CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1009 |
1.1041 |
0.0032 |
0.3% |
1.0972 |
| High |
1.1056 |
1.1108 |
0.0052 |
0.5% |
1.1020 |
| Low |
1.1002 |
1.1036 |
0.0034 |
0.3% |
1.0881 |
| Close |
1.1042 |
1.1083 |
0.0041 |
0.4% |
1.1005 |
| Range |
0.0054 |
0.0072 |
0.0018 |
33.3% |
0.0139 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
15,885 |
17,565 |
1,680 |
10.6% |
112,071 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1292 |
1.1259 |
1.1123 |
|
| R3 |
1.1220 |
1.1187 |
1.1103 |
|
| R2 |
1.1148 |
1.1148 |
1.1096 |
|
| R1 |
1.1115 |
1.1115 |
1.1090 |
1.1132 |
| PP |
1.1076 |
1.1076 |
1.1076 |
1.1084 |
| S1 |
1.1043 |
1.1043 |
1.1076 |
1.1060 |
| S2 |
1.1004 |
1.1004 |
1.1070 |
|
| S3 |
1.0932 |
1.0971 |
1.1063 |
|
| S4 |
1.0860 |
1.0899 |
1.1043 |
|
|
| 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 |
1.1108 |
1.0881 |
0.0227 |
2.0% |
0.0068 |
0.6% |
89% |
True |
False |
19,160 |
| 10 |
1.1108 |
1.0881 |
0.0227 |
2.0% |
0.0077 |
0.7% |
89% |
True |
False |
22,978 |
| 20 |
1.1108 |
1.0710 |
0.0398 |
3.6% |
0.0080 |
0.7% |
94% |
True |
False |
25,095 |
| 40 |
1.1108 |
1.0513 |
0.0595 |
5.4% |
0.0072 |
0.7% |
96% |
True |
False |
22,941 |
| 60 |
1.1108 |
1.0305 |
0.0803 |
7.2% |
0.0074 |
0.7% |
97% |
True |
False |
18,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1414 |
|
2.618 |
1.1296 |
|
1.618 |
1.1224 |
|
1.000 |
1.1180 |
|
0.618 |
1.1152 |
|
HIGH |
1.1108 |
|
0.618 |
1.1080 |
|
0.500 |
1.1072 |
|
0.382 |
1.1064 |
|
LOW |
1.1036 |
|
0.618 |
1.0992 |
|
1.000 |
1.0964 |
|
1.618 |
1.0920 |
|
2.618 |
1.0848 |
|
4.250 |
1.0730 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1079 |
1.1068 |
| PP |
1.1076 |
1.1053 |
| S1 |
1.1072 |
1.1039 |
|