CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1108 |
1.1166 |
0.0058 |
0.5% |
1.0940 |
| High |
1.1176 |
1.1172 |
-0.0004 |
0.0% |
1.1176 |
| Low |
1.1085 |
1.0980 |
-0.0105 |
-0.9% |
1.0911 |
| Close |
1.1159 |
1.1003 |
-0.0156 |
-1.4% |
1.1159 |
| Range |
0.0091 |
0.0192 |
0.0101 |
111.0% |
0.0265 |
| ATR |
0.0069 |
0.0078 |
0.0009 |
12.7% |
0.0000 |
| Volume |
40 |
72 |
32 |
80.0% |
122 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1507 |
1.1109 |
|
| R3 |
1.1436 |
1.1315 |
1.1056 |
|
| R2 |
1.1244 |
1.1244 |
1.1038 |
|
| R1 |
1.1123 |
1.1123 |
1.1021 |
1.1088 |
| PP |
1.1052 |
1.1052 |
1.1052 |
1.1034 |
| S1 |
1.0931 |
1.0931 |
1.0985 |
1.0896 |
| S2 |
1.0860 |
1.0860 |
1.0968 |
|
| S3 |
1.0668 |
1.0739 |
1.0950 |
|
| S4 |
1.0476 |
1.0547 |
1.0897 |
|
|
| 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 |
1.1988 |
|
2.618 |
1.1675 |
|
1.618 |
1.1483 |
|
1.000 |
1.1364 |
|
0.618 |
1.1291 |
|
HIGH |
1.1172 |
|
0.618 |
1.1099 |
|
0.500 |
1.1076 |
|
0.382 |
1.1053 |
|
LOW |
1.0980 |
|
0.618 |
1.0861 |
|
1.000 |
1.0788 |
|
1.618 |
1.0669 |
|
2.618 |
1.0477 |
|
4.250 |
1.0164 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1076 |
1.1078 |
| PP |
1.1052 |
1.1053 |
| S1 |
1.1027 |
1.1028 |
|