CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0829 |
1.0906 |
0.0077 |
0.7% |
1.1020 |
| High |
1.0873 |
1.0935 |
0.0062 |
0.6% |
1.1063 |
| Low |
1.0816 |
1.0869 |
0.0053 |
0.5% |
1.0819 |
| Close |
1.0871 |
1.0932 |
0.0061 |
0.6% |
1.0823 |
| Range |
0.0057 |
0.0066 |
0.0009 |
15.8% |
0.0244 |
| ATR |
|
|
|
|
|
| Volume |
3 |
1 |
-2 |
-66.7% |
31 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1087 |
1.0968 |
|
| R3 |
1.1044 |
1.1021 |
1.0950 |
|
| R2 |
1.0978 |
1.0978 |
1.0944 |
|
| R1 |
1.0955 |
1.0955 |
1.0938 |
1.0967 |
| PP |
1.0912 |
1.0912 |
1.0912 |
1.0918 |
| S1 |
1.0889 |
1.0889 |
1.0926 |
1.0901 |
| S2 |
1.0846 |
1.0846 |
1.0920 |
|
| S3 |
1.0780 |
1.0823 |
1.0914 |
|
| S4 |
1.0714 |
1.0757 |
1.0896 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1472 |
1.0957 |
|
| R3 |
1.1390 |
1.1228 |
1.0890 |
|
| R2 |
1.1146 |
1.1146 |
1.0868 |
|
| R1 |
1.0984 |
1.0984 |
1.0845 |
1.0943 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0881 |
| S1 |
1.0740 |
1.0740 |
1.0801 |
1.0699 |
| S2 |
1.0658 |
1.0658 |
1.0778 |
|
| S3 |
1.0414 |
1.0496 |
1.0756 |
|
| S4 |
1.0170 |
1.0252 |
1.0689 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.1108 |
|
1.618 |
1.1042 |
|
1.000 |
1.1001 |
|
0.618 |
1.0976 |
|
HIGH |
1.0935 |
|
0.618 |
1.0910 |
|
0.500 |
1.0902 |
|
0.382 |
1.0894 |
|
LOW |
1.0869 |
|
0.618 |
1.0828 |
|
1.000 |
1.0803 |
|
1.618 |
1.0762 |
|
2.618 |
1.0696 |
|
4.250 |
1.0589 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0922 |
1.0913 |
| PP |
1.0912 |
1.0894 |
| S1 |
1.0902 |
1.0876 |
|