CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 1.0923 1.0949 0.0026 0.2% 1.0829
High 1.0944 1.0984 0.0040 0.4% 1.0965
Low 1.0902 1.0923 0.0021 0.2% 1.0816
Close 1.0916 1.0970 0.0054 0.5% 1.0916
Range 0.0042 0.0061 0.0019 45.2% 0.0149
ATR 0.0063 0.0063 0.0000 0.6% 0.0000
Volume 2 9 7 350.0% 9
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1142 1.1117 1.1004
R3 1.1081 1.1056 1.0987
R2 1.1020 1.1020 1.0981
R1 1.0995 1.0995 1.0976 1.1008
PP 1.0959 1.0959 1.0959 1.0965
S1 1.0934 1.0934 1.0964 1.0947
S2 1.0898 1.0898 1.0959
S3 1.0837 1.0873 1.0953
S4 1.0776 1.0812 1.0936
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0984 1.0869 0.0115 1.0% 0.0063 0.6% 88% True False 3
10 1.1003 1.0816 0.0187 1.7% 0.0063 0.6% 82% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1243
2.618 1.1144
1.618 1.1083
1.000 1.1045
0.618 1.1022
HIGH 1.0984
0.618 1.0961
0.500 1.0954
0.382 1.0946
LOW 1.0923
0.618 1.0885
1.000 1.0862
1.618 1.0824
2.618 1.0763
4.250 1.0664
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 1.0965 1.0961
PP 1.0959 1.0952
S1 1.0954 1.0943

These figures are updated between 7pm and 10pm EST after a trading day.

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