CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0928 |
1.0923 |
-0.0005 |
0.0% |
1.0890 |
| High |
1.0939 |
1.1017 |
0.0078 |
0.7% |
1.1017 |
| Low |
1.0891 |
1.0920 |
0.0029 |
0.3% |
1.0890 |
| Close |
1.0922 |
1.1009 |
0.0087 |
0.8% |
1.1009 |
| Range |
0.0048 |
0.0097 |
0.0049 |
102.1% |
0.0127 |
| ATR |
0.0065 |
0.0068 |
0.0002 |
3.5% |
0.0000 |
| Volume |
13,034 |
17,801 |
4,767 |
36.6% |
84,298 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1273 |
1.1238 |
1.1062 |
|
| R3 |
1.1176 |
1.1141 |
1.1036 |
|
| R2 |
1.1079 |
1.1079 |
1.1027 |
|
| R1 |
1.1044 |
1.1044 |
1.1018 |
1.1062 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.0991 |
| S1 |
1.0947 |
1.0947 |
1.1000 |
1.0965 |
| S2 |
1.0885 |
1.0885 |
1.0991 |
|
| S3 |
1.0788 |
1.0850 |
1.0982 |
|
| S4 |
1.0691 |
1.0753 |
1.0956 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1308 |
1.1079 |
|
| R3 |
1.1226 |
1.1181 |
1.1044 |
|
| R2 |
1.1099 |
1.1099 |
1.1032 |
|
| R1 |
1.1054 |
1.1054 |
1.1021 |
1.1077 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0983 |
| S1 |
1.0927 |
1.0927 |
1.0997 |
1.0950 |
| S2 |
1.0845 |
1.0845 |
1.0986 |
|
| S3 |
1.0718 |
1.0800 |
1.0974 |
|
| S4 |
1.0591 |
1.0673 |
1.0939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1017 |
1.0890 |
0.0127 |
1.2% |
0.0059 |
0.5% |
94% |
True |
False |
16,859 |
| 10 |
1.1017 |
1.0782 |
0.0235 |
2.1% |
0.0063 |
0.6% |
97% |
True |
False |
21,839 |
| 20 |
1.1077 |
1.0781 |
0.0296 |
2.7% |
0.0065 |
0.6% |
77% |
False |
False |
21,840 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0072 |
0.7% |
63% |
False |
False |
13,241 |
| 60 |
1.1145 |
1.0619 |
0.0526 |
4.8% |
0.0074 |
0.7% |
74% |
False |
False |
8,834 |
| 80 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0069 |
0.6% |
77% |
False |
False |
6,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1429 |
|
2.618 |
1.1271 |
|
1.618 |
1.1174 |
|
1.000 |
1.1114 |
|
0.618 |
1.1077 |
|
HIGH |
1.1017 |
|
0.618 |
1.0980 |
|
0.500 |
1.0969 |
|
0.382 |
1.0957 |
|
LOW |
1.0920 |
|
0.618 |
1.0860 |
|
1.000 |
1.0823 |
|
1.618 |
1.0763 |
|
2.618 |
1.0666 |
|
4.250 |
1.0508 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0996 |
1.0991 |
| PP |
1.0982 |
1.0972 |
| S1 |
1.0969 |
1.0954 |
|