CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.0947 |
-0.0050 |
-0.5% |
1.1066 |
| High |
1.1002 |
1.0966 |
-0.0036 |
-0.3% |
1.1117 |
| Low |
1.0915 |
1.0871 |
-0.0044 |
-0.4% |
1.0915 |
| Close |
1.0965 |
1.0903 |
-0.0062 |
-0.6% |
1.0965 |
| Range |
0.0087 |
0.0095 |
0.0008 |
9.2% |
0.0202 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.1% |
0.0000 |
| Volume |
26,480 |
35,204 |
8,724 |
32.9% |
151,978 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1146 |
1.0955 |
|
| R3 |
1.1103 |
1.1051 |
1.0929 |
|
| R2 |
1.1008 |
1.1008 |
1.0920 |
|
| R1 |
1.0956 |
1.0956 |
1.0912 |
1.0935 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0903 |
| S1 |
1.0861 |
1.0861 |
1.0894 |
1.0840 |
| S2 |
1.0818 |
1.0818 |
1.0886 |
|
| S3 |
1.0723 |
1.0766 |
1.0877 |
|
| S4 |
1.0628 |
1.0671 |
1.0851 |
|
|
| 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 |
1.1116 |
1.0871 |
0.0245 |
2.2% |
0.0087 |
0.8% |
13% |
False |
True |
31,657 |
| 10 |
1.1117 |
1.0871 |
0.0246 |
2.3% |
0.0082 |
0.8% |
13% |
False |
True |
28,709 |
| 20 |
1.1117 |
1.0871 |
0.0246 |
2.3% |
0.0084 |
0.8% |
13% |
False |
True |
25,417 |
| 40 |
1.1117 |
1.0579 |
0.0538 |
4.9% |
0.0082 |
0.8% |
60% |
False |
False |
25,284 |
| 60 |
1.1117 |
1.0503 |
0.0614 |
5.6% |
0.0075 |
0.7% |
65% |
False |
False |
23,387 |
| 80 |
1.1117 |
1.0284 |
0.0833 |
7.6% |
0.0076 |
0.7% |
74% |
False |
False |
18,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1370 |
|
2.618 |
1.1215 |
|
1.618 |
1.1120 |
|
1.000 |
1.1061 |
|
0.618 |
1.1025 |
|
HIGH |
1.0966 |
|
0.618 |
1.0930 |
|
0.500 |
1.0919 |
|
0.382 |
1.0907 |
|
LOW |
1.0871 |
|
0.618 |
1.0812 |
|
1.000 |
1.0776 |
|
1.618 |
1.0717 |
|
2.618 |
1.0622 |
|
4.250 |
1.0467 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0919 |
1.0942 |
| PP |
1.0913 |
1.0929 |
| S1 |
1.0908 |
1.0916 |
|