CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0973 |
1.1025 |
0.0052 |
0.5% |
1.1009 |
| High |
1.1026 |
1.1028 |
0.0002 |
0.0% |
1.1108 |
| Low |
1.0964 |
1.0969 |
0.0005 |
0.0% |
1.0921 |
| Close |
1.1021 |
1.1010 |
-0.0011 |
-0.1% |
1.0968 |
| Range |
0.0062 |
0.0059 |
-0.0003 |
-4.8% |
0.0187 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
17,012 |
17,570 |
558 |
3.3% |
112,525 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1179 |
1.1154 |
1.1042 |
|
| R3 |
1.1120 |
1.1095 |
1.1026 |
|
| R2 |
1.1061 |
1.1061 |
1.1021 |
|
| R1 |
1.1036 |
1.1036 |
1.1015 |
1.1019 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0994 |
| S1 |
1.0977 |
1.0977 |
1.1005 |
1.0960 |
| S2 |
1.0943 |
1.0943 |
1.0999 |
|
| S3 |
1.0884 |
1.0918 |
1.0994 |
|
| S4 |
1.0825 |
1.0859 |
1.0978 |
|
|
| 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 |
1.1043 |
1.0921 |
0.0122 |
1.1% |
0.0078 |
0.7% |
73% |
False |
False |
20,997 |
| 10 |
1.1108 |
1.0921 |
0.0187 |
1.7% |
0.0077 |
0.7% |
48% |
False |
False |
20,111 |
| 20 |
1.1108 |
1.0829 |
0.0279 |
2.5% |
0.0086 |
0.8% |
65% |
False |
False |
24,466 |
| 40 |
1.1108 |
1.0556 |
0.0552 |
5.0% |
0.0076 |
0.7% |
82% |
False |
False |
23,300 |
| 60 |
1.1108 |
1.0392 |
0.0716 |
6.5% |
0.0076 |
0.7% |
86% |
False |
False |
20,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1279 |
|
2.618 |
1.1182 |
|
1.618 |
1.1123 |
|
1.000 |
1.1087 |
|
0.618 |
1.1064 |
|
HIGH |
1.1028 |
|
0.618 |
1.1005 |
|
0.500 |
1.0999 |
|
0.382 |
1.0992 |
|
LOW |
1.0969 |
|
0.618 |
1.0933 |
|
1.000 |
1.0910 |
|
1.618 |
1.0874 |
|
2.618 |
1.0815 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.1005 |
| PP |
1.1002 |
1.1000 |
| S1 |
1.0999 |
1.0995 |
|