CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0906 |
1.0911 |
0.0005 |
0.0% |
1.1020 |
| High |
1.0935 |
1.0965 |
0.0030 |
0.3% |
1.1063 |
| Low |
1.0869 |
1.0877 |
0.0008 |
0.1% |
1.0819 |
| Close |
1.0932 |
1.0909 |
-0.0023 |
-0.2% |
1.0823 |
| Range |
0.0066 |
0.0088 |
0.0022 |
33.3% |
0.0244 |
| ATR |
|
|
|
|
|
| Volume |
1 |
2 |
1 |
100.0% |
31 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1181 |
1.1133 |
1.0957 |
|
| R3 |
1.1093 |
1.1045 |
1.0933 |
|
| R2 |
1.1005 |
1.1005 |
1.0925 |
|
| R1 |
1.0957 |
1.0957 |
1.0917 |
1.0937 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0907 |
| S1 |
1.0869 |
1.0869 |
1.0901 |
1.0849 |
| S2 |
1.0829 |
1.0829 |
1.0893 |
|
| S3 |
1.0741 |
1.0781 |
1.0885 |
|
| S4 |
1.0653 |
1.0693 |
1.0861 |
|
|
| 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 |
1.1339 |
|
2.618 |
1.1195 |
|
1.618 |
1.1107 |
|
1.000 |
1.1053 |
|
0.618 |
1.1019 |
|
HIGH |
1.0965 |
|
0.618 |
1.0931 |
|
0.500 |
1.0921 |
|
0.382 |
1.0911 |
|
LOW |
1.0877 |
|
0.618 |
1.0823 |
|
1.000 |
1.0789 |
|
1.618 |
1.0735 |
|
2.618 |
1.0647 |
|
4.250 |
1.0503 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0921 |
1.0903 |
| PP |
1.0917 |
1.0897 |
| S1 |
1.0913 |
1.0891 |
|