CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.1042 |
0.0045 |
0.4% |
1.1002 |
| High |
1.1060 |
1.1090 |
0.0030 |
0.3% |
1.1024 |
| Low |
1.0994 |
1.1041 |
0.0047 |
0.4% |
1.0931 |
| Close |
1.1047 |
1.1071 |
0.0024 |
0.2% |
1.0944 |
| Range |
0.0066 |
0.0049 |
-0.0017 |
-25.8% |
0.0093 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
20,681 |
21,311 |
630 |
3.0% |
84,102 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1214 |
1.1192 |
1.1098 |
|
| R3 |
1.1165 |
1.1143 |
1.1084 |
|
| R2 |
1.1116 |
1.1116 |
1.1080 |
|
| R1 |
1.1094 |
1.1094 |
1.1075 |
1.1105 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1073 |
| S1 |
1.1045 |
1.1045 |
1.1067 |
1.1056 |
| S2 |
1.1018 |
1.1018 |
1.1062 |
|
| S3 |
1.0969 |
1.0996 |
1.1058 |
|
| S4 |
1.0920 |
1.0947 |
1.1044 |
|
|
| 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 |
1.1090 |
1.0927 |
0.0163 |
1.5% |
0.0058 |
0.5% |
88% |
True |
False |
18,670 |
| 10 |
1.1090 |
1.0891 |
0.0199 |
1.8% |
0.0062 |
0.6% |
90% |
True |
False |
17,483 |
| 20 |
1.1090 |
1.0781 |
0.0309 |
2.8% |
0.0061 |
0.6% |
94% |
True |
False |
20,514 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0068 |
0.6% |
80% |
False |
False |
16,828 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
80% |
False |
False |
11,233 |
| 80 |
1.1145 |
1.0544 |
0.0601 |
5.4% |
0.0070 |
0.6% |
88% |
False |
False |
8,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1298 |
|
2.618 |
1.1218 |
|
1.618 |
1.1169 |
|
1.000 |
1.1139 |
|
0.618 |
1.1120 |
|
HIGH |
1.1090 |
|
0.618 |
1.1071 |
|
0.500 |
1.1066 |
|
0.382 |
1.1060 |
|
LOW |
1.1041 |
|
0.618 |
1.1011 |
|
1.000 |
1.0992 |
|
1.618 |
1.0962 |
|
2.618 |
1.0913 |
|
4.250 |
1.0833 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1069 |
1.1050 |
| PP |
1.1067 |
1.1029 |
| S1 |
1.1066 |
1.1009 |
|