CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1051 |
1.1096 |
0.0045 |
0.4% |
1.1015 |
| High |
1.1098 |
1.1124 |
0.0026 |
0.2% |
1.1098 |
| Low |
1.1036 |
1.1036 |
0.0000 |
0.0% |
1.0972 |
| Close |
1.1087 |
1.1071 |
-0.0016 |
-0.1% |
1.1087 |
| Range |
0.0062 |
0.0088 |
0.0026 |
41.9% |
0.0126 |
| ATR |
0.0064 |
0.0065 |
0.0002 |
2.7% |
0.0000 |
| Volume |
146 |
329 |
183 |
125.3% |
342 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1294 |
1.1119 |
|
| R3 |
1.1253 |
1.1206 |
1.1095 |
|
| R2 |
1.1165 |
1.1165 |
1.1087 |
|
| R1 |
1.1118 |
1.1118 |
1.1079 |
1.1098 |
| PP |
1.1077 |
1.1077 |
1.1077 |
1.1067 |
| S1 |
1.1030 |
1.1030 |
1.1063 |
1.1010 |
| S2 |
1.0989 |
1.0989 |
1.1055 |
|
| S3 |
1.0901 |
1.0942 |
1.1047 |
|
| S4 |
1.0813 |
1.0854 |
1.1023 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1385 |
1.1156 |
|
| R3 |
1.1304 |
1.1259 |
1.1122 |
|
| R2 |
1.1178 |
1.1178 |
1.1110 |
|
| R1 |
1.1133 |
1.1133 |
1.1099 |
1.1156 |
| PP |
1.1052 |
1.1052 |
1.1052 |
1.1064 |
| S1 |
1.1007 |
1.1007 |
1.1075 |
1.1030 |
| S2 |
1.0926 |
1.0926 |
1.1064 |
|
| S3 |
1.0800 |
1.0881 |
1.1052 |
|
| S4 |
1.0674 |
1.0755 |
1.1018 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1498 |
|
2.618 |
1.1354 |
|
1.618 |
1.1266 |
|
1.000 |
1.1212 |
|
0.618 |
1.1178 |
|
HIGH |
1.1124 |
|
0.618 |
1.1090 |
|
0.500 |
1.1080 |
|
0.382 |
1.1070 |
|
LOW |
1.1036 |
|
0.618 |
1.0982 |
|
1.000 |
1.0948 |
|
1.618 |
1.0894 |
|
2.618 |
1.0806 |
|
4.250 |
1.0662 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1080 |
1.1065 |
| PP |
1.1077 |
1.1059 |
| S1 |
1.1074 |
1.1053 |
|