CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0923 |
1.0949 |
0.0026 |
0.2% |
1.0829 |
| High |
1.0944 |
1.0984 |
0.0040 |
0.4% |
1.0965 |
| Low |
1.0902 |
1.0923 |
0.0021 |
0.2% |
1.0816 |
| Close |
1.0916 |
1.0970 |
0.0054 |
0.5% |
1.0916 |
| Range |
0.0042 |
0.0061 |
0.0019 |
45.2% |
0.0149 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.6% |
0.0000 |
| Volume |
2 |
9 |
7 |
350.0% |
9 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1117 |
1.1004 |
|
| R3 |
1.1081 |
1.1056 |
1.0987 |
|
| R2 |
1.1020 |
1.1020 |
1.0981 |
|
| R1 |
1.0995 |
1.0995 |
1.0976 |
1.1008 |
| PP |
1.0959 |
1.0959 |
1.0959 |
1.0965 |
| S1 |
1.0934 |
1.0934 |
1.0964 |
1.0947 |
| S2 |
1.0898 |
1.0898 |
1.0959 |
|
| S3 |
1.0837 |
1.0873 |
1.0953 |
|
| S4 |
1.0776 |
1.0812 |
1.0936 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1243 |
|
2.618 |
1.1144 |
|
1.618 |
1.1083 |
|
1.000 |
1.1045 |
|
0.618 |
1.1022 |
|
HIGH |
1.0984 |
|
0.618 |
1.0961 |
|
0.500 |
1.0954 |
|
0.382 |
1.0946 |
|
LOW |
1.0923 |
|
0.618 |
1.0885 |
|
1.000 |
1.0862 |
|
1.618 |
1.0824 |
|
2.618 |
1.0763 |
|
4.250 |
1.0664 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0965 |
1.0961 |
| PP |
1.0959 |
1.0952 |
| S1 |
1.0954 |
1.0943 |
|