CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0890 |
1.0943 |
0.0053 |
0.5% |
1.0783 |
| High |
1.0956 |
1.0970 |
0.0014 |
0.1% |
1.0936 |
| Low |
1.0890 |
1.0914 |
0.0024 |
0.2% |
1.0782 |
| Close |
1.0939 |
1.0929 |
-0.0010 |
-0.1% |
1.0885 |
| Range |
0.0066 |
0.0056 |
-0.0010 |
-15.2% |
0.0154 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
22,756 |
17,495 |
-5,261 |
-23.1% |
134,096 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1106 |
1.1073 |
1.0960 |
|
| R3 |
1.1050 |
1.1017 |
1.0944 |
|
| R2 |
1.0994 |
1.0994 |
1.0939 |
|
| R1 |
1.0961 |
1.0961 |
1.0934 |
1.0950 |
| PP |
1.0938 |
1.0938 |
1.0938 |
1.0932 |
| S1 |
1.0905 |
1.0905 |
1.0924 |
1.0894 |
| S2 |
1.0882 |
1.0882 |
1.0919 |
|
| S3 |
1.0826 |
1.0849 |
1.0914 |
|
| S4 |
1.0770 |
1.0793 |
1.0898 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1330 |
1.1261 |
1.0970 |
|
| R3 |
1.1176 |
1.1107 |
1.0927 |
|
| R2 |
1.1022 |
1.1022 |
1.0913 |
|
| R1 |
1.0953 |
1.0953 |
1.0899 |
1.0988 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0885 |
| S1 |
1.0799 |
1.0799 |
1.0871 |
1.0834 |
| S2 |
1.0714 |
1.0714 |
1.0857 |
|
| S3 |
1.0560 |
1.0645 |
1.0843 |
|
| S4 |
1.0406 |
1.0491 |
1.0800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0970 |
1.0840 |
0.0130 |
1.2% |
0.0064 |
0.6% |
68% |
True |
False |
24,780 |
| 10 |
1.0970 |
1.0781 |
0.0189 |
1.7% |
0.0065 |
0.6% |
78% |
True |
False |
24,942 |
| 20 |
1.1081 |
1.0781 |
0.0300 |
2.7% |
0.0066 |
0.6% |
49% |
False |
False |
23,482 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0074 |
0.7% |
41% |
False |
False |
12,141 |
| 60 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0074 |
0.7% |
60% |
False |
False |
8,100 |
| 80 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0068 |
0.6% |
64% |
False |
False |
6,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1208 |
|
2.618 |
1.1117 |
|
1.618 |
1.1061 |
|
1.000 |
1.1026 |
|
0.618 |
1.1005 |
|
HIGH |
1.0970 |
|
0.618 |
1.0949 |
|
0.500 |
1.0942 |
|
0.382 |
1.0935 |
|
LOW |
1.0914 |
|
0.618 |
1.0879 |
|
1.000 |
1.0858 |
|
1.618 |
1.0823 |
|
2.618 |
1.0767 |
|
4.250 |
1.0676 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0926 |
| PP |
1.0938 |
1.0923 |
| S1 |
1.0933 |
1.0920 |
|