CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0946 |
1.0969 |
0.0023 |
0.2% |
1.0890 |
| High |
1.0991 |
1.0975 |
-0.0016 |
-0.1% |
1.1017 |
| Low |
1.0933 |
1.0940 |
0.0007 |
0.1% |
1.0890 |
| Close |
1.0970 |
1.0945 |
-0.0025 |
-0.2% |
1.1009 |
| Range |
0.0058 |
0.0035 |
-0.0023 |
-39.7% |
0.0127 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
17,193 |
16,241 |
-952 |
-5.5% |
84,298 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.1037 |
1.0964 |
|
| R3 |
1.1023 |
1.1002 |
1.0955 |
|
| R2 |
1.0988 |
1.0988 |
1.0951 |
|
| R1 |
1.0967 |
1.0967 |
1.0948 |
1.0960 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0950 |
| S1 |
1.0932 |
1.0932 |
1.0942 |
1.0925 |
| S2 |
1.0918 |
1.0918 |
1.0939 |
|
| S3 |
1.0883 |
1.0897 |
1.0935 |
|
| S4 |
1.0848 |
1.0862 |
1.0926 |
|
|
| 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 |
1.0920 |
0.0104 |
1.0% |
0.0063 |
0.6% |
24% |
False |
False |
16,938 |
| 10 |
1.1024 |
1.0869 |
0.0155 |
1.4% |
0.0056 |
0.5% |
49% |
False |
False |
17,162 |
| 20 |
1.1046 |
1.0781 |
0.0265 |
2.4% |
0.0064 |
0.6% |
62% |
False |
False |
21,517 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0070 |
0.6% |
45% |
False |
False |
14,909 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
45% |
False |
False |
9,948 |
| 80 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0069 |
0.6% |
67% |
False |
False |
7,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1124 |
|
2.618 |
1.1067 |
|
1.618 |
1.1032 |
|
1.000 |
1.1010 |
|
0.618 |
1.0997 |
|
HIGH |
1.0975 |
|
0.618 |
1.0962 |
|
0.500 |
1.0958 |
|
0.382 |
1.0953 |
|
LOW |
1.0940 |
|
0.618 |
1.0918 |
|
1.000 |
1.0905 |
|
1.618 |
1.0883 |
|
2.618 |
1.0848 |
|
4.250 |
1.0791 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0958 |
1.0977 |
| PP |
1.0953 |
1.0966 |
| S1 |
1.0949 |
1.0956 |
|