CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.0943 |
-0.0017 |
-0.2% |
1.0829 |
| High |
1.0999 |
1.0966 |
-0.0033 |
-0.3% |
1.0965 |
| Low |
1.0949 |
1.0939 |
-0.0010 |
-0.1% |
1.0816 |
| Close |
1.0960 |
1.0954 |
-0.0006 |
-0.1% |
1.0916 |
| Range |
0.0050 |
0.0027 |
-0.0023 |
-46.0% |
0.0149 |
| ATR |
0.0062 |
0.0060 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
9 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1034 |
1.1021 |
1.0969 |
|
| R3 |
1.1007 |
1.0994 |
1.0961 |
|
| R2 |
1.0980 |
1.0980 |
1.0959 |
|
| R1 |
1.0967 |
1.0967 |
1.0956 |
1.0974 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0956 |
| S1 |
1.0940 |
1.0940 |
1.0952 |
1.0947 |
| S2 |
1.0926 |
1.0926 |
1.0949 |
|
| S3 |
1.0899 |
1.0913 |
1.0947 |
|
| S4 |
1.0872 |
1.0886 |
1.0939 |
|
|
| 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 |
1.1081 |
|
2.618 |
1.1037 |
|
1.618 |
1.1010 |
|
1.000 |
1.0993 |
|
0.618 |
1.0983 |
|
HIGH |
1.0966 |
|
0.618 |
1.0956 |
|
0.500 |
1.0953 |
|
0.382 |
1.0949 |
|
LOW |
1.0939 |
|
0.618 |
1.0922 |
|
1.000 |
1.0912 |
|
1.618 |
1.0895 |
|
2.618 |
1.0868 |
|
4.250 |
1.0824 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0954 |
1.0961 |
| PP |
1.0953 |
1.0959 |
| S1 |
1.0953 |
1.0956 |
|