CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0914 |
-0.0029 |
-0.3% |
1.0783 |
| High |
1.0970 |
1.0937 |
-0.0033 |
-0.3% |
1.0936 |
| Low |
1.0914 |
1.0907 |
-0.0007 |
-0.1% |
1.0782 |
| Close |
1.0929 |
1.0924 |
-0.0005 |
0.0% |
1.0885 |
| Range |
0.0056 |
0.0030 |
-0.0026 |
-46.4% |
0.0154 |
| ATR |
0.0069 |
0.0067 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
17,495 |
13,212 |
-4,283 |
-24.5% |
134,096 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.0998 |
1.0941 |
|
| R3 |
1.0983 |
1.0968 |
1.0932 |
|
| R2 |
1.0953 |
1.0953 |
1.0930 |
|
| R1 |
1.0938 |
1.0938 |
1.0927 |
1.0946 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0926 |
| S1 |
1.0908 |
1.0908 |
1.0921 |
1.0916 |
| S2 |
1.0893 |
1.0893 |
1.0919 |
|
| S3 |
1.0863 |
1.0878 |
1.0916 |
|
| S4 |
1.0833 |
1.0848 |
1.0908 |
|
|
| 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 |
1.0869 |
0.0101 |
0.9% |
0.0051 |
0.5% |
54% |
False |
False |
19,470 |
| 10 |
1.0970 |
1.0781 |
0.0189 |
1.7% |
0.0061 |
0.6% |
76% |
False |
False |
23,545 |
| 20 |
1.1081 |
1.0781 |
0.0300 |
2.7% |
0.0064 |
0.6% |
48% |
False |
False |
22,733 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
39% |
False |
False |
12,471 |
| 60 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0074 |
0.7% |
59% |
False |
False |
8,320 |
| 80 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0069 |
0.6% |
63% |
False |
False |
6,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1065 |
|
2.618 |
1.1016 |
|
1.618 |
1.0986 |
|
1.000 |
1.0967 |
|
0.618 |
1.0956 |
|
HIGH |
1.0937 |
|
0.618 |
1.0926 |
|
0.500 |
1.0922 |
|
0.382 |
1.0918 |
|
LOW |
1.0907 |
|
0.618 |
1.0888 |
|
1.000 |
1.0877 |
|
1.618 |
1.0858 |
|
2.618 |
1.0828 |
|
4.250 |
1.0780 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0930 |
| PP |
1.0923 |
1.0928 |
| S1 |
1.0922 |
1.0926 |
|