CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0783 |
1.0832 |
0.0049 |
0.5% |
1.1003 |
| High |
1.0844 |
1.0903 |
0.0059 |
0.5% |
1.1031 |
| Low |
1.0782 |
1.0832 |
0.0050 |
0.5% |
1.0781 |
| Close |
1.0838 |
1.0899 |
0.0061 |
0.6% |
1.0790 |
| Range |
0.0062 |
0.0071 |
0.0009 |
14.5% |
0.0250 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
24,312 |
26,133 |
1,821 |
7.5% |
130,303 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1091 |
1.1066 |
1.0938 |
|
| R3 |
1.1020 |
1.0995 |
1.0919 |
|
| R2 |
1.0949 |
1.0949 |
1.0912 |
|
| R1 |
1.0924 |
1.0924 |
1.0906 |
1.0937 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0884 |
| S1 |
1.0853 |
1.0853 |
1.0892 |
1.0866 |
| S2 |
1.0807 |
1.0807 |
1.0886 |
|
| S3 |
1.0736 |
1.0782 |
1.0879 |
|
| S4 |
1.0665 |
1.0711 |
1.0860 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1617 |
1.1454 |
1.0928 |
|
| R3 |
1.1367 |
1.1204 |
1.0859 |
|
| R2 |
1.1117 |
1.1117 |
1.0836 |
|
| R1 |
1.0954 |
1.0954 |
1.0813 |
1.0911 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0846 |
| S1 |
1.0704 |
1.0704 |
1.0767 |
1.0661 |
| S2 |
1.0617 |
1.0617 |
1.0744 |
|
| S3 |
1.0367 |
1.0454 |
1.0721 |
|
| S4 |
1.0117 |
1.0204 |
1.0653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0907 |
1.0781 |
0.0126 |
1.2% |
0.0065 |
0.6% |
94% |
False |
False |
25,105 |
| 10 |
1.1072 |
1.0781 |
0.0291 |
2.7% |
0.0070 |
0.6% |
41% |
False |
False |
23,858 |
| 20 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0072 |
0.7% |
33% |
False |
False |
18,022 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0075 |
0.7% |
32% |
False |
False |
9,048 |
| 60 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0073 |
0.7% |
54% |
False |
False |
6,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1205 |
|
2.618 |
1.1089 |
|
1.618 |
1.1018 |
|
1.000 |
1.0974 |
|
0.618 |
1.0947 |
|
HIGH |
1.0903 |
|
0.618 |
1.0876 |
|
0.500 |
1.0868 |
|
0.382 |
1.0859 |
|
LOW |
1.0832 |
|
0.618 |
1.0788 |
|
1.000 |
1.0761 |
|
1.618 |
1.0717 |
|
2.618 |
1.0646 |
|
4.250 |
1.0530 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0880 |
| PP |
1.0878 |
1.0861 |
| S1 |
1.0868 |
1.0842 |
|