CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.0932 |
-0.0065 |
-0.6% |
1.1076 |
| High |
1.1016 |
1.0956 |
-0.0060 |
-0.5% |
1.1077 |
| Low |
1.0916 |
1.0915 |
-0.0001 |
0.0% |
1.0915 |
| Close |
1.0930 |
1.0917 |
-0.0013 |
-0.1% |
1.0917 |
| Range |
0.0100 |
0.0041 |
-0.0059 |
-59.0% |
0.0162 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
24,239 |
21,175 |
-3,064 |
-12.6% |
103,316 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.1026 |
1.0940 |
|
| R3 |
1.1011 |
1.0985 |
1.0928 |
|
| R2 |
1.0970 |
1.0970 |
1.0925 |
|
| R1 |
1.0944 |
1.0944 |
1.0921 |
1.0937 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0926 |
| S1 |
1.0903 |
1.0903 |
1.0913 |
1.0896 |
| S2 |
1.0888 |
1.0888 |
1.0909 |
|
| S3 |
1.0847 |
1.0862 |
1.0906 |
|
| S4 |
1.0806 |
1.0821 |
1.0894 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1348 |
1.1006 |
|
| R3 |
1.1294 |
1.1186 |
1.0962 |
|
| R2 |
1.1132 |
1.1132 |
1.0947 |
|
| R1 |
1.1024 |
1.1024 |
1.0932 |
1.0997 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0956 |
| S1 |
1.0862 |
1.0862 |
1.0902 |
1.0835 |
| S2 |
1.0808 |
1.0808 |
1.0887 |
|
| S3 |
1.0646 |
1.0700 |
1.0872 |
|
| S4 |
1.0484 |
1.0538 |
1.0828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1077 |
1.0915 |
0.0162 |
1.5% |
0.0057 |
0.5% |
1% |
False |
True |
20,663 |
| 10 |
1.1090 |
1.0915 |
0.0175 |
1.6% |
0.0060 |
0.6% |
1% |
False |
True |
19,582 |
| 20 |
1.1090 |
1.0890 |
0.0200 |
1.8% |
0.0058 |
0.5% |
14% |
False |
False |
18,211 |
| 40 |
1.1090 |
1.0781 |
0.0309 |
2.8% |
0.0064 |
0.6% |
44% |
False |
False |
20,154 |
| 60 |
1.1145 |
1.0781 |
0.0364 |
3.3% |
0.0069 |
0.6% |
37% |
False |
False |
13,495 |
| 80 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0070 |
0.6% |
58% |
False |
False |
10,125 |
| 100 |
1.1145 |
1.0535 |
0.0610 |
5.6% |
0.0067 |
0.6% |
63% |
False |
False |
8,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1130 |
|
2.618 |
1.1063 |
|
1.618 |
1.1022 |
|
1.000 |
1.0997 |
|
0.618 |
1.0981 |
|
HIGH |
1.0956 |
|
0.618 |
1.0940 |
|
0.500 |
1.0936 |
|
0.382 |
1.0931 |
|
LOW |
1.0915 |
|
0.618 |
1.0890 |
|
1.000 |
1.0874 |
|
1.618 |
1.0849 |
|
2.618 |
1.0808 |
|
4.250 |
1.0741 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0969 |
| PP |
1.0929 |
1.0952 |
| S1 |
1.0923 |
1.0934 |
|