CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.0979 |
-0.0020 |
-0.2% |
1.0972 |
| High |
1.1004 |
1.1013 |
0.0009 |
0.1% |
1.1086 |
| Low |
1.0949 |
1.0941 |
-0.0008 |
-0.1% |
1.0961 |
| Close |
1.0959 |
1.1004 |
0.0045 |
0.4% |
1.1055 |
| Range |
0.0055 |
0.0072 |
0.0017 |
30.9% |
0.0125 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
30,146 |
25,587 |
-4,559 |
-15.1% |
118,104 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1175 |
1.1044 |
|
| R3 |
1.1130 |
1.1103 |
1.1024 |
|
| R2 |
1.1058 |
1.1058 |
1.1017 |
|
| R1 |
1.1031 |
1.1031 |
1.1011 |
1.1045 |
| PP |
1.0986 |
1.0986 |
1.0986 |
1.0993 |
| S1 |
1.0959 |
1.0959 |
1.0997 |
1.0973 |
| S2 |
1.0914 |
1.0914 |
1.0991 |
|
| S3 |
1.0842 |
1.0887 |
1.0984 |
|
| S4 |
1.0770 |
1.0815 |
1.0964 |
|
|
| 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 |
1.0941 |
0.0176 |
1.6% |
0.0082 |
0.7% |
36% |
False |
True |
30,440 |
| 10 |
1.1117 |
1.0941 |
0.0176 |
1.6% |
0.0080 |
0.7% |
36% |
False |
True |
26,474 |
| 20 |
1.1117 |
1.0881 |
0.0236 |
2.1% |
0.0083 |
0.8% |
52% |
False |
False |
24,810 |
| 40 |
1.1117 |
1.0579 |
0.0538 |
4.9% |
0.0080 |
0.7% |
79% |
False |
False |
24,802 |
| 60 |
1.1117 |
1.0497 |
0.0620 |
5.6% |
0.0076 |
0.7% |
82% |
False |
False |
23,204 |
| 80 |
1.1117 |
1.0284 |
0.0833 |
7.6% |
0.0075 |
0.7% |
86% |
False |
False |
17,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1319 |
|
2.618 |
1.1201 |
|
1.618 |
1.1129 |
|
1.000 |
1.1085 |
|
0.618 |
1.1057 |
|
HIGH |
1.1013 |
|
0.618 |
1.0985 |
|
0.500 |
1.0977 |
|
0.382 |
1.0969 |
|
LOW |
1.0941 |
|
0.618 |
1.0897 |
|
1.000 |
1.0869 |
|
1.618 |
1.0825 |
|
2.618 |
1.0753 |
|
4.250 |
1.0635 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0995 |
1.1029 |
| PP |
1.0986 |
1.1020 |
| S1 |
1.0977 |
1.1012 |
|