CME Swiss Franc Future March 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Oct-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Oct-2020 | 
                    21-Oct-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1078 | 
                        1.1088 | 
                        0.0010 | 
                        0.1% | 
                        1.1040 | 
                     
                    
                        | High | 
                        1.1086 | 
                        1.1117 | 
                        0.0031 | 
                        0.3% | 
                        1.1051 | 
                     
                    
                        | Low | 
                        1.1026 | 
                        1.1074 | 
                        0.0048 | 
                        0.4% | 
                        1.0963 | 
                     
                    
                        | Close | 
                        1.1078 | 
                        1.1103 | 
                        0.0025 | 
                        0.2% | 
                        1.0975 | 
                     
                    
                        | Range | 
                        0.0060 | 
                        0.0043 | 
                        -0.0017 | 
                        -28.3% | 
                        0.0088 | 
                     
                    
                        | ATR | 
                        0.0059 | 
                        0.0058 | 
                        -0.0001 | 
                        -1.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        77 | 
                        8 | 
                        -69 | 
                        -89.6% | 
                        7 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Oct-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1227 | 
                1.1208 | 
                1.1127 | 
                 | 
             
            
                | R3 | 
                1.1184 | 
                1.1165 | 
                1.1115 | 
                 | 
             
            
                | R2 | 
                1.1141 | 
                1.1141 | 
                1.1111 | 
                 | 
             
            
                | R1 | 
                1.1122 | 
                1.1122 | 
                1.1107 | 
                1.1132 | 
             
            
                | PP | 
                1.1098 | 
                1.1098 | 
                1.1098 | 
                1.1103 | 
             
            
                | S1 | 
                1.1079 | 
                1.1079 | 
                1.1099 | 
                1.1089 | 
             
            
                | S2 | 
                1.1055 | 
                1.1055 | 
                1.1095 | 
                 | 
             
            
                | S3 | 
                1.1012 | 
                1.1036 | 
                1.1091 | 
                 | 
             
            
                | S4 | 
                1.0969 | 
                1.0993 | 
                1.1079 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Oct-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1260 | 
                1.1206 | 
                1.1023 | 
                 | 
             
            
                | R3 | 
                1.1172 | 
                1.1118 | 
                1.0999 | 
                 | 
             
            
                | R2 | 
                1.1084 | 
                1.1084 | 
                1.0991 | 
                 | 
             
            
                | R1 | 
                1.1030 | 
                1.1030 | 
                1.0983 | 
                1.1013 | 
             
            
                | PP | 
                1.0996 | 
                1.0996 | 
                1.0996 | 
                1.0988 | 
             
            
                | S1 | 
                1.0942 | 
                1.0942 | 
                1.0967 | 
                1.0925 | 
             
            
                | S2 | 
                1.0908 | 
                1.0908 | 
                1.0959 | 
                 | 
             
            
                | S3 | 
                1.0820 | 
                1.0854 | 
                1.0951 | 
                 | 
             
            
                | S4 | 
                1.0732 | 
                1.0766 | 
                1.0927 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.1300 | 
         
        
            | 
2.618             | 
            1.1230 | 
         
        
            | 
1.618             | 
            1.1187 | 
         
        
            | 
1.000             | 
            1.1160 | 
         
        
            | 
0.618             | 
            1.1144 | 
         
        
            | 
HIGH             | 
            1.1117 | 
         
        
            | 
0.618             | 
            1.1101 | 
         
        
            | 
0.500             | 
            1.1096 | 
         
        
            | 
0.382             | 
            1.1090 | 
         
        
            | 
LOW             | 
            1.1074 | 
         
        
            | 
0.618             | 
            1.1047 | 
         
        
            | 
1.000             | 
            1.1031 | 
         
        
            | 
1.618             | 
            1.1004 | 
         
        
            | 
2.618             | 
            1.0961 | 
         
        
            | 
4.250             | 
            1.0891 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Oct-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.1101 | 
                                1.1081 | 
                             
                            
                                | PP | 
                                1.1098 | 
                                1.1060 | 
                             
                            
                                | S1 | 
                                1.1096 | 
                                1.1038 | 
                             
             
         |