CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.1017 |
-0.0023 |
-0.2% |
1.0949 |
| High |
1.1051 |
1.1051 |
0.0000 |
0.0% |
1.1047 |
| Low |
1.1010 |
1.0979 |
-0.0031 |
-0.3% |
1.0923 |
| Close |
1.1047 |
1.0984 |
-0.0063 |
-0.6% |
1.1040 |
| Range |
0.0041 |
0.0072 |
0.0031 |
75.6% |
0.0124 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
1.5% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
22 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1221 |
1.1174 |
1.1024 |
|
| R3 |
1.1149 |
1.1102 |
1.1004 |
|
| R2 |
1.1077 |
1.1077 |
1.0997 |
|
| R1 |
1.1030 |
1.1030 |
1.0991 |
1.1018 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.0998 |
| S1 |
1.0958 |
1.0958 |
1.0977 |
1.0946 |
| S2 |
1.0933 |
1.0933 |
1.0971 |
|
| S3 |
1.0861 |
1.0886 |
1.0964 |
|
| S4 |
1.0789 |
1.0814 |
1.0944 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1332 |
1.1108 |
|
| R3 |
1.1251 |
1.1208 |
1.1074 |
|
| R2 |
1.1127 |
1.1127 |
1.1063 |
|
| R1 |
1.1084 |
1.1084 |
1.1051 |
1.1106 |
| PP |
1.1003 |
1.1003 |
1.1003 |
1.1014 |
| S1 |
1.0960 |
1.0960 |
1.1029 |
1.0982 |
| S2 |
1.0879 |
1.0879 |
1.1017 |
|
| S3 |
1.0755 |
1.0836 |
1.1006 |
|
| S4 |
1.0631 |
1.0712 |
1.0972 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1357 |
|
2.618 |
1.1239 |
|
1.618 |
1.1167 |
|
1.000 |
1.1123 |
|
0.618 |
1.1095 |
|
HIGH |
1.1051 |
|
0.618 |
1.1023 |
|
0.500 |
1.1015 |
|
0.382 |
1.1007 |
|
LOW |
1.0979 |
|
0.618 |
1.0935 |
|
1.000 |
1.0907 |
|
1.618 |
1.0863 |
|
2.618 |
1.0791 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1015 |
1.1002 |
| PP |
1.1005 |
1.0996 |
| S1 |
1.0994 |
1.0990 |
|