CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1042 |
1.1066 |
0.0024 |
0.2% |
1.1002 |
| High |
1.1090 |
1.1068 |
-0.0022 |
-0.2% |
1.1024 |
| Low |
1.1041 |
1.1027 |
-0.0014 |
-0.1% |
1.0931 |
| Close |
1.1071 |
1.1037 |
-0.0034 |
-0.3% |
1.0944 |
| Range |
0.0049 |
0.0041 |
-0.0008 |
-16.3% |
0.0093 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
21,311 |
17,067 |
-4,244 |
-19.9% |
84,102 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1167 |
1.1143 |
1.1060 |
|
| R3 |
1.1126 |
1.1102 |
1.1048 |
|
| R2 |
1.1085 |
1.1085 |
1.1045 |
|
| R1 |
1.1061 |
1.1061 |
1.1041 |
1.1053 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1040 |
| S1 |
1.1020 |
1.1020 |
1.1033 |
1.1012 |
| S2 |
1.1003 |
1.1003 |
1.1029 |
|
| S3 |
1.0962 |
1.0979 |
1.1026 |
|
| S4 |
1.0921 |
1.0938 |
1.1014 |
|
|
| 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 |
1.1090 |
1.0927 |
0.0163 |
1.5% |
0.0059 |
0.5% |
67% |
False |
False |
18,835 |
| 10 |
1.1090 |
1.0920 |
0.0170 |
1.5% |
0.0061 |
0.6% |
69% |
False |
False |
17,886 |
| 20 |
1.1090 |
1.0781 |
0.0309 |
2.8% |
0.0060 |
0.5% |
83% |
False |
False |
20,014 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0068 |
0.6% |
70% |
False |
False |
17,253 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0072 |
0.7% |
70% |
False |
False |
11,517 |
| 80 |
1.1145 |
1.0587 |
0.0558 |
5.1% |
0.0069 |
0.6% |
81% |
False |
False |
8,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1242 |
|
2.618 |
1.1175 |
|
1.618 |
1.1134 |
|
1.000 |
1.1109 |
|
0.618 |
1.1093 |
|
HIGH |
1.1068 |
|
0.618 |
1.1052 |
|
0.500 |
1.1048 |
|
0.382 |
1.1043 |
|
LOW |
1.1027 |
|
0.618 |
1.1002 |
|
1.000 |
1.0986 |
|
1.618 |
1.0961 |
|
2.618 |
1.0920 |
|
4.250 |
1.0853 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1048 |
1.1042 |
| PP |
1.1044 |
1.1040 |
| S1 |
1.1041 |
1.1039 |
|