CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1021 |
1.0972 |
-0.0049 |
-0.4% |
1.1009 |
| High |
1.1043 |
1.1026 |
-0.0017 |
-0.2% |
1.1108 |
| Low |
1.0947 |
1.0961 |
0.0014 |
0.1% |
1.0921 |
| Close |
1.0968 |
1.0979 |
0.0011 |
0.1% |
1.0968 |
| Range |
0.0096 |
0.0065 |
-0.0031 |
-32.3% |
0.0187 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
21,141 |
18,189 |
-2,952 |
-14.0% |
112,525 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1146 |
1.1015 |
|
| R3 |
1.1119 |
1.1081 |
1.0997 |
|
| R2 |
1.1054 |
1.1054 |
1.0991 |
|
| R1 |
1.1016 |
1.1016 |
1.0985 |
1.1035 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0998 |
| S1 |
1.0951 |
1.0951 |
1.0973 |
1.0970 |
| S2 |
1.0924 |
1.0924 |
1.0967 |
|
| S3 |
1.0859 |
1.0886 |
1.0961 |
|
| S4 |
1.0794 |
1.0821 |
1.0943 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1560 |
1.1451 |
1.1071 |
|
| R3 |
1.1373 |
1.1264 |
1.1019 |
|
| R2 |
1.1186 |
1.1186 |
1.1002 |
|
| R1 |
1.1077 |
1.1077 |
1.0985 |
1.1038 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.0980 |
| S1 |
1.0890 |
1.0890 |
1.0951 |
1.0851 |
| S2 |
1.0812 |
1.0812 |
1.0934 |
|
| S3 |
1.0625 |
1.0703 |
1.0917 |
|
| S4 |
1.0438 |
1.0516 |
1.0865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1108 |
1.0921 |
0.0187 |
1.7% |
0.0101 |
0.9% |
31% |
False |
False |
22,965 |
| 10 |
1.1108 |
1.0881 |
0.0227 |
2.1% |
0.0086 |
0.8% |
43% |
False |
False |
22,124 |
| 20 |
1.1108 |
1.0829 |
0.0279 |
2.5% |
0.0088 |
0.8% |
54% |
False |
False |
25,530 |
| 40 |
1.1108 |
1.0513 |
0.0595 |
5.4% |
0.0078 |
0.7% |
78% |
False |
False |
23,619 |
| 60 |
1.1108 |
1.0392 |
0.0716 |
6.5% |
0.0076 |
0.7% |
82% |
False |
False |
20,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1196 |
|
1.618 |
1.1131 |
|
1.000 |
1.1091 |
|
0.618 |
1.1066 |
|
HIGH |
1.1026 |
|
0.618 |
1.1001 |
|
0.500 |
1.0994 |
|
0.382 |
1.0986 |
|
LOW |
1.0961 |
|
0.618 |
1.0921 |
|
1.000 |
1.0896 |
|
1.618 |
1.0856 |
|
2.618 |
1.0791 |
|
4.250 |
1.0685 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0994 |
1.0982 |
| PP |
1.0989 |
1.0981 |
| S1 |
1.0984 |
1.0980 |
|