CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.0946 |
-0.0074 |
-0.7% |
1.0890 |
| High |
1.1021 |
1.0991 |
-0.0030 |
-0.3% |
1.1017 |
| Low |
1.0941 |
1.0933 |
-0.0008 |
-0.1% |
1.0890 |
| Close |
1.0953 |
1.0970 |
0.0017 |
0.2% |
1.1009 |
| Range |
0.0080 |
0.0058 |
-0.0022 |
-27.5% |
0.0127 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
17,562 |
17,193 |
-369 |
-2.1% |
84,298 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1139 |
1.1112 |
1.1002 |
|
| R3 |
1.1081 |
1.1054 |
1.0986 |
|
| R2 |
1.1023 |
1.1023 |
1.0981 |
|
| R1 |
1.0996 |
1.0996 |
1.0975 |
1.1010 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0971 |
| S1 |
1.0938 |
1.0938 |
1.0965 |
1.0952 |
| S2 |
1.0907 |
1.0907 |
1.0959 |
|
| S3 |
1.0849 |
1.0880 |
1.0954 |
|
| S4 |
1.0791 |
1.0822 |
1.0938 |
|
|
| 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% |
0.0066 |
0.6% |
59% |
False |
False |
16,296 |
| 10 |
1.1024 |
1.0869 |
0.0155 |
1.4% |
0.0058 |
0.5% |
65% |
False |
False |
17,883 |
| 20 |
1.1046 |
1.0781 |
0.0265 |
2.4% |
0.0066 |
0.6% |
71% |
False |
False |
21,760 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
52% |
False |
False |
14,504 |
| 60 |
1.1145 |
1.0739 |
0.0406 |
3.7% |
0.0073 |
0.7% |
57% |
False |
False |
9,678 |
| 80 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0070 |
0.6% |
71% |
False |
False |
7,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1238 |
|
2.618 |
1.1143 |
|
1.618 |
1.1085 |
|
1.000 |
1.1049 |
|
0.618 |
1.1027 |
|
HIGH |
1.0991 |
|
0.618 |
1.0969 |
|
0.500 |
1.0962 |
|
0.382 |
1.0955 |
|
LOW |
1.0933 |
|
0.618 |
1.0897 |
|
1.000 |
1.0875 |
|
1.618 |
1.0839 |
|
2.618 |
1.0781 |
|
4.250 |
1.0687 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0979 |
| PP |
1.0965 |
1.0976 |
| S1 |
1.0962 |
1.0973 |
|