CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0954 |
1.0947 |
-0.0007 |
-0.1% |
1.1002 |
| High |
1.0978 |
1.1018 |
0.0040 |
0.4% |
1.1024 |
| Low |
1.0931 |
1.0927 |
-0.0004 |
0.0% |
1.0931 |
| Close |
1.0944 |
1.1005 |
0.0061 |
0.6% |
1.0944 |
| Range |
0.0047 |
0.0091 |
0.0044 |
93.6% |
0.0093 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.2% |
0.0000 |
| Volume |
17,212 |
17,907 |
695 |
4.0% |
84,102 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1222 |
1.1055 |
|
| R3 |
1.1165 |
1.1131 |
1.1030 |
|
| R2 |
1.1074 |
1.1074 |
1.1022 |
|
| R1 |
1.1040 |
1.1040 |
1.1013 |
1.1057 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0992 |
| S1 |
1.0949 |
1.0949 |
1.0997 |
1.0966 |
| S2 |
1.0892 |
1.0892 |
1.0988 |
|
| S3 |
1.0801 |
1.0858 |
1.0980 |
|
| S4 |
1.0710 |
1.0767 |
1.0955 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1245 |
1.1188 |
1.0995 |
|
| R3 |
1.1152 |
1.1095 |
1.0970 |
|
| R2 |
1.1059 |
1.1059 |
1.0961 |
|
| R1 |
1.1002 |
1.1002 |
1.0953 |
1.0984 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0958 |
| S1 |
1.0909 |
1.0909 |
1.0935 |
1.0891 |
| S2 |
1.0873 |
1.0873 |
1.0927 |
|
| S3 |
1.0780 |
1.0816 |
1.0918 |
|
| S4 |
1.0687 |
1.0723 |
1.0893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1021 |
1.0927 |
0.0094 |
0.9% |
0.0062 |
0.6% |
83% |
False |
True |
17,223 |
| 10 |
1.1024 |
1.0891 |
0.0133 |
1.2% |
0.0059 |
0.5% |
86% |
False |
False |
16,355 |
| 20 |
1.1024 |
1.0781 |
0.0243 |
2.2% |
0.0063 |
0.6% |
92% |
False |
False |
21,039 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0068 |
0.6% |
62% |
False |
False |
15,782 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0073 |
0.7% |
62% |
False |
False |
10,533 |
| 80 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0070 |
0.6% |
77% |
False |
False |
7,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1405 |
|
2.618 |
1.1256 |
|
1.618 |
1.1165 |
|
1.000 |
1.1109 |
|
0.618 |
1.1074 |
|
HIGH |
1.1018 |
|
0.618 |
1.0983 |
|
0.500 |
1.0973 |
|
0.382 |
1.0962 |
|
LOW |
1.0927 |
|
0.618 |
1.0871 |
|
1.000 |
1.0836 |
|
1.618 |
1.0780 |
|
2.618 |
1.0689 |
|
4.250 |
1.0540 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0994 |
1.0994 |
| PP |
1.0983 |
1.0983 |
| S1 |
1.0973 |
1.0973 |
|