CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0880 |
1.0909 |
0.0029 |
0.3% |
1.0783 |
| High |
1.0932 |
1.0915 |
-0.0017 |
-0.2% |
1.0936 |
| Low |
1.0874 |
1.0869 |
-0.0005 |
0.0% |
1.0782 |
| Close |
1.0908 |
1.0885 |
-0.0023 |
-0.2% |
1.0885 |
| Range |
0.0058 |
0.0046 |
-0.0012 |
-20.7% |
0.0154 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
23,452 |
20,437 |
-3,015 |
-12.9% |
134,096 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.1002 |
1.0910 |
|
| R3 |
1.0982 |
1.0956 |
1.0898 |
|
| R2 |
1.0936 |
1.0936 |
1.0893 |
|
| R1 |
1.0910 |
1.0910 |
1.0889 |
1.0900 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0885 |
| S1 |
1.0864 |
1.0864 |
1.0881 |
1.0854 |
| S2 |
1.0844 |
1.0844 |
1.0877 |
|
| S3 |
1.0798 |
1.0818 |
1.0872 |
|
| S4 |
1.0752 |
1.0772 |
1.0860 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1330 |
1.1261 |
1.0970 |
|
| R3 |
1.1176 |
1.1107 |
1.0927 |
|
| R2 |
1.1022 |
1.1022 |
1.0913 |
|
| R1 |
1.0953 |
1.0953 |
1.0899 |
1.0988 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0885 |
| S1 |
1.0799 |
1.0799 |
1.0871 |
1.0834 |
| S2 |
1.0714 |
1.0714 |
1.0857 |
|
| S3 |
1.0560 |
1.0645 |
1.0843 |
|
| S4 |
1.0406 |
1.0491 |
1.0800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0936 |
1.0782 |
0.0154 |
1.4% |
0.0067 |
0.6% |
67% |
False |
False |
26,819 |
| 10 |
1.1031 |
1.0781 |
0.0250 |
2.3% |
0.0071 |
0.7% |
42% |
False |
False |
26,439 |
| 20 |
1.1081 |
1.0781 |
0.0300 |
2.8% |
0.0069 |
0.6% |
35% |
False |
False |
22,097 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0075 |
0.7% |
29% |
False |
False |
11,137 |
| 60 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0073 |
0.7% |
52% |
False |
False |
7,429 |
| 80 |
1.1145 |
1.0535 |
0.0610 |
5.6% |
0.0069 |
0.6% |
57% |
False |
False |
5,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1111 |
|
2.618 |
1.1035 |
|
1.618 |
1.0989 |
|
1.000 |
1.0961 |
|
0.618 |
1.0943 |
|
HIGH |
1.0915 |
|
0.618 |
1.0897 |
|
0.500 |
1.0892 |
|
0.382 |
1.0887 |
|
LOW |
1.0869 |
|
0.618 |
1.0841 |
|
1.000 |
1.0823 |
|
1.618 |
1.0795 |
|
2.618 |
1.0749 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0892 |
1.0888 |
| PP |
1.0890 |
1.0887 |
| S1 |
1.0887 |
1.0886 |
|