CME Swiss Franc Future December 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 |
1.0992 |
1.1015 |
0.0023 |
0.2% |
1.0978 |
| High |
1.1081 |
1.1044 |
-0.0037 |
-0.3% |
1.1081 |
| Low |
1.0989 |
1.1012 |
0.0023 |
0.2% |
1.0901 |
| Close |
1.1021 |
1.1024 |
0.0003 |
0.0% |
1.1024 |
| Range |
0.0092 |
0.0032 |
-0.0060 |
-65.2% |
0.0180 |
| ATR |
0.0082 |
0.0078 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
33,953 |
14,733 |
-19,220 |
-56.6% |
86,535 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1105 |
1.1042 |
|
| R3 |
1.1091 |
1.1073 |
1.1033 |
|
| R2 |
1.1059 |
1.1059 |
1.1030 |
|
| R1 |
1.1041 |
1.1041 |
1.1027 |
1.1050 |
| PP |
1.1027 |
1.1027 |
1.1027 |
1.1031 |
| S1 |
1.1009 |
1.1009 |
1.1021 |
1.1018 |
| S2 |
1.0995 |
1.0995 |
1.1018 |
|
| S3 |
1.0963 |
1.0977 |
1.1015 |
|
| S4 |
1.0931 |
1.0945 |
1.1006 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1542 |
1.1463 |
1.1123 |
|
| R3 |
1.1362 |
1.1283 |
1.1074 |
|
| R2 |
1.1182 |
1.1182 |
1.1057 |
|
| R1 |
1.1103 |
1.1103 |
1.1041 |
1.1143 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.1022 |
| S1 |
1.0923 |
1.0923 |
1.1008 |
1.0963 |
| S2 |
1.0822 |
1.0822 |
1.0991 |
|
| S3 |
1.0642 |
1.0743 |
1.0975 |
|
| S4 |
1.0462 |
1.0563 |
1.0925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1081 |
1.0901 |
0.0180 |
1.6% |
0.0078 |
0.7% |
68% |
False |
False |
17,886 |
| 10 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0080 |
0.7% |
50% |
False |
False |
9,208 |
| 20 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0080 |
0.7% |
50% |
False |
False |
4,641 |
| 40 |
1.1145 |
1.0619 |
0.0526 |
4.8% |
0.0078 |
0.7% |
77% |
False |
False |
2,330 |
| 60 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0071 |
0.6% |
80% |
False |
False |
1,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1180 |
|
2.618 |
1.1128 |
|
1.618 |
1.1096 |
|
1.000 |
1.1076 |
|
0.618 |
1.1064 |
|
HIGH |
1.1044 |
|
0.618 |
1.1032 |
|
0.500 |
1.1028 |
|
0.382 |
1.1024 |
|
LOW |
1.1012 |
|
0.618 |
1.0992 |
|
1.000 |
1.0980 |
|
1.618 |
1.0960 |
|
2.618 |
1.0928 |
|
4.250 |
1.0876 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1028 |
1.1015 |
| PP |
1.1027 |
1.1006 |
| S1 |
1.1025 |
1.0997 |
|