CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0914 |
1.0928 |
0.0014 |
0.1% |
1.0783 |
| High |
1.0937 |
1.0939 |
0.0002 |
0.0% |
1.0936 |
| Low |
1.0907 |
1.0891 |
-0.0016 |
-0.1% |
1.0782 |
| Close |
1.0924 |
1.0922 |
-0.0002 |
0.0% |
1.0885 |
| Range |
0.0030 |
0.0048 |
0.0018 |
60.0% |
0.0154 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
13,212 |
13,034 |
-178 |
-1.3% |
134,096 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.1040 |
1.0948 |
|
| R3 |
1.1013 |
1.0992 |
1.0935 |
|
| R2 |
1.0965 |
1.0965 |
1.0931 |
|
| R1 |
1.0944 |
1.0944 |
1.0926 |
1.0931 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0911 |
| S1 |
1.0896 |
1.0896 |
1.0918 |
1.0883 |
| S2 |
1.0869 |
1.0869 |
1.0913 |
|
| S3 |
1.0821 |
1.0848 |
1.0909 |
|
| S4 |
1.0773 |
1.0800 |
1.0896 |
|
|
| 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 |
1.0970 |
1.0869 |
0.0101 |
0.9% |
0.0049 |
0.5% |
52% |
False |
False |
17,386 |
| 10 |
1.0970 |
1.0781 |
0.0189 |
1.7% |
0.0059 |
0.5% |
75% |
False |
False |
22,142 |
| 20 |
1.1077 |
1.0781 |
0.0296 |
2.7% |
0.0061 |
0.6% |
48% |
False |
False |
21,687 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0071 |
0.7% |
39% |
False |
False |
12,796 |
| 60 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0073 |
0.7% |
58% |
False |
False |
8,537 |
| 80 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0069 |
0.6% |
63% |
False |
False |
6,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1143 |
|
2.618 |
1.1065 |
|
1.618 |
1.1017 |
|
1.000 |
1.0987 |
|
0.618 |
1.0969 |
|
HIGH |
1.0939 |
|
0.618 |
1.0921 |
|
0.500 |
1.0915 |
|
0.382 |
1.0909 |
|
LOW |
1.0891 |
|
0.618 |
1.0861 |
|
1.000 |
1.0843 |
|
1.618 |
1.0813 |
|
2.618 |
1.0765 |
|
4.250 |
1.0687 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.0931 |
| PP |
1.0917 |
1.0928 |
| S1 |
1.0915 |
1.0925 |
|