CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0947 |
1.0997 |
0.0050 |
0.5% |
1.1002 |
| High |
1.1018 |
1.1060 |
0.0042 |
0.4% |
1.1024 |
| Low |
1.0927 |
1.0994 |
0.0067 |
0.6% |
1.0931 |
| Close |
1.1005 |
1.1047 |
0.0042 |
0.4% |
1.0944 |
| Range |
0.0091 |
0.0066 |
-0.0025 |
-27.5% |
0.0093 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.1% |
0.0000 |
| Volume |
17,907 |
20,681 |
2,774 |
15.5% |
84,102 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1205 |
1.1083 |
|
| R3 |
1.1166 |
1.1139 |
1.1065 |
|
| R2 |
1.1100 |
1.1100 |
1.1059 |
|
| R1 |
1.1073 |
1.1073 |
1.1053 |
1.1087 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1040 |
| S1 |
1.1007 |
1.1007 |
1.1041 |
1.1021 |
| S2 |
1.0968 |
1.0968 |
1.1035 |
|
| S3 |
1.0902 |
1.0941 |
1.1029 |
|
| S4 |
1.0836 |
1.0875 |
1.1011 |
|
|
| 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 |
1.1060 |
1.0927 |
0.0133 |
1.2% |
0.0059 |
0.5% |
90% |
True |
False |
17,846 |
| 10 |
1.1060 |
1.0891 |
0.0169 |
1.5% |
0.0060 |
0.5% |
92% |
True |
False |
16,673 |
| 20 |
1.1060 |
1.0781 |
0.0279 |
2.5% |
0.0062 |
0.6% |
95% |
True |
False |
20,808 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0068 |
0.6% |
73% |
False |
False |
16,298 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0074 |
0.7% |
73% |
False |
False |
10,878 |
| 80 |
1.1145 |
1.0544 |
0.0601 |
5.4% |
0.0070 |
0.6% |
84% |
False |
False |
8,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1341 |
|
2.618 |
1.1233 |
|
1.618 |
1.1167 |
|
1.000 |
1.1126 |
|
0.618 |
1.1101 |
|
HIGH |
1.1060 |
|
0.618 |
1.1035 |
|
0.500 |
1.1027 |
|
0.382 |
1.1019 |
|
LOW |
1.0994 |
|
0.618 |
1.0953 |
|
1.000 |
1.0928 |
|
1.618 |
1.0887 |
|
2.618 |
1.0821 |
|
4.250 |
1.0714 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1040 |
1.1029 |
| PP |
1.1034 |
1.1011 |
| S1 |
1.1027 |
1.0994 |
|