
1.1135 |
1.1014 |
1.1082 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1002 |
| S1 |
1.0885 |
1.0885 |
1.0968 |
1.0832 |
| S2 |
1.0778 |
1.0778 |
1.0945 |
|
| S3 |
1.0528 |
1.0635 |
1.0922 |
|
| S4 |
1.0278 |
1.0385 |
1.0854 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1295 |
|
2.618 |
1.1193 |
|
1.618 |
1.1131 |
|
1.000 |
1.1093 |
|
0.618 |
1.1069 |
|
HIGH |
1.1031 |
|
0.618 |
1.1007 |
|
0.500 |
1.1000 |
|
0.382 |
1.0993 |
|
LOW |
1.0969 |
|
0.618 |
1.0931 |
|
1.000 |
1.0907 |
|
1.618 |
1.0869 |
|
2.618 |
1.0807 |
|
4.250 |
1.0706 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1000 |
1.0994 |
| PP |
1.0999 |
1.0992 |
| S1 |
1.0997 |
1.0991 |
|