CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0966 |
1.0948 |
-0.0018 |
-0.2% |
1.1068 |
| High |
1.1046 |
1.0986 |
-0.0060 |
-0.5% |
1.1107 |
| Low |
1.0950 |
1.0948 |
-0.0002 |
0.0% |
1.0948 |
| Close |
1.0962 |
1.0948 |
-0.0014 |
-0.1% |
1.0948 |
| Range |
0.0096 |
0.0038 |
-0.0058 |
-60.4% |
0.0159 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
5 |
0 |
-5 |
-100.0% |
20 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.1049 |
1.0969 |
|
| R3 |
1.1037 |
1.1011 |
1.0958 |
|
| R2 |
1.0999 |
1.0999 |
1.0955 |
|
| R1 |
1.0973 |
1.0973 |
1.0951 |
1.0967 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0958 |
| S1 |
1.0935 |
1.0935 |
1.0945 |
1.0929 |
| S2 |
1.0923 |
1.0923 |
1.0941 |
|
| S3 |
1.0885 |
1.0897 |
1.0938 |
|
| S4 |
1.0847 |
1.0859 |
1.0927 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1478 |
1.1372 |
1.1035 |
|
| R3 |
1.1319 |
1.1213 |
1.0992 |
|
| R2 |
1.1160 |
1.1160 |
1.0977 |
|
| R1 |
1.1054 |
1.1054 |
1.0963 |
1.1028 |
| PP |
1.1001 |
1.1001 |
1.1001 |
1.0988 |
| S1 |
1.0895 |
1.0895 |
1.0933 |
1.0869 |
| S2 |
1.0842 |
1.0842 |
1.0919 |
|
| S3 |
1.0683 |
1.0736 |
1.0904 |
|
| S4 |
1.0524 |
1.0577 |
1.0861 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1148 |
|
2.618 |
1.1085 |
|
1.618 |
1.1047 |
|
1.000 |
1.1024 |
|
0.618 |
1.1009 |
|
HIGH |
1.0986 |
|
0.618 |
1.0971 |
|
0.500 |
1.0967 |
|
0.382 |
1.0963 |
|
LOW |
1.0948 |
|
0.618 |
1.0925 |
|
1.000 |
1.0910 |
|
1.618 |
1.0887 |
|
2.618 |
1.0849 |
|
4.250 |
1.0787 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0997 |
| PP |
1.0961 |
1.0981 |
| S1 |
1.0954 |
1.0964 |
|