CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0909 |
1.0890 |
-0.0019 |
-0.2% |
1.0783 |
| High |
1.0915 |
1.0956 |
0.0041 |
0.4% |
1.0936 |
| Low |
1.0869 |
1.0890 |
0.0021 |
0.2% |
1.0782 |
| Close |
1.0885 |
1.0939 |
0.0054 |
0.5% |
1.0885 |
| Range |
0.0046 |
0.0066 |
0.0020 |
43.5% |
0.0154 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.1% |
0.0000 |
| Volume |
20,437 |
22,756 |
2,319 |
11.3% |
134,096 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1126 |
1.1099 |
1.0975 |
|
| R3 |
1.1060 |
1.1033 |
1.0957 |
|
| R2 |
1.0994 |
1.0994 |
1.0951 |
|
| R1 |
1.0967 |
1.0967 |
1.0945 |
1.0981 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0935 |
| S1 |
1.0901 |
1.0901 |
1.0933 |
1.0915 |
| S2 |
1.0862 |
1.0862 |
1.0927 |
|
| S3 |
1.0796 |
1.0835 |
1.0921 |
|
| S4 |
1.0730 |
1.0769 |
1.0903 |
|
|
| 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 |
1.0956 |
1.0832 |
0.0124 |
1.1% |
0.0067 |
0.6% |
86% |
True |
False |
26,508 |
| 10 |
1.0971 |
1.0781 |
0.0190 |
1.7% |
0.0068 |
0.6% |
83% |
False |
False |
25,724 |
| 20 |
1.1081 |
1.0781 |
0.0300 |
2.7% |
0.0068 |
0.6% |
53% |
False |
False |
23,090 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0075 |
0.7% |
43% |
False |
False |
11,705 |
| 60 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0074 |
0.7% |
62% |
False |
False |
7,808 |
| 80 |
1.1145 |
1.0535 |
0.0610 |
5.6% |
0.0069 |
0.6% |
66% |
False |
False |
5,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1237 |
|
2.618 |
1.1129 |
|
1.618 |
1.1063 |
|
1.000 |
1.1022 |
|
0.618 |
1.0997 |
|
HIGH |
1.0956 |
|
0.618 |
1.0931 |
|
0.500 |
1.0923 |
|
0.382 |
1.0915 |
|
LOW |
1.0890 |
|
0.618 |
1.0849 |
|
1.000 |
1.0824 |
|
1.618 |
1.0783 |
|
2.618 |
1.0717 |
|
4.250 |
1.0610 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0930 |
| PP |
1.0928 |
1.0921 |
| S1 |
1.0923 |
1.0913 |
|