CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.1020 |
0.0018 |
0.2% |
1.0890 |
| High |
1.1024 |
1.1021 |
-0.0003 |
0.0% |
1.1017 |
| Low |
1.0979 |
1.0941 |
-0.0038 |
-0.3% |
1.0890 |
| Close |
1.1016 |
1.0953 |
-0.0063 |
-0.6% |
1.1009 |
| Range |
0.0045 |
0.0080 |
0.0035 |
77.8% |
0.0127 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0000 |
| Volume |
15,894 |
17,562 |
1,668 |
10.5% |
84,298 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1162 |
1.0997 |
|
| R3 |
1.1132 |
1.1082 |
1.0975 |
|
| R2 |
1.1052 |
1.1052 |
1.0968 |
|
| R1 |
1.1002 |
1.1002 |
1.0960 |
1.0987 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0964 |
| S1 |
1.0922 |
1.0922 |
1.0946 |
1.0907 |
| S2 |
1.0892 |
1.0892 |
1.0938 |
|
| S3 |
1.0812 |
1.0842 |
1.0931 |
|
| S4 |
1.0732 |
1.0762 |
1.0909 |
|
|
| 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% |
0.0060 |
0.5% |
47% |
False |
False |
15,500 |
| 10 |
1.1024 |
1.0840 |
0.0184 |
1.7% |
0.0062 |
0.6% |
61% |
False |
False |
20,140 |
| 20 |
1.1072 |
1.0781 |
0.0291 |
2.7% |
0.0066 |
0.6% |
59% |
False |
False |
21,999 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
47% |
False |
False |
14,075 |
| 60 |
1.1145 |
1.0687 |
0.0458 |
4.2% |
0.0074 |
0.7% |
58% |
False |
False |
9,391 |
| 80 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0070 |
0.6% |
68% |
False |
False |
7,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1361 |
|
2.618 |
1.1230 |
|
1.618 |
1.1150 |
|
1.000 |
1.1101 |
|
0.618 |
1.1070 |
|
HIGH |
1.1021 |
|
0.618 |
1.0990 |
|
0.500 |
1.0981 |
|
0.382 |
1.0972 |
|
LOW |
1.0941 |
|
0.618 |
1.0892 |
|
1.000 |
1.0861 |
|
1.618 |
1.0812 |
|
2.618 |
1.0732 |
|
4.250 |
1.0601 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.0972 |
| PP |
1.0972 |
1.0966 |
| S1 |
1.0962 |
1.0959 |
|