CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0933 |
1.0916 |
-0.0017 |
-0.2% |
1.0967 |
| High |
1.0992 |
1.1003 |
0.0011 |
0.1% |
1.1062 |
| Low |
1.0906 |
1.0881 |
-0.0025 |
-0.2% |
1.0829 |
| Close |
1.0913 |
1.0973 |
0.0060 |
0.5% |
1.0960 |
| Range |
0.0086 |
0.0122 |
0.0036 |
41.9% |
0.0233 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.8% |
0.0000 |
| Volume |
28,179 |
26,536 |
-1,643 |
-5.8% |
137,281 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1268 |
1.1040 |
|
| R3 |
1.1196 |
1.1146 |
1.1007 |
|
| R2 |
1.1074 |
1.1074 |
1.0995 |
|
| R1 |
1.1024 |
1.1024 |
1.0984 |
1.1049 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0965 |
| S1 |
1.0902 |
1.0902 |
1.0962 |
1.0927 |
| S2 |
1.0830 |
1.0830 |
1.0951 |
|
| S3 |
1.0708 |
1.0780 |
1.0939 |
|
| S4 |
1.0586 |
1.0658 |
1.0906 |
|
|
| 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 |
1.1042 |
1.0881 |
0.0161 |
1.5% |
0.0088 |
0.8% |
57% |
False |
True |
26,145 |
| 10 |
1.1062 |
1.0829 |
0.0233 |
2.1% |
0.0094 |
0.9% |
62% |
False |
False |
28,820 |
| 20 |
1.1062 |
1.0579 |
0.0483 |
4.4% |
0.0082 |
0.8% |
82% |
False |
False |
25,688 |
| 40 |
1.1062 |
1.0513 |
0.0549 |
5.0% |
0.0072 |
0.7% |
84% |
False |
False |
22,645 |
| 60 |
1.1062 |
1.0305 |
0.0757 |
6.9% |
0.0074 |
0.7% |
88% |
False |
False |
17,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1522 |
|
2.618 |
1.1322 |
|
1.618 |
1.1200 |
|
1.000 |
1.1125 |
|
0.618 |
1.1078 |
|
HIGH |
1.1003 |
|
0.618 |
1.0956 |
|
0.500 |
1.0942 |
|
0.382 |
1.0928 |
|
LOW |
1.0881 |
|
0.618 |
1.0806 |
|
1.000 |
1.0759 |
|
1.618 |
1.0684 |
|
2.618 |
1.0562 |
|
4.250 |
1.0363 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0963 |
1.0963 |
| PP |
1.0952 |
1.0952 |
| S1 |
1.0942 |
1.0942 |
|