CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1017 |
1.0974 |
-0.0043 |
-0.4% |
1.0949 |
| High |
1.1051 |
1.1017 |
-0.0034 |
-0.3% |
1.1047 |
| Low |
1.0979 |
1.0965 |
-0.0014 |
-0.1% |
1.0923 |
| Close |
1.0984 |
1.1001 |
0.0017 |
0.2% |
1.1040 |
| Range |
0.0072 |
0.0052 |
-0.0020 |
-27.8% |
0.0124 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
22 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1150 |
1.1128 |
1.1030 |
|
| R3 |
1.1098 |
1.1076 |
1.1015 |
|
| R2 |
1.1046 |
1.1046 |
1.1011 |
|
| R1 |
1.1024 |
1.1024 |
1.1006 |
1.1035 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.1000 |
| S1 |
1.0972 |
1.0972 |
1.0996 |
1.0983 |
| S2 |
1.0942 |
1.0942 |
1.0991 |
|
| S3 |
1.0890 |
1.0920 |
1.0987 |
|
| S4 |
1.0838 |
1.0868 |
1.0972 |
|
|
| 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 |
1.1238 |
|
2.618 |
1.1153 |
|
1.618 |
1.1101 |
|
1.000 |
1.1069 |
|
0.618 |
1.1049 |
|
HIGH |
1.1017 |
|
0.618 |
1.0997 |
|
0.500 |
1.0991 |
|
0.382 |
1.0985 |
|
LOW |
1.0965 |
|
0.618 |
1.0933 |
|
1.000 |
1.0913 |
|
1.618 |
1.0881 |
|
2.618 |
1.0829 |
|
4.250 |
1.0744 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.1008 |
| PP |
1.0994 |
1.1006 |
| S1 |
1.0991 |
1.1003 |
|