CME Swiss Franc Future March 2021
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.1040 |
0.0000 |
0.0% |
1.0949 |
| High |
1.1047 |
1.1051 |
0.0004 |
0.0% |
1.1047 |
| Low |
1.0952 |
1.1010 |
0.0058 |
0.5% |
1.0923 |
| Close |
1.1040 |
1.1047 |
0.0007 |
0.1% |
1.1040 |
| Range |
0.0095 |
0.0041 |
-0.0054 |
-56.8% |
0.0124 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
22 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1159 |
1.1144 |
1.1070 |
|
| R3 |
1.1118 |
1.1103 |
1.1058 |
|
| R2 |
1.1077 |
1.1077 |
1.1055 |
|
| R1 |
1.1062 |
1.1062 |
1.1051 |
1.1070 |
| PP |
1.1036 |
1.1036 |
1.1036 |
1.1040 |
| S1 |
1.1021 |
1.1021 |
1.1043 |
1.1029 |
| S2 |
1.0995 |
1.0995 |
1.1039 |
|
| S3 |
1.0954 |
1.0980 |
1.1036 |
|
| S4 |
1.0913 |
1.0939 |
1.1024 |
|
|
| 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 |
1.1225 |
|
2.618 |
1.1158 |
|
1.618 |
1.1117 |
|
1.000 |
1.1092 |
|
0.618 |
1.1076 |
|
HIGH |
1.1051 |
|
0.618 |
1.1035 |
|
0.500 |
1.1031 |
|
0.382 |
1.1026 |
|
LOW |
1.1010 |
|
0.618 |
1.0985 |
|
1.000 |
1.0969 |
|
1.618 |
1.0944 |
|
2.618 |
1.0903 |
|
4.250 |
1.0836 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1042 |
1.1028 |
| PP |
1.1036 |
1.1008 |
| S1 |
1.1031 |
1.0989 |
|