CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0888 |
1.0880 |
-0.0008 |
-0.1% |
1.1003 |
| High |
1.0936 |
1.0932 |
-0.0004 |
0.0% |
1.1031 |
| Low |
1.0840 |
1.0874 |
0.0034 |
0.3% |
1.0781 |
| Close |
1.0877 |
1.0908 |
0.0031 |
0.3% |
1.0790 |
| Range |
0.0096 |
0.0058 |
-0.0038 |
-39.6% |
0.0250 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
39,762 |
23,452 |
-16,310 |
-41.0% |
130,303 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1051 |
1.0940 |
|
| R3 |
1.1021 |
1.0993 |
1.0924 |
|
| R2 |
1.0963 |
1.0963 |
1.0919 |
|
| R1 |
1.0935 |
1.0935 |
1.0913 |
1.0949 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0912 |
| S1 |
1.0877 |
1.0877 |
1.0903 |
1.0891 |
| S2 |
1.0847 |
1.0847 |
1.0897 |
|
| S3 |
1.0789 |
1.0819 |
1.0892 |
|
| S4 |
1.0731 |
1.0761 |
1.0876 |
|
|
| 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% |
0.0068 |
0.6% |
82% |
False |
False |
26,897 |
| 10 |
1.1046 |
1.0781 |
0.0265 |
2.4% |
0.0072 |
0.7% |
48% |
False |
False |
25,871 |
| 20 |
1.1081 |
1.0781 |
0.0300 |
2.8% |
0.0070 |
0.6% |
42% |
False |
False |
21,118 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0076 |
0.7% |
35% |
False |
False |
10,626 |
| 60 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0073 |
0.7% |
56% |
False |
False |
7,089 |
| 80 |
1.1145 |
1.0535 |
0.0610 |
5.6% |
0.0069 |
0.6% |
61% |
False |
False |
5,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1179 |
|
2.618 |
1.1084 |
|
1.618 |
1.1026 |
|
1.000 |
1.0990 |
|
0.618 |
1.0968 |
|
HIGH |
1.0932 |
|
0.618 |
1.0910 |
|
0.500 |
1.0903 |
|
0.382 |
1.0896 |
|
LOW |
1.0874 |
|
0.618 |
1.0838 |
|
1.000 |
1.0816 |
|
1.618 |
1.0780 |
|
2.618 |
1.0722 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0906 |
1.0900 |
| PP |
1.0905 |
1.0892 |
| S1 |
1.0903 |
1.0884 |
|