CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0916 |
1.0971 |
0.0055 |
0.5% |
1.0967 |
| High |
1.1003 |
1.1020 |
0.0017 |
0.2% |
1.1062 |
| Low |
1.0881 |
1.0971 |
0.0090 |
0.8% |
1.0829 |
| Close |
1.0973 |
1.0989 |
0.0016 |
0.1% |
1.0960 |
| Range |
0.0122 |
0.0049 |
-0.0073 |
-59.8% |
0.0233 |
| ATR |
0.0083 |
0.0080 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
26,536 |
20,103 |
-6,433 |
-24.2% |
137,281 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1114 |
1.1016 |
|
| R3 |
1.1091 |
1.1065 |
1.1002 |
|
| R2 |
1.1042 |
1.1042 |
1.0998 |
|
| R1 |
1.1016 |
1.1016 |
1.0993 |
1.1029 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.1000 |
| S1 |
1.0967 |
1.0967 |
1.0985 |
1.0980 |
| S2 |
1.0944 |
1.0944 |
1.0980 |
|
| S3 |
1.0895 |
1.0918 |
1.0976 |
|
| S4 |
1.0846 |
1.0869 |
1.0962 |
|
|
| 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 |
1.1020 |
1.0881 |
0.0139 |
1.3% |
0.0082 |
0.7% |
78% |
True |
False |
24,873 |
| 10 |
1.1062 |
1.0829 |
0.0233 |
2.1% |
0.0092 |
0.8% |
69% |
False |
False |
27,840 |
| 20 |
1.1062 |
1.0589 |
0.0473 |
4.3% |
0.0083 |
0.8% |
85% |
False |
False |
25,679 |
| 40 |
1.1062 |
1.0513 |
0.0549 |
5.0% |
0.0072 |
0.7% |
87% |
False |
False |
22,800 |
| 60 |
1.1062 |
1.0305 |
0.0757 |
6.9% |
0.0075 |
0.7% |
90% |
False |
False |
17,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1228 |
|
2.618 |
1.1148 |
|
1.618 |
1.1099 |
|
1.000 |
1.1069 |
|
0.618 |
1.1050 |
|
HIGH |
1.1020 |
|
0.618 |
1.1001 |
|
0.500 |
1.0996 |
|
0.382 |
1.0990 |
|
LOW |
1.0971 |
|
0.618 |
1.0941 |
|
1.000 |
1.0922 |
|
1.618 |
1.0892 |
|
2.618 |
1.0843 |
|
4.250 |
1.0763 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0996 |
1.0976 |
| PP |
1.0993 |
1.0963 |
| S1 |
1.0991 |
1.0951 |
|