CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1076 |
1.1029 |
-0.0047 |
-0.4% |
1.0947 |
| High |
1.1077 |
1.1051 |
-0.0026 |
-0.2% |
1.1090 |
| Low |
1.1028 |
1.1007 |
-0.0021 |
-0.2% |
1.0927 |
| Close |
1.1036 |
1.1034 |
-0.0002 |
0.0% |
1.1069 |
| Range |
0.0049 |
0.0044 |
-0.0005 |
-10.2% |
0.0163 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
15,722 |
16,506 |
784 |
5.0% |
92,511 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1163 |
1.1142 |
1.1058 |
|
| R3 |
1.1119 |
1.1098 |
1.1046 |
|
| R2 |
1.1075 |
1.1075 |
1.1042 |
|
| R1 |
1.1054 |
1.1054 |
1.1038 |
1.1065 |
| PP |
1.1031 |
1.1031 |
1.1031 |
1.1036 |
| S1 |
1.1010 |
1.1010 |
1.1030 |
1.1021 |
| S2 |
1.0987 |
1.0987 |
1.1026 |
|
| S3 |
1.0943 |
1.0966 |
1.1022 |
|
| S4 |
1.0899 |
1.0922 |
1.1010 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1456 |
1.1159 |
|
| R3 |
1.1355 |
1.1293 |
1.1114 |
|
| R2 |
1.1192 |
1.1192 |
1.1099 |
|
| R1 |
1.1130 |
1.1130 |
1.1084 |
1.1161 |
| PP |
1.1029 |
1.1029 |
1.1029 |
1.1044 |
| S1 |
1.0967 |
1.0967 |
1.1054 |
1.0998 |
| S2 |
1.0866 |
1.0866 |
1.1039 |
|
| S3 |
1.0703 |
1.0804 |
1.1024 |
|
| S4 |
1.0540 |
1.0641 |
1.0979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1090 |
1.1007 |
0.0083 |
0.8% |
0.0051 |
0.5% |
33% |
False |
True |
17,230 |
| 10 |
1.1090 |
1.0927 |
0.0163 |
1.5% |
0.0055 |
0.5% |
66% |
False |
False |
17,538 |
| 20 |
1.1090 |
1.0840 |
0.0250 |
2.3% |
0.0059 |
0.5% |
78% |
False |
False |
18,839 |
| 40 |
1.1144 |
1.0781 |
0.0363 |
3.3% |
0.0065 |
0.6% |
70% |
False |
False |
18,431 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0070 |
0.6% |
70% |
False |
False |
12,312 |
| 80 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0069 |
0.6% |
79% |
False |
False |
9,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1238 |
|
2.618 |
1.1166 |
|
1.618 |
1.1122 |
|
1.000 |
1.1095 |
|
0.618 |
1.1078 |
|
HIGH |
1.1051 |
|
0.618 |
1.1034 |
|
0.500 |
1.1029 |
|
0.382 |
1.1024 |
|
LOW |
1.1007 |
|
0.618 |
1.0980 |
|
1.000 |
1.0963 |
|
1.618 |
1.0936 |
|
2.618 |
1.0892 |
|
4.250 |
1.0820 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1046 |
| PP |
1.1031 |
1.1042 |
| S1 |
1.1029 |
1.1038 |
|