Scum

I have an ongoing issue with a gray, heavy greasy substance collecting on the top of my floating thermometer.  When you try to wipe it off with a cloth, it mostly smears vs come off.  It takes something like Clorox Cleanup to get it off.  I don’t have this collecting anywhere else that I can see, sides of the pool, skimmer, etc.  What is the cause and how do I control it?

Thanks.  Mike