CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0969 |
1.0954 |
-0.0015 |
-0.1% |
1.1002 |
| High |
1.0975 |
1.0978 |
0.0003 |
0.0% |
1.1024 |
| Low |
1.0940 |
1.0931 |
-0.0009 |
-0.1% |
1.0931 |
| Close |
1.0945 |
1.0944 |
-0.0001 |
0.0% |
1.0944 |
| Range |
0.0035 |
0.0047 |
0.0012 |
34.3% |
0.0093 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
16,241 |
17,212 |
971 |
6.0% |
84,102 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1092 |
1.1065 |
1.0970 |
|
| R3 |
1.1045 |
1.1018 |
1.0957 |
|
| R2 |
1.0998 |
1.0998 |
1.0953 |
|
| R1 |
1.0971 |
1.0971 |
1.0948 |
1.0961 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0946 |
| S1 |
1.0924 |
1.0924 |
1.0940 |
1.0914 |
| S2 |
1.0904 |
1.0904 |
1.0935 |
|
| S3 |
1.0857 |
1.0877 |
1.0931 |
|
| S4 |
1.0810 |
1.0830 |
1.0918 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1245 |
1.1188 |
1.0995 |
|
| R3 |
1.1152 |
1.1095 |
1.0970 |
|
| R2 |
1.1059 |
1.1059 |
1.0961 |
|
| R1 |
1.1002 |
1.1002 |
1.0953 |
1.0984 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0958 |
| S1 |
1.0909 |
1.0909 |
1.0935 |
1.0891 |
| S2 |
1.0873 |
1.0873 |
1.0927 |
|
| S3 |
1.0780 |
1.0816 |
1.0918 |
|
| S4 |
1.0687 |
1.0723 |
1.0893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1024 |
1.0931 |
0.0093 |
0.8% |
0.0053 |
0.5% |
14% |
False |
True |
16,820 |
| 10 |
1.1024 |
1.0890 |
0.0134 |
1.2% |
0.0056 |
0.5% |
40% |
False |
False |
16,840 |
| 20 |
1.1031 |
1.0781 |
0.0250 |
2.3% |
0.0064 |
0.6% |
65% |
False |
False |
21,639 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0068 |
0.6% |
45% |
False |
False |
15,335 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
45% |
False |
False |
10,235 |
| 80 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0069 |
0.6% |
67% |
False |
False |
7,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1178 |
|
2.618 |
1.1101 |
|
1.618 |
1.1054 |
|
1.000 |
1.1025 |
|
0.618 |
1.1007 |
|
HIGH |
1.0978 |
|
0.618 |
1.0960 |
|
0.500 |
1.0955 |
|
0.382 |
1.0949 |
|
LOW |
1.0931 |
|
0.618 |
1.0902 |
|
1.000 |
1.0884 |
|
1.618 |
1.0855 |
|
2.618 |
1.0808 |
|
4.250 |
1.0731 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0955 |
1.0961 |
| PP |
1.0951 |
1.0955 |
| S1 |
1.0948 |
1.0950 |
|