CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0832 |
1.0888 |
0.0056 |
0.5% |
1.1003 |
| High |
1.0903 |
1.0936 |
0.0033 |
0.3% |
1.1031 |
| Low |
1.0832 |
1.0840 |
0.0008 |
0.1% |
1.0781 |
| Close |
1.0899 |
1.0877 |
-0.0022 |
-0.2% |
1.0790 |
| Range |
0.0071 |
0.0096 |
0.0025 |
35.2% |
0.0250 |
| ATR |
0.0072 |
0.0073 |
0.0002 |
2.4% |
0.0000 |
| Volume |
26,133 |
39,762 |
13,629 |
52.2% |
130,303 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1172 |
1.1121 |
1.0930 |
|
| R3 |
1.1076 |
1.1025 |
1.0903 |
|
| R2 |
1.0980 |
1.0980 |
1.0895 |
|
| R1 |
1.0929 |
1.0929 |
1.0886 |
1.0907 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0873 |
| S1 |
1.0833 |
1.0833 |
1.0868 |
1.0811 |
| S2 |
1.0788 |
1.0788 |
1.0859 |
|
| S3 |
1.0692 |
1.0737 |
1.0851 |
|
| S4 |
1.0596 |
1.0641 |
1.0824 |
|
|
| 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 |
1.0936 |
1.0781 |
0.0155 |
1.4% |
0.0071 |
0.7% |
62% |
True |
False |
27,619 |
| 10 |
1.1046 |
1.0781 |
0.0265 |
2.4% |
0.0073 |
0.7% |
36% |
False |
False |
25,636 |
| 20 |
1.1081 |
1.0781 |
0.0300 |
2.8% |
0.0070 |
0.6% |
32% |
False |
False |
19,992 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0076 |
0.7% |
26% |
False |
False |
10,041 |
| 60 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0074 |
0.7% |
50% |
False |
False |
6,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1344 |
|
2.618 |
1.1187 |
|
1.618 |
1.1091 |
|
1.000 |
1.1032 |
|
0.618 |
1.0995 |
|
HIGH |
1.0936 |
|
0.618 |
1.0899 |
|
0.500 |
1.0888 |
|
0.382 |
1.0877 |
|
LOW |
1.0840 |
|
0.618 |
1.0781 |
|
1.000 |
1.0744 |
|
1.618 |
1.0685 |
|
2.618 |
1.0589 |
|
4.250 |
1.0432 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0888 |
1.0871 |
| PP |
1.0884 |
1.0865 |
| S1 |
1.0881 |
1.0859 |
|