CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0947 |
1.0896 |
-0.0051 |
-0.5% |
1.1066 |
| High |
1.0966 |
1.0967 |
0.0001 |
0.0% |
1.1117 |
| Low |
1.0871 |
1.0882 |
0.0011 |
0.1% |
1.0915 |
| Close |
1.0903 |
1.0959 |
0.0056 |
0.5% |
1.0965 |
| Range |
0.0095 |
0.0085 |
-0.0010 |
-10.5% |
0.0202 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.1% |
0.0000 |
| Volume |
35,204 |
42,223 |
7,019 |
19.9% |
151,978 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1160 |
1.1006 |
|
| R3 |
1.1106 |
1.1075 |
1.0982 |
|
| R2 |
1.1021 |
1.1021 |
1.0975 |
|
| R1 |
1.0990 |
1.0990 |
1.0967 |
1.1006 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0944 |
| S1 |
1.0905 |
1.0905 |
1.0951 |
1.0921 |
| S2 |
1.0851 |
1.0851 |
1.0943 |
|
| S3 |
1.0766 |
1.0820 |
1.0936 |
|
| S4 |
1.0681 |
1.0735 |
1.0912 |
|
|
| 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 |
1.1013 |
1.0871 |
0.0142 |
1.3% |
0.0079 |
0.7% |
62% |
False |
False |
31,928 |
| 10 |
1.1117 |
1.0871 |
0.0246 |
2.2% |
0.0084 |
0.8% |
36% |
False |
False |
31,230 |
| 20 |
1.1117 |
1.0871 |
0.0246 |
2.2% |
0.0084 |
0.8% |
36% |
False |
False |
26,119 |
| 40 |
1.1117 |
1.0579 |
0.0538 |
4.9% |
0.0083 |
0.8% |
71% |
False |
False |
25,829 |
| 60 |
1.1117 |
1.0513 |
0.0604 |
5.5% |
0.0075 |
0.7% |
74% |
False |
False |
23,685 |
| 80 |
1.1117 |
1.0284 |
0.0833 |
7.6% |
0.0076 |
0.7% |
81% |
False |
False |
19,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1328 |
|
2.618 |
1.1190 |
|
1.618 |
1.1105 |
|
1.000 |
1.1052 |
|
0.618 |
1.1020 |
|
HIGH |
1.0967 |
|
0.618 |
1.0935 |
|
0.500 |
1.0925 |
|
0.382 |
1.0914 |
|
LOW |
1.0882 |
|
0.618 |
1.0829 |
|
1.000 |
1.0797 |
|
1.618 |
1.0744 |
|
2.618 |
1.0659 |
|
4.250 |
1.0521 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.0952 |
| PP |
1.0936 |
1.0944 |
| S1 |
1.0925 |
1.0937 |
|