CME Swiss Franc Future March 2021
Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
1.1078 |
1.1088 |
0.0010 |
0.1% |
1.1040 |
High |
1.1086 |
1.1117 |
0.0031 |
0.3% |
1.1051 |
Low |
1.1026 |
1.1074 |
0.0048 |
0.4% |
1.0963 |
Close |
1.1078 |
1.1103 |
0.0025 |
0.2% |
1.0975 |
Range |
0.0060 |
0.0043 |
-0.0017 |
-28.3% |
0.0088 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
77 |
8 |
-69 |
-89.6% |
7 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1227 |
1.1208 |
1.1127 |
|
R3 |
1.1184 |
1.1165 |
1.1115 |
|
R2 |
1.1141 |
1.1141 |
1.1111 |
|
R1 |
1.1122 |
1.1122 |
1.1107 |
1.1132 |
PP |
1.1098 |
1.1098 |
1.1098 |
1.1103 |
S1 |
1.1079 |
1.1079 |
1.1099 |
1.1089 |
S2 |
1.1055 |
1.1055 |
1.1095 |
|
S3 |
1.1012 |
1.1036 |
1.1091 |
|
S4 |
1.0969 |
1.0993 |
1.1079 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1260 |
1.1206 |
1.1023 |
|
R3 |
1.1172 |
1.1118 |
1.0999 |
|
R2 |
1.1084 |
1.1084 |
1.0991 |
|
R1 |
1.1030 |
1.1030 |
1.0983 |
1.1013 |
PP |
1.0996 |
1.0996 |
1.0996 |
1.0988 |
S1 |
1.0942 |
1.0942 |
1.0967 |
1.0925 |
S2 |
1.0908 |
1.0908 |
1.0959 |
|
S3 |
1.0820 |
1.0854 |
1.0951 |
|
S4 |
1.0732 |
1.0766 |
1.0927 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1300 |
2.618 |
1.1230 |
1.618 |
1.1187 |
1.000 |
1.1160 |
0.618 |
1.1144 |
HIGH |
1.1117 |
0.618 |
1.1101 |
0.500 |
1.1096 |
0.382 |
1.1090 |
LOW |
1.1074 |
0.618 |
1.1047 |
1.000 |
1.1031 |
1.618 |
1.1004 |
2.618 |
1.0961 |
4.250 |
1.0891 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1101 |
1.1081 |
PP |
1.1098 |
1.1060 |
S1 |
1.1096 |
1.1038 |
|