CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0959 |
1.0985 |
0.0026 |
0.2% |
1.0947 |
| High |
1.1052 |
1.1013 |
-0.0039 |
-0.4% |
1.1052 |
| Low |
1.0959 |
1.0982 |
0.0023 |
0.2% |
1.0871 |
| Close |
1.0991 |
1.0995 |
0.0004 |
0.0% |
1.0995 |
| Range |
0.0093 |
0.0031 |
-0.0062 |
-66.7% |
0.0181 |
| ATR |
0.0084 |
0.0080 |
-0.0004 |
-4.5% |
0.0000 |
| Volume |
40,855 |
4,586 |
-36,269 |
-88.8% |
122,868 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1073 |
1.1012 |
|
| R3 |
1.1059 |
1.1042 |
1.1004 |
|
| R2 |
1.1028 |
1.1028 |
1.1001 |
|
| R1 |
1.1011 |
1.1011 |
1.0998 |
1.1020 |
| PP |
1.0997 |
1.0997 |
1.0997 |
1.1001 |
| S1 |
1.0980 |
1.0980 |
1.0992 |
1.0989 |
| S2 |
1.0966 |
1.0966 |
1.0989 |
|
| S3 |
1.0935 |
1.0949 |
1.0986 |
|
| S4 |
1.0904 |
1.0918 |
1.0978 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1436 |
1.1095 |
|
| R3 |
1.1335 |
1.1255 |
1.1045 |
|
| R2 |
1.1154 |
1.1154 |
1.1028 |
|
| R1 |
1.1074 |
1.1074 |
1.1012 |
1.1114 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0993 |
| S1 |
1.0893 |
1.0893 |
1.0978 |
1.0933 |
| S2 |
1.0792 |
1.0792 |
1.0962 |
|
| S3 |
1.0611 |
1.0712 |
1.0945 |
|
| S4 |
1.0430 |
1.0531 |
1.0895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1052 |
1.0871 |
0.0181 |
1.6% |
0.0078 |
0.7% |
69% |
False |
False |
29,869 |
| 10 |
1.1117 |
1.0871 |
0.0246 |
2.2% |
0.0080 |
0.7% |
50% |
False |
False |
30,155 |
| 20 |
1.1117 |
1.0871 |
0.0246 |
2.2% |
0.0082 |
0.7% |
50% |
False |
False |
26,059 |
| 40 |
1.1117 |
1.0589 |
0.0528 |
4.8% |
0.0082 |
0.7% |
77% |
False |
False |
25,869 |
| 60 |
1.1117 |
1.0513 |
0.0604 |
5.5% |
0.0075 |
0.7% |
80% |
False |
False |
23,886 |
| 80 |
1.1117 |
1.0305 |
0.0812 |
7.4% |
0.0076 |
0.7% |
85% |
False |
False |
19,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1145 |
|
2.618 |
1.1094 |
|
1.618 |
1.1063 |
|
1.000 |
1.1044 |
|
0.618 |
1.1032 |
|
HIGH |
1.1013 |
|
0.618 |
1.1001 |
|
0.500 |
1.0998 |
|
0.382 |
1.0994 |
|
LOW |
1.0982 |
|
0.618 |
1.0963 |
|
1.000 |
1.0951 |
|
1.618 |
1.0932 |
|
2.618 |
1.0901 |
|
4.250 |
1.0850 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0986 |
| PP |
1.0997 |
1.0976 |
| S1 |
1.0996 |
1.0967 |
|