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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0999 1.0902 0.0097 0.9% 0.0044 0.4% 52% False False 4
10 1.0999 1.0816 0.0183 1.7% 0.0054 0.5% 74% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
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

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

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