CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1071 |
1.0999 |
-0.0072 |
-0.7% |
1.0972 |
| High |
1.1116 |
1.1004 |
-0.0112 |
-1.0% |
1.1086 |
| Low |
1.0991 |
1.0949 |
-0.0042 |
-0.4% |
1.0961 |
| Close |
1.0999 |
1.0959 |
-0.0040 |
-0.4% |
1.1055 |
| Range |
0.0125 |
0.0055 |
-0.0070 |
-56.0% |
0.0125 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
40,870 |
30,146 |
-10,724 |
-26.2% |
118,104 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1136 |
1.1102 |
1.0989 |
|
| R3 |
1.1081 |
1.1047 |
1.0974 |
|
| R2 |
1.1026 |
1.1026 |
1.0969 |
|
| R1 |
1.0992 |
1.0992 |
1.0964 |
1.0982 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0965 |
| S1 |
1.0937 |
1.0937 |
1.0954 |
1.0927 |
| S2 |
1.0916 |
1.0916 |
1.0949 |
|
| S3 |
1.0861 |
1.0882 |
1.0944 |
|
| S4 |
1.0806 |
1.0827 |
1.0929 |
|
|
| 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 |
1.0949 |
0.0168 |
1.5% |
0.0089 |
0.8% |
6% |
False |
True |
33,048 |
| 10 |
1.1117 |
1.0921 |
0.0196 |
1.8% |
0.0084 |
0.8% |
19% |
False |
False |
27,022 |
| 20 |
1.1117 |
1.0881 |
0.0236 |
2.2% |
0.0083 |
0.8% |
33% |
False |
False |
24,854 |
| 40 |
1.1117 |
1.0579 |
0.0538 |
4.9% |
0.0079 |
0.7% |
71% |
False |
False |
24,775 |
| 60 |
1.1117 |
1.0497 |
0.0620 |
5.7% |
0.0076 |
0.7% |
75% |
False |
False |
23,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1238 |
|
2.618 |
1.1148 |
|
1.618 |
1.1093 |
|
1.000 |
1.1059 |
|
0.618 |
1.1038 |
|
HIGH |
1.1004 |
|
0.618 |
1.0983 |
|
0.500 |
1.0977 |
|
0.382 |
1.0970 |
|
LOW |
1.0949 |
|
0.618 |
1.0915 |
|
1.000 |
1.0894 |
|
1.618 |
1.0860 |
|
2.618 |
1.0805 |
|
4.250 |
1.0715 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.1033 |
| PP |
1.0971 |
1.1008 |
| S1 |
1.0965 |
1.0984 |
|