CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 1.0949 1.0960 0.0011 0.1% 1.0829
High 1.0984 1.0999 0.0015 0.1% 1.0965
Low 1.0923 1.0949 0.0026 0.2% 1.0816
Close 1.0970 1.0960 -0.0010 -0.1% 1.0916
Range 0.0061 0.0050 -0.0011 -18.0% 0.0149
ATR 0.0063 0.0062 -0.0001 -1.5% 0.0000
Volume 9 2 -7 -77.8% 9
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1119 1.1090 1.0988
R3 1.1069 1.1040 1.0974
R2 1.1019 1.1019 1.0969
R1 1.0990 1.0990 1.0965 1.0985
PP 1.0969 1.0969 1.0969 1.0967
S1 1.0940 1.0940 1.0955 1.0935
S2 1.0919 1.0919 1.0951
S3 1.0869 1.0890 1.0946
S4 1.0819 1.0840 1.0933
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 1.0999 1.0877 0.0122 1.1% 0.0060 0.5% 68% True False 3
10 1.0999 1.0816 0.0183 1.7% 0.0060 0.5% 79% True False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1212
2.618 1.1130
1.618 1.1080
1.000 1.1049
0.618 1.1030
HIGH 1.0999
0.618 1.0980
0.500 1.0974
0.382 1.0968
LOW 1.0949
0.618 1.0918
1.000 1.0899
1.618 1.0868
2.618 1.0818
4.250 1.0737
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 1.0974 1.0957
PP 1.0969 1.0954
S1 1.0965 1.0951

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

View Archives - Comment on this page... - Back to Index of Symbols