CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0952 |
0.0009 |
0.1% |
1.0829 |
| High |
1.0966 |
1.0968 |
0.0002 |
0.0% |
1.0965 |
| Low |
1.0939 |
1.0927 |
-0.0012 |
-0.1% |
1.0816 |
| Close |
1.0954 |
1.0952 |
-0.0002 |
0.0% |
1.0916 |
| Range |
0.0027 |
0.0041 |
0.0014 |
51.9% |
0.0149 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
9 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1053 |
1.0975 |
|
| R3 |
1.1031 |
1.1012 |
1.0963 |
|
| R2 |
1.0990 |
1.0990 |
1.0960 |
|
| R1 |
1.0971 |
1.0971 |
1.0956 |
1.0973 |
| PP |
1.0949 |
1.0949 |
1.0949 |
1.0950 |
| S1 |
1.0930 |
1.0930 |
1.0948 |
1.0932 |
| S2 |
1.0908 |
1.0908 |
1.0944 |
|
| S3 |
1.0867 |
1.0889 |
1.0941 |
|
| S4 |
1.0826 |
1.0848 |
1.0929 |
|
|
| 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 |
1.1142 |
|
2.618 |
1.1075 |
|
1.618 |
1.1034 |
|
1.000 |
1.1009 |
|
0.618 |
1.0993 |
|
HIGH |
1.0968 |
|
0.618 |
1.0952 |
|
0.500 |
1.0948 |
|
0.382 |
1.0943 |
|
LOW |
1.0927 |
|
0.618 |
1.0902 |
|
1.000 |
1.0886 |
|
1.618 |
1.0861 |
|
2.618 |
1.0820 |
|
4.250 |
1.0753 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0951 |
1.0963 |
| PP |
1.0949 |
1.0959 |
| S1 |
1.0948 |
1.0956 |
|