CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1013 |
1.0966 |
-0.0047 |
-0.4% |
1.1036 |
| High |
1.1037 |
1.1046 |
0.0009 |
0.1% |
1.1117 |
| Low |
1.1005 |
1.0950 |
-0.0055 |
-0.5% |
1.0959 |
| Close |
1.1037 |
1.0962 |
-0.0075 |
-0.7% |
1.1101 |
| Range |
0.0032 |
0.0096 |
0.0064 |
200.0% |
0.0158 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
5.2% |
0.0000 |
| Volume |
10 |
5 |
-5 |
-50.0% |
94 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1214 |
1.1015 |
|
| R3 |
1.1178 |
1.1118 |
1.0988 |
|
| R2 |
1.1082 |
1.1082 |
1.0980 |
|
| R1 |
1.1022 |
1.1022 |
1.0971 |
1.1004 |
| PP |
1.0986 |
1.0986 |
1.0986 |
1.0977 |
| S1 |
1.0926 |
1.0926 |
1.0953 |
1.0908 |
| S2 |
1.0890 |
1.0890 |
1.0944 |
|
| S3 |
1.0794 |
1.0830 |
1.0936 |
|
| S4 |
1.0698 |
1.0734 |
1.0909 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1533 |
1.1475 |
1.1188 |
|
| R3 |
1.1375 |
1.1317 |
1.1144 |
|
| R2 |
1.1217 |
1.1217 |
1.1130 |
|
| R1 |
1.1159 |
1.1159 |
1.1115 |
1.1188 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1074 |
| S1 |
1.1001 |
1.1001 |
1.1087 |
1.1030 |
| S2 |
1.0901 |
1.0901 |
1.1072 |
|
| S3 |
1.0743 |
1.0843 |
1.1058 |
|
| S4 |
1.0585 |
1.0685 |
1.1014 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1454 |
|
2.618 |
1.1297 |
|
1.618 |
1.1201 |
|
1.000 |
1.1142 |
|
0.618 |
1.1105 |
|
HIGH |
1.1046 |
|
0.618 |
1.1009 |
|
0.500 |
1.0998 |
|
0.382 |
1.0987 |
|
LOW |
1.0950 |
|
0.618 |
1.0891 |
|
1.000 |
1.0854 |
|
1.618 |
1.0795 |
|
2.618 |
1.0699 |
|
4.250 |
1.0542 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.1016 |
| PP |
1.0986 |
1.0998 |
| S1 |
1.0974 |
1.0980 |
|