CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1041 |
1.1083 |
0.0042 |
0.4% |
1.0972 |
| High |
1.1108 |
1.1095 |
-0.0013 |
-0.1% |
1.1020 |
| Low |
1.1036 |
1.0931 |
-0.0105 |
-1.0% |
1.0881 |
| Close |
1.1083 |
1.0952 |
-0.0131 |
-1.2% |
1.1005 |
| Range |
0.0072 |
0.0164 |
0.0092 |
127.8% |
0.0139 |
| ATR |
0.0076 |
0.0082 |
0.0006 |
8.3% |
0.0000 |
| Volume |
17,565 |
26,861 |
9,296 |
52.9% |
112,071 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1485 |
1.1382 |
1.1042 |
|
| R3 |
1.1321 |
1.1218 |
1.0997 |
|
| R2 |
1.1157 |
1.1157 |
1.0982 |
|
| R1 |
1.1054 |
1.1054 |
1.0967 |
1.1024 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0977 |
| S1 |
1.0890 |
1.0890 |
1.0937 |
1.0860 |
| S2 |
1.0829 |
1.0829 |
1.0922 |
|
| S3 |
1.0665 |
1.0726 |
1.0907 |
|
| S4 |
1.0501 |
1.0562 |
1.0862 |
|
|
| 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 |
1.0931 |
0.0177 |
1.6% |
0.0077 |
0.7% |
12% |
False |
True |
19,225 |
| 10 |
1.1108 |
1.0881 |
0.0227 |
2.1% |
0.0082 |
0.8% |
31% |
False |
False |
22,685 |
| 20 |
1.1108 |
1.0770 |
0.0338 |
3.1% |
0.0085 |
0.8% |
54% |
False |
False |
25,332 |
| 40 |
1.1108 |
1.0513 |
0.0595 |
5.4% |
0.0074 |
0.7% |
74% |
False |
False |
23,098 |
| 60 |
1.1108 |
1.0313 |
0.0795 |
7.3% |
0.0076 |
0.7% |
80% |
False |
False |
18,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1792 |
|
2.618 |
1.1524 |
|
1.618 |
1.1360 |
|
1.000 |
1.1259 |
|
0.618 |
1.1196 |
|
HIGH |
1.1095 |
|
0.618 |
1.1032 |
|
0.500 |
1.1013 |
|
0.382 |
1.0994 |
|
LOW |
1.0931 |
|
0.618 |
1.0830 |
|
1.000 |
1.0767 |
|
1.618 |
1.0666 |
|
2.618 |
1.0502 |
|
4.250 |
1.0234 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1013 |
1.1020 |
| PP |
1.0993 |
1.0997 |
| S1 |
1.0972 |
1.0975 |
|