CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0940 |
1.0924 |
-0.0016 |
-0.1% |
1.1068 |
| High |
1.0952 |
1.1012 |
0.0060 |
0.5% |
1.1107 |
| Low |
1.0911 |
1.0924 |
0.0013 |
0.1% |
1.0948 |
| Close |
1.0913 |
1.1004 |
0.0091 |
0.8% |
1.0948 |
| Range |
0.0041 |
0.0088 |
0.0047 |
114.6% |
0.0159 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
5.5% |
0.0000 |
| Volume |
7 |
17 |
10 |
142.9% |
20 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1244 |
1.1212 |
1.1052 |
|
| R3 |
1.1156 |
1.1124 |
1.1028 |
|
| R2 |
1.1068 |
1.1068 |
1.1020 |
|
| R1 |
1.1036 |
1.1036 |
1.1012 |
1.1052 |
| PP |
1.0980 |
1.0980 |
1.0980 |
1.0988 |
| S1 |
1.0948 |
1.0948 |
1.0996 |
1.0964 |
| S2 |
1.0892 |
1.0892 |
1.0988 |
|
| S3 |
1.0804 |
1.0860 |
1.0980 |
|
| S4 |
1.0716 |
1.0772 |
1.0956 |
|
|
| 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 |
1.1386 |
|
2.618 |
1.1242 |
|
1.618 |
1.1154 |
|
1.000 |
1.1100 |
|
0.618 |
1.1066 |
|
HIGH |
1.1012 |
|
0.618 |
1.0978 |
|
0.500 |
1.0968 |
|
0.382 |
1.0958 |
|
LOW |
1.0924 |
|
0.618 |
1.0870 |
|
1.000 |
1.0836 |
|
1.618 |
1.0782 |
|
2.618 |
1.0694 |
|
4.250 |
1.0550 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.0990 |
| PP |
1.0980 |
1.0976 |
| S1 |
1.0968 |
1.0962 |
|