CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.1040 |
0.0088 |
0.8% |
1.0949 |
| High |
1.0968 |
1.1047 |
0.0079 |
0.7% |
1.1047 |
| Low |
1.0927 |
1.0952 |
0.0025 |
0.2% |
1.0923 |
| Close |
1.0952 |
1.1040 |
0.0088 |
0.8% |
1.1040 |
| Range |
0.0041 |
0.0095 |
0.0054 |
131.7% |
0.0124 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
4.5% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
22 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1298 |
1.1264 |
1.1092 |
|
| R3 |
1.1203 |
1.1169 |
1.1066 |
|
| R2 |
1.1108 |
1.1108 |
1.1057 |
|
| R1 |
1.1074 |
1.1074 |
1.1049 |
1.1088 |
| PP |
1.1013 |
1.1013 |
1.1013 |
1.1020 |
| S1 |
1.0979 |
1.0979 |
1.1031 |
1.0993 |
| S2 |
1.0918 |
1.0918 |
1.1023 |
|
| S3 |
1.0823 |
1.0884 |
1.1014 |
|
| S4 |
1.0728 |
1.0789 |
1.0988 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1332 |
1.1108 |
|
| R3 |
1.1251 |
1.1208 |
1.1074 |
|
| R2 |
1.1127 |
1.1127 |
1.1063 |
|
| R1 |
1.1084 |
1.1084 |
1.1051 |
1.1106 |
| PP |
1.1003 |
1.1003 |
1.1003 |
1.1014 |
| S1 |
1.0960 |
1.0960 |
1.1029 |
1.0982 |
| S2 |
1.0879 |
1.0879 |
1.1017 |
|
| S3 |
1.0755 |
1.0836 |
1.1006 |
|
| S4 |
1.0631 |
1.0712 |
1.0972 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1296 |
|
1.618 |
1.1201 |
|
1.000 |
1.1142 |
|
0.618 |
1.1106 |
|
HIGH |
1.1047 |
|
0.618 |
1.1011 |
|
0.500 |
1.1000 |
|
0.382 |
1.0988 |
|
LOW |
1.0952 |
|
0.618 |
1.0893 |
|
1.000 |
1.0857 |
|
1.618 |
1.0798 |
|
2.618 |
1.0703 |
|
4.250 |
1.0548 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1027 |
1.1022 |
| PP |
1.1013 |
1.1005 |
| S1 |
1.1000 |
1.0987 |
|