CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0911 |
1.0925 |
0.0014 |
0.1% |
1.1020 |
| High |
1.0965 |
1.0964 |
-0.0001 |
0.0% |
1.1063 |
| Low |
1.0877 |
1.0907 |
0.0030 |
0.3% |
1.0819 |
| Close |
1.0909 |
1.0940 |
0.0031 |
0.3% |
1.0823 |
| Range |
0.0088 |
0.0057 |
-0.0031 |
-35.2% |
0.0244 |
| ATR |
|
|
|
|
|
| Volume |
2 |
1 |
-1 |
-50.0% |
31 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1108 |
1.1081 |
1.0971 |
|
| R3 |
1.1051 |
1.1024 |
1.0956 |
|
| R2 |
1.0994 |
1.0994 |
1.0950 |
|
| R1 |
1.0967 |
1.0967 |
1.0945 |
1.0981 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0944 |
| S1 |
1.0910 |
1.0910 |
1.0935 |
1.0924 |
| S2 |
1.0880 |
1.0880 |
1.0930 |
|
| S3 |
1.0823 |
1.0853 |
1.0924 |
|
| S4 |
1.0766 |
1.0796 |
1.0909 |
|
|
| 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 |
1.1206 |
|
2.618 |
1.1113 |
|
1.618 |
1.1056 |
|
1.000 |
1.1021 |
|
0.618 |
1.0999 |
|
HIGH |
1.0964 |
|
0.618 |
1.0942 |
|
0.500 |
1.0936 |
|
0.382 |
1.0929 |
|
LOW |
1.0907 |
|
0.618 |
1.0872 |
|
1.000 |
1.0850 |
|
1.618 |
1.0815 |
|
2.618 |
1.0758 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0939 |
1.0932 |
| PP |
1.0937 |
1.0925 |
| S1 |
1.0936 |
1.0917 |
|