CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1077 |
1.1112 |
0.0035 |
0.3% |
1.1036 |
| High |
1.1077 |
1.1114 |
0.0037 |
0.3% |
1.1117 |
| Low |
1.1061 |
1.1047 |
-0.0014 |
-0.1% |
1.0959 |
| Close |
1.1069 |
1.1101 |
0.0032 |
0.3% |
1.1101 |
| Range |
0.0016 |
0.0067 |
0.0051 |
318.8% |
0.0158 |
| ATR |
0.0057 |
0.0057 |
0.0001 |
1.3% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
94 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1288 |
1.1262 |
1.1138 |
|
| R3 |
1.1221 |
1.1195 |
1.1119 |
|
| R2 |
1.1154 |
1.1154 |
1.1113 |
|
| R1 |
1.1128 |
1.1128 |
1.1107 |
1.1108 |
| PP |
1.1087 |
1.1087 |
1.1087 |
1.1077 |
| S1 |
1.1061 |
1.1061 |
1.1095 |
1.1041 |
| S2 |
1.1020 |
1.1020 |
1.1089 |
|
| S3 |
1.0953 |
1.0994 |
1.1083 |
|
| S4 |
1.0886 |
1.0927 |
1.1064 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1533 |
1.1475 |
1.1188 |
|
| R3 |
1.1375 |
1.1317 |
1.1144 |
|
| R2 |
1.1217 |
1.1217 |
1.1130 |
|
| R1 |
1.1159 |
1.1159 |
1.1115 |
1.1188 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1074 |
| S1 |
1.1001 |
1.1001 |
1.1087 |
1.1030 |
| S2 |
1.0901 |
1.0901 |
1.1072 |
|
| S3 |
1.0743 |
1.0843 |
1.1058 |
|
| S4 |
1.0585 |
1.0685 |
1.1014 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1399 |
|
2.618 |
1.1289 |
|
1.618 |
1.1222 |
|
1.000 |
1.1181 |
|
0.618 |
1.1155 |
|
HIGH |
1.1114 |
|
0.618 |
1.1088 |
|
0.500 |
1.1081 |
|
0.382 |
1.1073 |
|
LOW |
1.1047 |
|
0.618 |
1.1006 |
|
1.000 |
1.0980 |
|
1.618 |
1.0939 |
|
2.618 |
1.0872 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1094 |
1.1095 |
| PP |
1.1087 |
1.1088 |
| S1 |
1.1081 |
1.1082 |
|