CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1029 |
1.1015 |
-0.0014 |
-0.1% |
1.0947 |
| High |
1.1051 |
1.1023 |
-0.0028 |
-0.3% |
1.1090 |
| Low |
1.1007 |
1.0971 |
-0.0036 |
-0.3% |
1.0927 |
| Close |
1.1034 |
1.1005 |
-0.0029 |
-0.3% |
1.1069 |
| Range |
0.0044 |
0.0052 |
0.0008 |
18.2% |
0.0163 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.3% |
0.0000 |
| Volume |
16,506 |
25,674 |
9,168 |
55.5% |
92,511 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1156 |
1.1132 |
1.1034 |
|
| R3 |
1.1104 |
1.1080 |
1.1019 |
|
| R2 |
1.1052 |
1.1052 |
1.1015 |
|
| R1 |
1.1028 |
1.1028 |
1.1010 |
1.1014 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.0993 |
| S1 |
1.0976 |
1.0976 |
1.1000 |
1.0962 |
| S2 |
1.0948 |
1.0948 |
1.0995 |
|
| S3 |
1.0896 |
1.0924 |
1.0991 |
|
| S4 |
1.0844 |
1.0872 |
1.0976 |
|
|
| 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 |
1.1085 |
1.0971 |
0.0114 |
1.0% |
0.0051 |
0.5% |
30% |
False |
True |
18,102 |
| 10 |
1.1090 |
1.0927 |
0.0163 |
1.5% |
0.0055 |
0.5% |
48% |
False |
False |
18,386 |
| 20 |
1.1090 |
1.0869 |
0.0221 |
2.0% |
0.0056 |
0.5% |
62% |
False |
False |
18,135 |
| 40 |
1.1090 |
1.0781 |
0.0309 |
2.8% |
0.0063 |
0.6% |
72% |
False |
False |
19,063 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0070 |
0.6% |
62% |
False |
False |
12,739 |
| 80 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0069 |
0.6% |
74% |
False |
False |
9,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.1159 |
|
1.618 |
1.1107 |
|
1.000 |
1.1075 |
|
0.618 |
1.1055 |
|
HIGH |
1.1023 |
|
0.618 |
1.1003 |
|
0.500 |
1.0997 |
|
0.382 |
1.0991 |
|
LOW |
1.0971 |
|
0.618 |
1.0939 |
|
1.000 |
1.0919 |
|
1.618 |
1.0887 |
|
2.618 |
1.0835 |
|
4.250 |
1.0750 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1002 |
1.1024 |
| PP |
1.1000 |
1.1018 |
| S1 |
1.0997 |
1.1011 |
|