CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0972 |
1.0933 |
-0.0039 |
-0.4% |
1.0967 |
| High |
1.0973 |
1.0992 |
0.0019 |
0.2% |
1.1062 |
| Low |
1.0898 |
1.0906 |
0.0008 |
0.1% |
1.0829 |
| Close |
1.0936 |
1.0913 |
-0.0023 |
-0.2% |
1.0960 |
| Range |
0.0075 |
0.0086 |
0.0011 |
14.7% |
0.0233 |
| ATR |
0.0079 |
0.0080 |
0.0000 |
0.6% |
0.0000 |
| Volume |
21,539 |
28,179 |
6,640 |
30.8% |
137,281 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1140 |
1.0960 |
|
| R3 |
1.1109 |
1.1054 |
1.0937 |
|
| R2 |
1.1023 |
1.1023 |
1.0929 |
|
| R1 |
1.0968 |
1.0968 |
1.0921 |
1.0953 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0929 |
| S1 |
1.0882 |
1.0882 |
1.0905 |
1.0867 |
| S2 |
1.0851 |
1.0851 |
1.0897 |
|
| S3 |
1.0765 |
1.0796 |
1.0889 |
|
| S4 |
1.0679 |
1.0710 |
1.0866 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1649 |
1.1538 |
1.1088 |
|
| R3 |
1.1416 |
1.1305 |
1.1024 |
|
| R2 |
1.1183 |
1.1183 |
1.1003 |
|
| R1 |
1.1072 |
1.1072 |
1.0981 |
1.1011 |
| PP |
1.0950 |
1.0950 |
1.0950 |
1.0920 |
| S1 |
1.0839 |
1.0839 |
1.0939 |
1.0778 |
| S2 |
1.0717 |
1.0717 |
1.0917 |
|
| S3 |
1.0484 |
1.0606 |
1.0896 |
|
| S4 |
1.0251 |
1.0373 |
1.0832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1062 |
1.0898 |
0.0164 |
1.5% |
0.0085 |
0.8% |
9% |
False |
False |
26,795 |
| 10 |
1.1062 |
1.0829 |
0.0233 |
2.1% |
0.0091 |
0.8% |
36% |
False |
False |
29,135 |
| 20 |
1.1062 |
1.0579 |
0.0483 |
4.4% |
0.0081 |
0.7% |
69% |
False |
False |
25,539 |
| 40 |
1.1062 |
1.0513 |
0.0549 |
5.0% |
0.0071 |
0.6% |
73% |
False |
False |
22,468 |
| 60 |
1.1062 |
1.0284 |
0.0778 |
7.1% |
0.0074 |
0.7% |
81% |
False |
False |
16,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1358 |
|
2.618 |
1.1217 |
|
1.618 |
1.1131 |
|
1.000 |
1.1078 |
|
0.618 |
1.1045 |
|
HIGH |
1.0992 |
|
0.618 |
1.0959 |
|
0.500 |
1.0949 |
|
0.382 |
1.0939 |
|
LOW |
1.0906 |
|
0.618 |
1.0853 |
|
1.000 |
1.0820 |
|
1.618 |
1.0767 |
|
2.618 |
1.0681 |
|
4.250 |
1.0541 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.0955 |
| PP |
1.0937 |
1.0941 |
| S1 |
1.0925 |
1.0927 |
|