CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 1.0925 1.0923 -0.0002 0.0% 1.0829
High 1.0964 1.0944 -0.0020 -0.2% 1.0965
Low 1.0907 1.0902 -0.0005 0.0% 1.0816
Close 1.0940 1.0916 -0.0024 -0.2% 1.0916
Range 0.0057 0.0042 -0.0015 -26.3% 0.0149
ATR 0.0000 0.0063 0.0063 0.0000
Volume 1 2 1 100.0% 9
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1047 1.1023 1.0939
R3 1.1005 1.0981 1.0928
R2 1.0963 1.0963 1.0924
R1 1.0939 1.0939 1.0920 1.0930
PP 1.0921 1.0921 1.0921 1.0916
S1 1.0897 1.0897 1.0912 1.0888
S2 1.0879 1.0879 1.0908
S3 1.0837 1.0855 1.0904
S4 1.0795 1.0813 1.0893
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1346 1.1280 1.0998
R3 1.1197 1.1131 1.0957
R2 1.1048 1.1048 1.0943
R1 1.0982 1.0982 1.0930 1.1015
PP 1.0899 1.0899 1.0899 1.0916
S1 1.0833 1.0833 1.0902 1.0866
S2 1.0750 1.0750 1.0889
S3 1.0601 1.0684 1.0875
S4 1.0452 1.0535 1.0834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0965 1.0816 0.0149 1.4% 0.0062 0.6% 67% False False 1
10 1.1063 1.0816 0.0247 2.3% 0.0066 0.6% 40% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1123
2.618 1.1054
1.618 1.1012
1.000 1.0986
0.618 1.0970
HIGH 1.0944
0.618 1.0928
0.500 1.0923
0.382 1.0918
LOW 1.0902
0.618 1.0876
1.000 1.0860
1.618 1.0834
2.618 1.0792
4.250 1.0724
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 1.0923 1.0921
PP 1.0921 1.0919
S1 1.0918 1.0918

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These figures are updated between 7pm and 10pm EST after a trading day.

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