CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.1060 |
0.0093 |
0.8% |
1.1068 |
| High |
1.1045 |
1.1108 |
0.0063 |
0.6% |
1.1107 |
| Low |
1.0920 |
1.0995 |
0.0075 |
0.7% |
1.0948 |
| Close |
1.1004 |
1.1101 |
0.0097 |
0.9% |
1.0948 |
| Range |
0.0125 |
0.0113 |
-0.0012 |
-9.6% |
0.0159 |
| ATR |
0.0064 |
0.0067 |
0.0004 |
5.5% |
0.0000 |
| Volume |
4 |
54 |
50 |
1,250.0% |
20 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1367 |
1.1163 |
|
| R3 |
1.1294 |
1.1254 |
1.1132 |
|
| R2 |
1.1181 |
1.1181 |
1.1122 |
|
| R1 |
1.1141 |
1.1141 |
1.1111 |
1.1161 |
| PP |
1.1068 |
1.1068 |
1.1068 |
1.1078 |
| S1 |
1.1028 |
1.1028 |
1.1091 |
1.1048 |
| S2 |
1.0955 |
1.0955 |
1.1080 |
|
| S3 |
1.0842 |
1.0915 |
1.1070 |
|
| S4 |
1.0729 |
1.0802 |
1.1039 |
|
|
| 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 |
1.1588 |
|
2.618 |
1.1404 |
|
1.618 |
1.1291 |
|
1.000 |
1.1221 |
|
0.618 |
1.1178 |
|
HIGH |
1.1108 |
|
0.618 |
1.1065 |
|
0.500 |
1.1052 |
|
0.382 |
1.1038 |
|
LOW |
1.0995 |
|
0.618 |
1.0925 |
|
1.000 |
1.0882 |
|
1.618 |
1.0812 |
|
2.618 |
1.0699 |
|
4.250 |
1.0515 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1085 |
1.1072 |
| PP |
1.1068 |
1.1043 |
| S1 |
1.1052 |
1.1014 |
|