CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0949 |
1.0960 |
0.0011 |
0.1% |
1.0829 |
| High |
1.0984 |
1.0999 |
0.0015 |
0.1% |
1.0965 |
| Low |
1.0923 |
1.0949 |
0.0026 |
0.2% |
1.0816 |
| Close |
1.0970 |
1.0960 |
-0.0010 |
-0.1% |
1.0916 |
| Range |
0.0061 |
0.0050 |
-0.0011 |
-18.0% |
0.0149 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
9 |
2 |
-7 |
-77.8% |
9 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1090 |
1.0988 |
|
| R3 |
1.1069 |
1.1040 |
1.0974 |
|
| R2 |
1.1019 |
1.1019 |
1.0969 |
|
| R1 |
1.0990 |
1.0990 |
1.0965 |
1.0985 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0967 |
| S1 |
1.0940 |
1.0940 |
1.0955 |
1.0935 |
| S2 |
1.0919 |
1.0919 |
1.0951 |
|
| S3 |
1.0869 |
1.0890 |
1.0946 |
|
| S4 |
1.0819 |
1.0840 |
1.0933 |
|
|
| 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 |
1.1212 |
|
2.618 |
1.1130 |
|
1.618 |
1.1080 |
|
1.000 |
1.1049 |
|
0.618 |
1.1030 |
|
HIGH |
1.0999 |
|
0.618 |
1.0980 |
|
0.500 |
1.0974 |
|
0.382 |
1.0968 |
|
LOW |
1.0949 |
|
0.618 |
1.0918 |
|
1.000 |
1.0899 |
|
1.618 |
1.0868 |
|
2.618 |
1.0818 |
|
4.250 |
1.0737 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0974 |
1.0957 |
| PP |
1.0969 |
1.0954 |
| S1 |
1.0965 |
1.0951 |
|