CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0950 |
1.0982 |
0.0032 |
0.3% |
1.1166 |
| High |
1.0991 |
1.0998 |
0.0007 |
0.1% |
1.1172 |
| Low |
1.0950 |
1.0960 |
0.0010 |
0.1% |
1.0922 |
| Close |
1.0973 |
1.0991 |
0.0018 |
0.2% |
1.0991 |
| Range |
0.0041 |
0.0038 |
-0.0003 |
-7.3% |
0.0250 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
34 |
6 |
-28 |
-82.4% |
808 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1097 |
1.1082 |
1.1012 |
|
| R3 |
1.1059 |
1.1044 |
1.1001 |
|
| R2 |
1.1021 |
1.1021 |
1.0998 |
|
| R1 |
1.1006 |
1.1006 |
1.0994 |
1.1014 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0987 |
| S1 |
1.0968 |
1.0968 |
1.0988 |
1.0976 |
| S2 |
1.0945 |
1.0945 |
1.0984 |
|
| S3 |
1.0907 |
1.0930 |
1.0981 |
|
| S4 |
1.0869 |
1.0892 |
1.0970 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1778 |
1.1635 |
1.1129 |
|
| R3 |
1.1528 |
1.1385 |
1.1060 |
|
| R2 |
1.1278 |
1.1278 |
1.1037 |
|
| R1 |
1.1135 |
1.1135 |
1.1014 |
1.1082 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1002 |
| S1 |
1.0885 |
1.0885 |
1.0968 |
1.0832 |
| S2 |
1.0778 |
1.0778 |
1.0945 |
|
| S3 |
1.0528 |
1.0635 |
1.0922 |
|
| S4 |
1.0278 |
1.0385 |
1.0854 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1160 |
|
2.618 |
1.1097 |
|
1.618 |
1.1059 |
|
1.000 |
1.1036 |
|
0.618 |
1.1021 |
|
HIGH |
1.0998 |
|
0.618 |
1.0983 |
|
0.500 |
1.0979 |
|
0.382 |
1.0975 |
|
LOW |
1.0960 |
|
0.618 |
1.0937 |
|
1.000 |
1.0922 |
|
1.618 |
1.0899 |
|
2.618 |
1.0861 |
|
4.250 |
1.0799 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0981 |
| PP |
1.0983 |
1.0970 |
| S1 |
1.0979 |
1.0960 |
|