CME Swiss Franc Future September 2020
Trading Metrics calculated at close of trading on 04-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1.0979 |
1.0997 |
0.0018 |
0.2% |
1.1066 |
High |
1.1013 |
1.1002 |
-0.0011 |
-0.1% |
1.1117 |
Low |
1.0941 |
1.0915 |
-0.0026 |
-0.2% |
1.0915 |
Close |
1.1004 |
1.0965 |
-0.0039 |
-0.4% |
1.0965 |
Range |
0.0072 |
0.0087 |
0.0015 |
20.8% |
0.0202 |
ATR |
0.0082 |
0.0082 |
0.0001 |
0.6% |
0.0000 |
Volume |
25,587 |
26,480 |
893 |
3.5% |
151,978 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1222 |
1.1180 |
1.1013 |
|
R3 |
1.1135 |
1.1093 |
1.0989 |
|
R2 |
1.1048 |
1.1048 |
1.0981 |
|
R1 |
1.1006 |
1.1006 |
1.0973 |
1.0984 |
PP |
1.0961 |
1.0961 |
1.0961 |
1.0949 |
S1 |
1.0919 |
1.0919 |
1.0957 |
1.0897 |
S2 |
1.0874 |
1.0874 |
1.0949 |
|
S3 |
1.0787 |
1.0832 |
1.0941 |
|
S4 |
1.0700 |
1.0745 |
1.0917 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1605 |
1.1487 |
1.1076 |
|
R3 |
1.1403 |
1.1285 |
1.1021 |
|
R2 |
1.1201 |
1.1201 |
1.1002 |
|
R1 |
1.1083 |
1.1083 |
1.0984 |
1.1041 |
PP |
1.0999 |
1.0999 |
1.0999 |
1.0978 |
S1 |
1.0881 |
1.0881 |
1.0946 |
1.0839 |
S2 |
1.0797 |
1.0797 |
1.0928 |
|
S3 |
1.0595 |
1.0679 |
1.0909 |
|
S4 |
1.0393 |
1.0477 |
1.0854 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1117 |
1.0915 |
0.0202 |
1.8% |
0.0081 |
0.7% |
25% |
False |
True |
30,395 |
10 |
1.1117 |
1.0915 |
0.0202 |
1.8% |
0.0079 |
0.7% |
25% |
False |
True |
27,008 |
20 |
1.1117 |
1.0881 |
0.0236 |
2.2% |
0.0083 |
0.8% |
36% |
False |
False |
24,733 |
40 |
1.1117 |
1.0579 |
0.0538 |
4.9% |
0.0081 |
0.7% |
72% |
False |
False |
24,917 |
60 |
1.1117 |
1.0497 |
0.0620 |
5.7% |
0.0076 |
0.7% |
75% |
False |
False |
23,302 |
80 |
1.1117 |
1.0284 |
0.0833 |
7.6% |
0.0075 |
0.7% |
82% |
False |
False |
18,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1372 |
2.618 |
1.1230 |
1.618 |
1.1143 |
1.000 |
1.1089 |
0.618 |
1.1056 |
HIGH |
1.1002 |
0.618 |
1.0969 |
0.500 |
1.0959 |
0.382 |
1.0948 |
LOW |
1.0915 |
0.618 |
1.0861 |
1.000 |
1.0828 |
1.618 |
1.0774 |
2.618 |
1.0687 |
4.250 |
1.0545 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1.0963 |
1.0965 |
PP |
1.0961 |
1.0964 |
S1 |
1.0959 |
1.0964 |
|