CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0923 |
1.1002 |
0.0079 |
0.7% |
1.0890 |
| High |
1.1017 |
1.1024 |
0.0007 |
0.1% |
1.1017 |
| Low |
1.0920 |
1.0979 |
0.0059 |
0.5% |
1.0890 |
| Close |
1.1009 |
1.1016 |
0.0007 |
0.1% |
1.1009 |
| Range |
0.0097 |
0.0045 |
-0.0052 |
-53.6% |
0.0127 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
17,801 |
15,894 |
-1,907 |
-10.7% |
84,298 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.1124 |
1.1041 |
|
| R3 |
1.1096 |
1.1079 |
1.1028 |
|
| R2 |
1.1051 |
1.1051 |
1.1024 |
|
| R1 |
1.1034 |
1.1034 |
1.1020 |
1.1043 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.1011 |
| S1 |
1.0989 |
1.0989 |
1.1012 |
1.0998 |
| S2 |
1.0961 |
1.0961 |
1.1008 |
|
| S3 |
1.0916 |
1.0944 |
1.1004 |
|
| S4 |
1.0871 |
1.0899 |
1.0991 |
|
|
| 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 |
1.1024 |
1.0891 |
0.0133 |
1.2% |
0.0055 |
0.5% |
94% |
True |
False |
15,487 |
| 10 |
1.1024 |
1.0832 |
0.0192 |
1.7% |
0.0061 |
0.6% |
96% |
True |
False |
20,997 |
| 20 |
1.1077 |
1.0781 |
0.0296 |
2.7% |
0.0064 |
0.6% |
79% |
False |
False |
21,880 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0072 |
0.7% |
65% |
False |
False |
13,638 |
| 60 |
1.1145 |
1.0675 |
0.0470 |
4.3% |
0.0073 |
0.7% |
73% |
False |
False |
9,098 |
| 80 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0069 |
0.6% |
79% |
False |
False |
6,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1215 |
|
2.618 |
1.1142 |
|
1.618 |
1.1097 |
|
1.000 |
1.1069 |
|
0.618 |
1.1052 |
|
HIGH |
1.1024 |
|
0.618 |
1.1007 |
|
0.500 |
1.1002 |
|
0.382 |
1.0996 |
|
LOW |
1.0979 |
|
0.618 |
1.0951 |
|
1.000 |
1.0934 |
|
1.618 |
1.0906 |
|
2.618 |
1.0861 |
|
4.250 |
1.0788 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1011 |
1.0997 |
| PP |
1.1006 |
1.0977 |
| S1 |
1.1002 |
1.0958 |
|