CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.1009 |
0.0007 |
0.1% |
1.0972 |
| High |
1.1013 |
1.1056 |
0.0043 |
0.4% |
1.1020 |
| Low |
1.0969 |
1.1002 |
0.0033 |
0.3% |
1.0881 |
| Close |
1.1005 |
1.1042 |
0.0037 |
0.3% |
1.1005 |
| Range |
0.0044 |
0.0054 |
0.0010 |
22.7% |
0.0139 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
15,714 |
15,885 |
171 |
1.1% |
112,071 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1173 |
1.1072 |
|
| R3 |
1.1141 |
1.1119 |
1.1057 |
|
| R2 |
1.1087 |
1.1087 |
1.1052 |
|
| R1 |
1.1065 |
1.1065 |
1.1047 |
1.1076 |
| PP |
1.1033 |
1.1033 |
1.1033 |
1.1039 |
| S1 |
1.1011 |
1.1011 |
1.1037 |
1.1022 |
| S2 |
1.0979 |
1.0979 |
1.1032 |
|
| S3 |
1.0925 |
1.0957 |
1.1027 |
|
| S4 |
1.0871 |
1.0903 |
1.1012 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1334 |
1.1081 |
|
| R3 |
1.1247 |
1.1195 |
1.1043 |
|
| R2 |
1.1108 |
1.1108 |
1.1030 |
|
| R1 |
1.1056 |
1.1056 |
1.1018 |
1.1082 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0982 |
| S1 |
1.0917 |
1.0917 |
1.0992 |
1.0943 |
| S2 |
1.0830 |
1.0830 |
1.0980 |
|
| S3 |
1.0691 |
1.0778 |
1.0967 |
|
| S4 |
1.0552 |
1.0639 |
1.0929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1056 |
1.0881 |
0.0175 |
1.6% |
0.0071 |
0.6% |
92% |
True |
False |
21,283 |
| 10 |
1.1062 |
1.0881 |
0.0181 |
1.6% |
0.0076 |
0.7% |
89% |
False |
False |
23,592 |
| 20 |
1.1062 |
1.0658 |
0.0404 |
3.7% |
0.0081 |
0.7% |
95% |
False |
False |
25,320 |
| 40 |
1.1062 |
1.0513 |
0.0549 |
5.0% |
0.0072 |
0.7% |
96% |
False |
False |
22,869 |
| 60 |
1.1062 |
1.0305 |
0.0757 |
6.9% |
0.0074 |
0.7% |
97% |
False |
False |
18,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1286 |
|
2.618 |
1.1197 |
|
1.618 |
1.1143 |
|
1.000 |
1.1110 |
|
0.618 |
1.1089 |
|
HIGH |
1.1056 |
|
0.618 |
1.1035 |
|
0.500 |
1.1029 |
|
0.382 |
1.1023 |
|
LOW |
1.1002 |
|
0.618 |
1.0969 |
|
1.000 |
1.0948 |
|
1.618 |
1.0915 |
|
2.618 |
1.0861 |
|
4.250 |
1.0773 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1038 |
1.1032 |
| PP |
1.1033 |
1.1022 |
| S1 |
1.1029 |
1.1013 |
|