CME Swiss Franc Future September 2020
Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1.1007 |
1.1066 |
0.0059 |
0.5% |
1.0972 |
High |
1.1086 |
1.1117 |
0.0031 |
0.3% |
1.1086 |
Low |
1.0993 |
1.1050 |
0.0057 |
0.5% |
1.0961 |
Close |
1.1055 |
1.1075 |
0.0020 |
0.2% |
1.1055 |
Range |
0.0093 |
0.0067 |
-0.0026 |
-28.0% |
0.0125 |
ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
26,706 |
28,895 |
2,189 |
8.2% |
118,104 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1282 |
1.1245 |
1.1112 |
|
R3 |
1.1215 |
1.1178 |
1.1093 |
|
R2 |
1.1148 |
1.1148 |
1.1087 |
|
R1 |
1.1111 |
1.1111 |
1.1081 |
1.1130 |
PP |
1.1081 |
1.1081 |
1.1081 |
1.1090 |
S1 |
1.1044 |
1.1044 |
1.1069 |
1.1063 |
S2 |
1.1014 |
1.1014 |
1.1063 |
|
S3 |
1.0947 |
1.0977 |
1.1057 |
|
S4 |
1.0880 |
1.0910 |
1.1038 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1409 |
1.1357 |
1.1124 |
|
R3 |
1.1284 |
1.1232 |
1.1089 |
|
R2 |
1.1159 |
1.1159 |
1.1078 |
|
R1 |
1.1107 |
1.1107 |
1.1066 |
1.1133 |
PP |
1.1034 |
1.1034 |
1.1034 |
1.1047 |
S1 |
1.0982 |
1.0982 |
1.1044 |
1.1008 |
S2 |
1.0909 |
1.0909 |
1.1032 |
|
S3 |
1.0784 |
1.0857 |
1.1021 |
|
S4 |
1.0659 |
1.0732 |
1.0986 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1117 |
1.0964 |
0.0153 |
1.4% |
0.0077 |
0.7% |
73% |
True |
False |
25,762 |
10 |
1.1117 |
1.0921 |
0.0196 |
1.8% |
0.0089 |
0.8% |
79% |
True |
False |
24,363 |
20 |
1.1117 |
1.0881 |
0.0236 |
2.1% |
0.0083 |
0.7% |
82% |
True |
False |
23,978 |
40 |
1.1117 |
1.0579 |
0.0538 |
4.9% |
0.0078 |
0.7% |
92% |
True |
False |
23,947 |
60 |
1.1117 |
1.0405 |
0.0712 |
6.4% |
0.0077 |
0.7% |
94% |
True |
False |
22,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1402 |
2.618 |
1.1292 |
1.618 |
1.1225 |
1.000 |
1.1184 |
0.618 |
1.1158 |
HIGH |
1.1117 |
0.618 |
1.1091 |
0.500 |
1.1084 |
0.382 |
1.1076 |
LOW |
1.1050 |
0.618 |
1.1009 |
1.000 |
1.0983 |
1.618 |
1.0942 |
2.618 |
1.0875 |
4.250 |
1.0765 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1084 |
1.1064 |
PP |
1.1081 |
1.1052 |
S1 |
1.1078 |
1.1041 |
|