CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1043 |
1.1025 |
-0.0018 |
-0.2% |
1.0978 |
| High |
1.1072 |
1.1041 |
-0.0031 |
-0.3% |
1.1081 |
| Low |
1.1004 |
1.0969 |
-0.0035 |
-0.3% |
1.0901 |
| Close |
1.1011 |
1.1029 |
0.0018 |
0.2% |
1.1024 |
| Range |
0.0068 |
0.0072 |
0.0004 |
5.9% |
0.0180 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
21,982 |
21,102 |
-880 |
-4.0% |
86,535 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1201 |
1.1069 |
|
| R3 |
1.1157 |
1.1129 |
1.1049 |
|
| R2 |
1.1085 |
1.1085 |
1.1042 |
|
| R1 |
1.1057 |
1.1057 |
1.1036 |
1.1071 |
| PP |
1.1013 |
1.1013 |
1.1013 |
1.1020 |
| S1 |
1.0985 |
1.0985 |
1.1022 |
1.0999 |
| S2 |
1.0941 |
1.0941 |
1.1016 |
|
| S3 |
1.0869 |
1.0913 |
1.1009 |
|
| S4 |
1.0797 |
1.0841 |
1.0989 |
|
|
| 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 |
1.1077 |
1.0969 |
0.0108 |
1.0% |
0.0053 |
0.5% |
56% |
False |
True |
17,620 |
| 10 |
1.1081 |
1.0901 |
0.0180 |
1.6% |
0.0069 |
0.6% |
71% |
False |
False |
16,364 |
| 20 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0076 |
0.7% |
52% |
False |
False |
8,302 |
| 40 |
1.1145 |
1.0799 |
0.0346 |
3.1% |
0.0077 |
0.7% |
66% |
False |
False |
4,164 |
| 60 |
1.1145 |
1.0544 |
0.0601 |
5.4% |
0.0071 |
0.6% |
81% |
False |
False |
2,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1347 |
|
2.618 |
1.1229 |
|
1.618 |
1.1157 |
|
1.000 |
1.1113 |
|
0.618 |
1.1085 |
|
HIGH |
1.1041 |
|
0.618 |
1.1013 |
|
0.500 |
1.1005 |
|
0.382 |
1.0997 |
|
LOW |
1.0969 |
|
0.618 |
1.0925 |
|
1.000 |
1.0897 |
|
1.618 |
1.0853 |
|
2.618 |
1.0781 |
|
4.250 |
1.0663 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1021 |
1.1027 |
| PP |
1.1013 |
1.1025 |
| S1 |
1.1005 |
1.1023 |
|