CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1043 |
1.1043 |
0.0000 |
0.0% |
1.0978 |
| High |
1.1077 |
1.1072 |
-0.0005 |
0.0% |
1.1081 |
| Low |
1.1032 |
1.1004 |
-0.0028 |
-0.3% |
1.0901 |
| Close |
1.1042 |
1.1011 |
-0.0031 |
-0.3% |
1.1024 |
| Range |
0.0045 |
0.0068 |
0.0023 |
51.1% |
0.0180 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
15,186 |
21,982 |
6,796 |
44.8% |
86,535 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1190 |
1.1048 |
|
| R3 |
1.1165 |
1.1122 |
1.1030 |
|
| R2 |
1.1097 |
1.1097 |
1.1023 |
|
| R1 |
1.1054 |
1.1054 |
1.1017 |
1.1042 |
| PP |
1.1029 |
1.1029 |
1.1029 |
1.1023 |
| S1 |
1.0986 |
1.0986 |
1.1005 |
1.0974 |
| S2 |
1.0961 |
1.0961 |
1.0999 |
|
| S3 |
1.0893 |
1.0918 |
1.0992 |
|
| S4 |
1.0825 |
1.0850 |
1.0974 |
|
|
| 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 |
1.0989 |
0.0092 |
0.8% |
0.0057 |
0.5% |
24% |
False |
False |
20,190 |
| 10 |
1.1081 |
1.0901 |
0.0180 |
1.6% |
0.0068 |
0.6% |
61% |
False |
False |
14,349 |
| 20 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0080 |
0.7% |
45% |
False |
False |
7,249 |
| 40 |
1.1145 |
1.0739 |
0.0406 |
3.7% |
0.0077 |
0.7% |
67% |
False |
False |
3,637 |
| 60 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0071 |
0.6% |
78% |
False |
False |
2,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1361 |
|
2.618 |
1.1250 |
|
1.618 |
1.1182 |
|
1.000 |
1.1140 |
|
0.618 |
1.1114 |
|
HIGH |
1.1072 |
|
0.618 |
1.1046 |
|
0.500 |
1.1038 |
|
0.382 |
1.1030 |
|
LOW |
1.1004 |
|
0.618 |
1.0962 |
|
1.000 |
1.0936 |
|
1.618 |
1.0894 |
|
2.618 |
1.0826 |
|
4.250 |
1.0715 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1038 |
1.1041 |
| PP |
1.1029 |
1.1031 |
| S1 |
1.1020 |
1.1021 |
|