CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1037 |
1.1003 |
-0.0034 |
-0.3% |
1.1036 |
| High |
1.1046 |
1.1031 |
-0.0015 |
-0.1% |
1.1077 |
| Low |
1.0996 |
1.0929 |
-0.0067 |
-0.6% |
1.0969 |
| Close |
1.1015 |
1.0953 |
-0.0062 |
-0.6% |
1.1015 |
| Range |
0.0050 |
0.0102 |
0.0052 |
104.0% |
0.0108 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
3.0% |
0.0000 |
| Volume |
14,753 |
29,907 |
15,154 |
102.7% |
88,120 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1277 |
1.1217 |
1.1009 |
|
| R3 |
1.1175 |
1.1115 |
1.0981 |
|
| R2 |
1.1073 |
1.1073 |
1.0972 |
|
| R1 |
1.1013 |
1.1013 |
1.0962 |
1.0992 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0961 |
| S1 |
1.0911 |
1.0911 |
1.0944 |
1.0890 |
| S2 |
1.0869 |
1.0869 |
1.0934 |
|
| S3 |
1.0767 |
1.0809 |
1.0925 |
|
| S4 |
1.0665 |
1.0707 |
1.0897 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1288 |
1.1074 |
|
| R3 |
1.1236 |
1.1180 |
1.1045 |
|
| R2 |
1.1128 |
1.1128 |
1.1035 |
|
| R1 |
1.1072 |
1.1072 |
1.1025 |
1.1046 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1008 |
| S1 |
1.0964 |
1.0964 |
1.1005 |
1.0938 |
| S2 |
1.0912 |
1.0912 |
1.0995 |
|
| S3 |
1.0804 |
1.0856 |
1.0985 |
|
| S4 |
1.0696 |
1.0748 |
1.0956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1077 |
1.0929 |
0.0148 |
1.4% |
0.0067 |
0.6% |
16% |
False |
True |
20,586 |
| 10 |
1.1081 |
1.0901 |
0.0180 |
1.6% |
0.0069 |
0.6% |
29% |
False |
False |
20,456 |
| 20 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0073 |
0.7% |
21% |
False |
False |
10,524 |
| 40 |
1.1145 |
1.0859 |
0.0286 |
2.6% |
0.0078 |
0.7% |
33% |
False |
False |
5,280 |
| 60 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0072 |
0.7% |
68% |
False |
False |
3,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1465 |
|
2.618 |
1.1298 |
|
1.618 |
1.1196 |
|
1.000 |
1.1133 |
|
0.618 |
1.1094 |
|
HIGH |
1.1031 |
|
0.618 |
1.0992 |
|
0.500 |
1.0980 |
|
0.382 |
1.0968 |
|
LOW |
1.0929 |
|
0.618 |
1.0866 |
|
1.000 |
1.0827 |
|
1.618 |
1.0764 |
|
2.618 |
1.0662 |
|
4.250 |
1.0496 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0980 |
1.0988 |
| PP |
1.0971 |
1.0976 |
| S1 |
1.0962 |
1.0965 |
|