CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0948 |
1.0940 |
-0.0008 |
-0.1% |
1.1068 |
| High |
1.0986 |
1.0952 |
-0.0034 |
-0.3% |
1.1107 |
| Low |
1.0948 |
1.0911 |
-0.0037 |
-0.3% |
1.0948 |
| Close |
1.0948 |
1.0913 |
-0.0035 |
-0.3% |
1.0948 |
| Range |
0.0038 |
0.0041 |
0.0003 |
7.9% |
0.0159 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
0 |
7 |
7 |
|
20 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.1022 |
1.0936 |
|
| R3 |
1.1007 |
1.0981 |
1.0924 |
|
| R2 |
1.0966 |
1.0966 |
1.0921 |
|
| R1 |
1.0940 |
1.0940 |
1.0917 |
1.0933 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0922 |
| S1 |
1.0899 |
1.0899 |
1.0909 |
1.0892 |
| S2 |
1.0884 |
1.0884 |
1.0905 |
|
| S3 |
1.0843 |
1.0858 |
1.0902 |
|
| S4 |
1.0802 |
1.0817 |
1.0890 |
|
|
| 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 |
1.1126 |
|
2.618 |
1.1059 |
|
1.618 |
1.1018 |
|
1.000 |
1.0993 |
|
0.618 |
1.0977 |
|
HIGH |
1.0952 |
|
0.618 |
1.0936 |
|
0.500 |
1.0932 |
|
0.382 |
1.0927 |
|
LOW |
1.0911 |
|
0.618 |
1.0886 |
|
1.000 |
1.0870 |
|
1.618 |
1.0845 |
|
2.618 |
1.0804 |
|
4.250 |
1.0737 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0979 |
| PP |
1.0925 |
1.0957 |
| S1 |
1.0919 |
1.0935 |
|