CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0974 |
1.0976 |
0.0002 |
0.0% |
1.0949 |
| High |
1.1017 |
1.1005 |
-0.0012 |
-0.1% |
1.1047 |
| Low |
1.0965 |
1.0972 |
0.0007 |
0.1% |
1.0923 |
| Close |
1.1001 |
1.0976 |
-0.0025 |
-0.2% |
1.1040 |
| Range |
0.0052 |
0.0033 |
-0.0019 |
-36.5% |
0.0124 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
22 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1063 |
1.0994 |
|
| R3 |
1.1050 |
1.1030 |
1.0985 |
|
| R2 |
1.1017 |
1.1017 |
1.0982 |
|
| R1 |
1.0997 |
1.0997 |
1.0979 |
1.0993 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0982 |
| S1 |
1.0964 |
1.0964 |
1.0973 |
1.0960 |
| S2 |
1.0951 |
1.0951 |
1.0970 |
|
| S3 |
1.0918 |
1.0931 |
1.0967 |
|
| S4 |
1.0885 |
1.0898 |
1.0958 |
|
|
| 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 |
1.1145 |
|
2.618 |
1.1091 |
|
1.618 |
1.1058 |
|
1.000 |
1.1038 |
|
0.618 |
1.1025 |
|
HIGH |
1.1005 |
|
0.618 |
1.0992 |
|
0.500 |
1.0989 |
|
0.382 |
1.0985 |
|
LOW |
1.0972 |
|
0.618 |
1.0952 |
|
1.000 |
1.0939 |
|
1.618 |
1.0919 |
|
2.618 |
1.0886 |
|
4.250 |
1.0832 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.1008 |
| PP |
1.0984 |
1.0997 |
| S1 |
1.0980 |
1.0987 |
|