CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0925 |
1.0923 |
-0.0002 |
0.0% |
1.0829 |
| High |
1.0964 |
1.0944 |
-0.0020 |
-0.2% |
1.0965 |
| Low |
1.0907 |
1.0902 |
-0.0005 |
0.0% |
1.0816 |
| Close |
1.0940 |
1.0916 |
-0.0024 |
-0.2% |
1.0916 |
| Range |
0.0057 |
0.0042 |
-0.0015 |
-26.3% |
0.0149 |
| ATR |
0.0000 |
0.0063 |
0.0063 |
|
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
9 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1047 |
1.1023 |
1.0939 |
|
| R3 |
1.1005 |
1.0981 |
1.0928 |
|
| R2 |
1.0963 |
1.0963 |
1.0924 |
|
| R1 |
1.0939 |
1.0939 |
1.0920 |
1.0930 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0916 |
| S1 |
1.0897 |
1.0897 |
1.0912 |
1.0888 |
| S2 |
1.0879 |
1.0879 |
1.0908 |
|
| S3 |
1.0837 |
1.0855 |
1.0904 |
|
| S4 |
1.0795 |
1.0813 |
1.0893 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1346 |
1.1280 |
1.0998 |
|
| R3 |
1.1197 |
1.1131 |
1.0957 |
|
| R2 |
1.1048 |
1.1048 |
1.0943 |
|
| R1 |
1.0982 |
1.0982 |
1.0930 |
1.1015 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0916 |
| S1 |
1.0833 |
1.0833 |
1.0902 |
1.0866 |
| S2 |
1.0750 |
1.0750 |
1.0889 |
|
| S3 |
1.0601 |
1.0684 |
1.0875 |
|
| S4 |
1.0452 |
1.0535 |
1.0834 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1123 |
|
2.618 |
1.1054 |
|
1.618 |
1.1012 |
|
1.000 |
1.0986 |
|
0.618 |
1.0970 |
|
HIGH |
1.0944 |
|
0.618 |
1.0928 |
|
0.500 |
1.0923 |
|
0.382 |
1.0918 |
|
LOW |
1.0902 |
|
0.618 |
1.0876 |
|
1.000 |
1.0860 |
|
1.618 |
1.0834 |
|
2.618 |
1.0792 |
|
4.250 |
1.0724 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0921 |
| PP |
1.0921 |
1.0919 |
| S1 |
1.0918 |
1.0918 |
|