CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1060 |
1.1108 |
0.0048 |
0.4% |
1.0940 |
| High |
1.1108 |
1.1176 |
0.0068 |
0.6% |
1.1176 |
| Low |
1.0995 |
1.1085 |
0.0090 |
0.8% |
1.0911 |
| Close |
1.1101 |
1.1159 |
0.0058 |
0.5% |
1.1159 |
| Range |
0.0113 |
0.0091 |
-0.0022 |
-19.5% |
0.0265 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
2.5% |
0.0000 |
| Volume |
54 |
40 |
-14 |
-25.9% |
122 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1413 |
1.1377 |
1.1209 |
|
| R3 |
1.1322 |
1.1286 |
1.1184 |
|
| R2 |
1.1231 |
1.1231 |
1.1176 |
|
| R1 |
1.1195 |
1.1195 |
1.1167 |
1.1213 |
| PP |
1.1140 |
1.1140 |
1.1140 |
1.1149 |
| S1 |
1.1104 |
1.1104 |
1.1151 |
1.1122 |
| S2 |
1.1049 |
1.1049 |
1.1142 |
|
| S3 |
1.0958 |
1.1013 |
1.1134 |
|
| S4 |
1.0867 |
1.0922 |
1.1109 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1877 |
1.1783 |
1.1305 |
|
| R3 |
1.1612 |
1.1518 |
1.1232 |
|
| R2 |
1.1347 |
1.1347 |
1.1208 |
|
| R1 |
1.1253 |
1.1253 |
1.1183 |
1.1300 |
| PP |
1.1082 |
1.1082 |
1.1082 |
1.1106 |
| S1 |
1.0988 |
1.0988 |
1.1135 |
1.1035 |
| S2 |
1.0817 |
1.0817 |
1.1110 |
|
| S3 |
1.0552 |
1.0723 |
1.1086 |
|
| S4 |
1.0287 |
1.0458 |
1.1013 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1563 |
|
2.618 |
1.1414 |
|
1.618 |
1.1323 |
|
1.000 |
1.1267 |
|
0.618 |
1.1232 |
|
HIGH |
1.1176 |
|
0.618 |
1.1141 |
|
0.500 |
1.1131 |
|
0.382 |
1.1120 |
|
LOW |
1.1085 |
|
0.618 |
1.1029 |
|
1.000 |
1.0994 |
|
1.618 |
1.0938 |
|
2.618 |
1.0847 |
|
4.250 |
1.0698 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1150 |
1.1122 |
| PP |
1.1140 |
1.1085 |
| S1 |
1.1131 |
1.1048 |
|