CME Swiss Franc Future December 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 |
1.0978 |
1.0921 |
-0.0057 |
-0.5% |
1.1097 |
| High |
1.0995 |
1.0996 |
0.0001 |
0.0% |
1.1145 |
| Low |
1.0901 |
1.0912 |
0.0011 |
0.1% |
1.0945 |
| Close |
1.0932 |
1.0989 |
0.0057 |
0.5% |
1.0994 |
| Range |
0.0094 |
0.0084 |
-0.0010 |
-10.6% |
0.0200 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.3% |
0.0000 |
| Volume |
9,650 |
28,199 |
18,549 |
192.2% |
5,278 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1218 |
1.1187 |
1.1035 |
|
| R3 |
1.1134 |
1.1103 |
1.1012 |
|
| R2 |
1.1050 |
1.1050 |
1.1004 |
|
| R1 |
1.1019 |
1.1019 |
1.0997 |
1.1035 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0973 |
| S1 |
1.0935 |
1.0935 |
1.0981 |
1.0951 |
| S2 |
1.0882 |
1.0882 |
1.0974 |
|
| S3 |
1.0798 |
1.0851 |
1.0966 |
|
| S4 |
1.0714 |
1.0767 |
1.0943 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1511 |
1.1104 |
|
| R3 |
1.1428 |
1.1311 |
1.1049 |
|
| R2 |
1.1228 |
1.1228 |
1.1031 |
|
| R1 |
1.1111 |
1.1111 |
1.1012 |
1.1070 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1007 |
| S1 |
1.0911 |
1.0911 |
1.0976 |
1.0870 |
| S2 |
1.0828 |
1.0828 |
1.0957 |
|
| S3 |
1.0628 |
1.0711 |
1.0939 |
|
| S4 |
1.0428 |
1.0511 |
1.0884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1042 |
1.0901 |
0.0141 |
1.3% |
0.0078 |
0.7% |
62% |
False |
False |
8,508 |
| 10 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0083 |
0.8% |
36% |
False |
False |
4,363 |
| 20 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0082 |
0.7% |
36% |
False |
False |
2,208 |
| 40 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0078 |
0.7% |
71% |
False |
False |
1,113 |
| 60 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0070 |
0.6% |
74% |
False |
False |
744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1216 |
|
1.618 |
1.1132 |
|
1.000 |
1.1080 |
|
0.618 |
1.1048 |
|
HIGH |
1.0996 |
|
0.618 |
1.0964 |
|
0.500 |
1.0954 |
|
0.382 |
1.0944 |
|
LOW |
1.0912 |
|
0.618 |
1.0860 |
|
1.000 |
1.0828 |
|
1.618 |
1.0776 |
|
2.618 |
1.0692 |
|
4.250 |
1.0555 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.0982 |
| PP |
1.0966 |
1.0974 |
| S1 |
1.0954 |
1.0967 |
|