CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.0957 |
-0.0046 |
-0.4% |
1.1036 |
| High |
1.1031 |
1.0971 |
-0.0060 |
-0.5% |
1.1077 |
| Low |
1.0929 |
1.0886 |
-0.0043 |
-0.4% |
1.0969 |
| Close |
1.0953 |
1.0896 |
-0.0057 |
-0.5% |
1.1015 |
| Range |
0.0102 |
0.0085 |
-0.0017 |
-16.7% |
0.0108 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.1% |
0.0000 |
| Volume |
29,907 |
25,316 |
-4,591 |
-15.4% |
88,120 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1119 |
1.0943 |
|
| R3 |
1.1088 |
1.1034 |
1.0919 |
|
| R2 |
1.1003 |
1.1003 |
1.0912 |
|
| R1 |
1.0949 |
1.0949 |
1.0904 |
1.0934 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0910 |
| S1 |
1.0864 |
1.0864 |
1.0888 |
1.0849 |
| S2 |
1.0833 |
1.0833 |
1.0880 |
|
| S3 |
1.0748 |
1.0779 |
1.0873 |
|
| S4 |
1.0663 |
1.0694 |
1.0849 |
|
|
| 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 |
1.1072 |
1.0886 |
0.0186 |
1.7% |
0.0075 |
0.7% |
5% |
False |
True |
22,612 |
| 10 |
1.1081 |
1.0886 |
0.0195 |
1.8% |
0.0068 |
0.6% |
5% |
False |
True |
22,022 |
| 20 |
1.1145 |
1.0886 |
0.0259 |
2.4% |
0.0074 |
0.7% |
4% |
False |
True |
11,789 |
| 40 |
1.1145 |
1.0859 |
0.0286 |
2.6% |
0.0079 |
0.7% |
13% |
False |
False |
5,913 |
| 60 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0073 |
0.7% |
59% |
False |
False |
3,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1332 |
|
2.618 |
1.1194 |
|
1.618 |
1.1109 |
|
1.000 |
1.1056 |
|
0.618 |
1.1024 |
|
HIGH |
1.0971 |
|
0.618 |
1.0939 |
|
0.500 |
1.0929 |
|
0.382 |
1.0918 |
|
LOW |
1.0886 |
|
0.618 |
1.0833 |
|
1.000 |
1.0801 |
|
1.618 |
1.0748 |
|
2.618 |
1.0663 |
|
4.250 |
1.0525 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0929 |
1.0966 |
| PP |
1.0918 |
1.0943 |
| S1 |
1.0907 |
1.0919 |
|