CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0966 |
1.0950 |
-0.0016 |
-0.1% |
1.0940 |
| High |
1.0982 |
1.0991 |
0.0009 |
0.1% |
1.1176 |
| Low |
1.0922 |
1.0950 |
0.0028 |
0.3% |
1.0911 |
| Close |
1.0943 |
1.0973 |
0.0030 |
0.3% |
1.1159 |
| Range |
0.0060 |
0.0041 |
-0.0019 |
-31.7% |
0.0265 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
231 |
34 |
-197 |
-85.3% |
122 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1075 |
1.0996 |
|
| R3 |
1.1053 |
1.1034 |
1.0984 |
|
| R2 |
1.1012 |
1.1012 |
1.0981 |
|
| R1 |
1.0993 |
1.0993 |
1.0977 |
1.1003 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0976 |
| S1 |
1.0952 |
1.0952 |
1.0969 |
1.0962 |
| S2 |
1.0930 |
1.0930 |
1.0965 |
|
| S3 |
1.0889 |
1.0911 |
1.0962 |
|
| S4 |
1.0848 |
1.0870 |
1.0950 |
|
|
| 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 |
1.1165 |
|
2.618 |
1.1098 |
|
1.618 |
1.1057 |
|
1.000 |
1.1032 |
|
0.618 |
1.1016 |
|
HIGH |
1.0991 |
|
0.618 |
1.0975 |
|
0.500 |
1.0971 |
|
0.382 |
1.0966 |
|
LOW |
1.0950 |
|
0.618 |
1.0925 |
|
1.000 |
1.0909 |
|
1.618 |
1.0884 |
|
2.618 |
1.0843 |
|
4.250 |
1.0776 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.0971 |
| PP |
1.0971 |
1.0969 |
| S1 |
1.0971 |
1.0967 |
|