CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1093 |
1.1028 |
-0.0065 |
-0.6% |
1.0998 |
| High |
1.1144 |
1.1033 |
-0.0111 |
-1.0% |
1.1116 |
| Low |
1.1020 |
1.0979 |
-0.0041 |
-0.4% |
1.0990 |
| Close |
1.1028 |
1.0988 |
-0.0040 |
-0.4% |
1.1084 |
| Range |
0.0124 |
0.0054 |
-0.0070 |
-56.5% |
0.0126 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
364 |
948 |
584 |
160.4% |
644 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1129 |
1.1018 |
|
| R3 |
1.1108 |
1.1075 |
1.1003 |
|
| R2 |
1.1054 |
1.1054 |
1.0998 |
|
| R1 |
1.1021 |
1.1021 |
1.0993 |
1.1011 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.0995 |
| S1 |
1.0967 |
1.0967 |
1.0983 |
1.0957 |
| S2 |
1.0946 |
1.0946 |
1.0978 |
|
| S3 |
1.0892 |
1.0913 |
1.0973 |
|
| S4 |
1.0838 |
1.0859 |
1.0958 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1389 |
1.1153 |
|
| R3 |
1.1315 |
1.1263 |
1.1119 |
|
| R2 |
1.1189 |
1.1189 |
1.1107 |
|
| R1 |
1.1137 |
1.1137 |
1.1096 |
1.1163 |
| PP |
1.1063 |
1.1063 |
1.1063 |
1.1077 |
| S1 |
1.1011 |
1.1011 |
1.1072 |
1.1037 |
| S2 |
1.0937 |
1.0937 |
1.1061 |
|
| S3 |
1.0811 |
1.0885 |
1.1049 |
|
| S4 |
1.0685 |
1.0759 |
1.1015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1145 |
1.0979 |
0.0166 |
1.5% |
0.0088 |
0.8% |
5% |
False |
True |
396 |
| 10 |
1.1145 |
1.0951 |
0.0194 |
1.8% |
0.0082 |
0.7% |
19% |
False |
False |
239 |
| 20 |
1.1145 |
1.0910 |
0.0235 |
2.1% |
0.0081 |
0.7% |
33% |
False |
False |
135 |
| 40 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0075 |
0.7% |
71% |
False |
False |
74 |
| 60 |
1.1145 |
1.0535 |
0.0610 |
5.6% |
0.0069 |
0.6% |
74% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1263 |
|
2.618 |
1.1174 |
|
1.618 |
1.1120 |
|
1.000 |
1.1087 |
|
0.618 |
1.1066 |
|
HIGH |
1.1033 |
|
0.618 |
1.1012 |
|
0.500 |
1.1006 |
|
0.382 |
1.1000 |
|
LOW |
1.0979 |
|
0.618 |
1.0946 |
|
1.000 |
1.0925 |
|
1.618 |
1.0892 |
|
2.618 |
1.0838 |
|
4.250 |
1.0750 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.1062 |
| PP |
1.1000 |
1.1037 |
| S1 |
1.0994 |
1.1013 |
|