CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1015 |
1.0997 |
-0.0018 |
-0.2% |
1.0947 |
| High |
1.1023 |
1.1016 |
-0.0007 |
-0.1% |
1.1090 |
| Low |
1.0971 |
1.0916 |
-0.0055 |
-0.5% |
1.0927 |
| Close |
1.1005 |
1.0930 |
-0.0075 |
-0.7% |
1.1069 |
| Range |
0.0052 |
0.0100 |
0.0048 |
92.3% |
0.0163 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
4.6% |
0.0000 |
| Volume |
25,674 |
24,239 |
-1,435 |
-5.6% |
92,511 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1254 |
1.1192 |
1.0985 |
|
| R3 |
1.1154 |
1.1092 |
1.0958 |
|
| R2 |
1.1054 |
1.1054 |
1.0948 |
|
| R1 |
1.0992 |
1.0992 |
1.0939 |
1.0973 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0945 |
| S1 |
1.0892 |
1.0892 |
1.0921 |
1.0873 |
| S2 |
1.0854 |
1.0854 |
1.0912 |
|
| S3 |
1.0754 |
1.0792 |
1.0903 |
|
| S4 |
1.0654 |
1.0692 |
1.0875 |
|
|
| 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 |
1.1085 |
1.0916 |
0.0169 |
1.5% |
0.0063 |
0.6% |
8% |
False |
True |
19,537 |
| 10 |
1.1090 |
1.0916 |
0.0174 |
1.6% |
0.0061 |
0.6% |
8% |
False |
True |
19,186 |
| 20 |
1.1090 |
1.0869 |
0.0221 |
2.0% |
0.0059 |
0.5% |
28% |
False |
False |
18,174 |
| 40 |
1.1090 |
1.0781 |
0.0309 |
2.8% |
0.0065 |
0.6% |
48% |
False |
False |
19,646 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0070 |
0.6% |
41% |
False |
False |
13,142 |
| 80 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0070 |
0.6% |
60% |
False |
False |
9,860 |
| 100 |
1.1145 |
1.0535 |
0.0610 |
5.6% |
0.0067 |
0.6% |
65% |
False |
False |
7,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1441 |
|
2.618 |
1.1278 |
|
1.618 |
1.1178 |
|
1.000 |
1.1116 |
|
0.618 |
1.1078 |
|
HIGH |
1.1016 |
|
0.618 |
1.0978 |
|
0.500 |
1.0966 |
|
0.382 |
1.0954 |
|
LOW |
1.0916 |
|
0.618 |
1.0854 |
|
1.000 |
1.0816 |
|
1.618 |
1.0754 |
|
2.618 |
1.0654 |
|
4.250 |
1.0491 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0966 |
1.0984 |
| PP |
1.0954 |
1.0966 |
| S1 |
1.0942 |
1.0948 |
|