CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1035 |
1.1076 |
0.0041 |
0.4% |
1.0947 |
| High |
1.1085 |
1.1077 |
-0.0008 |
-0.1% |
1.1090 |
| Low |
1.1014 |
1.1028 |
0.0014 |
0.1% |
1.0927 |
| Close |
1.1069 |
1.1036 |
-0.0033 |
-0.3% |
1.1069 |
| Range |
0.0071 |
0.0049 |
-0.0022 |
-31.0% |
0.0163 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
15,545 |
15,722 |
177 |
1.1% |
92,511 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1164 |
1.1063 |
|
| R3 |
1.1145 |
1.1115 |
1.1049 |
|
| R2 |
1.1096 |
1.1096 |
1.1045 |
|
| R1 |
1.1066 |
1.1066 |
1.1040 |
1.1057 |
| PP |
1.1047 |
1.1047 |
1.1047 |
1.1042 |
| S1 |
1.1017 |
1.1017 |
1.1032 |
1.1008 |
| S2 |
1.0998 |
1.0998 |
1.1027 |
|
| S3 |
1.0949 |
1.0968 |
1.1023 |
|
| S4 |
1.0900 |
1.0919 |
1.1009 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1456 |
1.1159 |
|
| R3 |
1.1355 |
1.1293 |
1.1114 |
|
| R2 |
1.1192 |
1.1192 |
1.1099 |
|
| R1 |
1.1130 |
1.1130 |
1.1084 |
1.1161 |
| PP |
1.1029 |
1.1029 |
1.1029 |
1.1044 |
| S1 |
1.0967 |
1.0967 |
1.1054 |
1.0998 |
| S2 |
1.0866 |
1.0866 |
1.1039 |
|
| S3 |
1.0703 |
1.0804 |
1.1024 |
|
| S4 |
1.0540 |
1.0641 |
1.0979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1090 |
1.0994 |
0.0096 |
0.9% |
0.0055 |
0.5% |
44% |
False |
False |
18,065 |
| 10 |
1.1090 |
1.0927 |
0.0163 |
1.5% |
0.0059 |
0.5% |
67% |
False |
False |
17,644 |
| 20 |
1.1090 |
1.0832 |
0.0258 |
2.3% |
0.0060 |
0.5% |
79% |
False |
False |
19,320 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0066 |
0.6% |
70% |
False |
False |
18,024 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0071 |
0.6% |
70% |
False |
False |
12,038 |
| 80 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0070 |
0.6% |
80% |
False |
False |
9,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1285 |
|
2.618 |
1.1205 |
|
1.618 |
1.1156 |
|
1.000 |
1.1126 |
|
0.618 |
1.1107 |
|
HIGH |
1.1077 |
|
0.618 |
1.1058 |
|
0.500 |
1.1053 |
|
0.382 |
1.1047 |
|
LOW |
1.1028 |
|
0.618 |
1.0998 |
|
1.000 |
1.0979 |
|
1.618 |
1.0949 |
|
2.618 |
1.0900 |
|
4.250 |
1.0820 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1053 |
1.1050 |
| PP |
1.1047 |
1.1045 |
| S1 |
1.1042 |
1.1041 |
|