CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0964 |
1.1022 |
0.0058 |
0.5% |
1.0871 |
| High |
1.1062 |
1.1042 |
-0.0020 |
-0.2% |
1.1056 |
| Low |
1.0954 |
1.0965 |
0.0011 |
0.1% |
1.0850 |
| Close |
1.1020 |
1.0998 |
-0.0022 |
-0.2% |
1.0956 |
| Range |
0.0108 |
0.0077 |
-0.0031 |
-28.7% |
0.0206 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
29,788 |
26,462 |
-3,326 |
-11.2% |
159,166 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1192 |
1.1040 |
|
| R3 |
1.1156 |
1.1115 |
1.1019 |
|
| R2 |
1.1079 |
1.1079 |
1.1012 |
|
| R1 |
1.1038 |
1.1038 |
1.1005 |
1.1020 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0993 |
| S1 |
1.0961 |
1.0961 |
1.0991 |
1.0943 |
| S2 |
1.0925 |
1.0925 |
1.0984 |
|
| S3 |
1.0848 |
1.0884 |
1.0977 |
|
| S4 |
1.0771 |
1.0807 |
1.0956 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1470 |
1.1069 |
|
| R3 |
1.1366 |
1.1264 |
1.1013 |
|
| R2 |
1.1160 |
1.1160 |
1.0994 |
|
| R1 |
1.1058 |
1.1058 |
1.0975 |
1.1109 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0980 |
| S1 |
1.0852 |
1.0852 |
1.0937 |
1.0903 |
| S2 |
1.0748 |
1.0748 |
1.0918 |
|
| S3 |
1.0542 |
1.0646 |
1.0899 |
|
| S4 |
1.0336 |
1.0440 |
1.0843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1062 |
1.0829 |
0.0233 |
2.1% |
0.0101 |
0.9% |
73% |
False |
False |
30,808 |
| 10 |
1.1062 |
1.0814 |
0.0248 |
2.3% |
0.0089 |
0.8% |
74% |
False |
False |
28,773 |
| 20 |
1.1062 |
1.0579 |
0.0483 |
4.4% |
0.0077 |
0.7% |
87% |
False |
False |
24,794 |
| 40 |
1.1062 |
1.0497 |
0.0565 |
5.1% |
0.0072 |
0.7% |
89% |
False |
False |
22,402 |
| 60 |
1.1062 |
1.0284 |
0.0778 |
7.1% |
0.0072 |
0.7% |
92% |
False |
False |
15,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1369 |
|
2.618 |
1.1244 |
|
1.618 |
1.1167 |
|
1.000 |
1.1119 |
|
0.618 |
1.1090 |
|
HIGH |
1.1042 |
|
0.618 |
1.1013 |
|
0.500 |
1.1004 |
|
0.382 |
1.0994 |
|
LOW |
1.0965 |
|
0.618 |
1.0917 |
|
1.000 |
1.0888 |
|
1.618 |
1.0840 |
|
2.618 |
1.0763 |
|
4.250 |
1.0638 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1004 |
1.0992 |
| PP |
1.1002 |
1.0986 |
| S1 |
1.1000 |
1.0980 |
|