CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0957 |
1.0899 |
-0.0058 |
-0.5% |
1.1036 |
| High |
1.0971 |
1.0907 |
-0.0064 |
-0.6% |
1.1077 |
| Low |
1.0886 |
1.0844 |
-0.0042 |
-0.4% |
1.0969 |
| Close |
1.0896 |
1.0845 |
-0.0051 |
-0.5% |
1.1015 |
| Range |
0.0085 |
0.0063 |
-0.0022 |
-25.9% |
0.0108 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
25,316 |
27,189 |
1,873 |
7.4% |
88,120 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.1013 |
1.0880 |
|
| R3 |
1.0991 |
1.0950 |
1.0862 |
|
| R2 |
1.0928 |
1.0928 |
1.0857 |
|
| R1 |
1.0887 |
1.0887 |
1.0851 |
1.0876 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0860 |
| S1 |
1.0824 |
1.0824 |
1.0839 |
1.0813 |
| S2 |
1.0802 |
1.0802 |
1.0833 |
|
| S3 |
1.0739 |
1.0761 |
1.0828 |
|
| S4 |
1.0676 |
1.0698 |
1.0810 |
|
|
| 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 |
1.1046 |
1.0844 |
0.0202 |
1.9% |
0.0074 |
0.7% |
0% |
False |
True |
23,653 |
| 10 |
1.1081 |
1.0844 |
0.0237 |
2.2% |
0.0066 |
0.6% |
0% |
False |
True |
21,921 |
| 20 |
1.1145 |
1.0844 |
0.0301 |
2.8% |
0.0074 |
0.7% |
0% |
False |
True |
13,142 |
| 40 |
1.1145 |
1.0844 |
0.0301 |
2.8% |
0.0079 |
0.7% |
0% |
False |
True |
6,593 |
| 60 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0073 |
0.7% |
50% |
False |
False |
4,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1175 |
|
2.618 |
1.1072 |
|
1.618 |
1.1009 |
|
1.000 |
1.0970 |
|
0.618 |
1.0946 |
|
HIGH |
1.0907 |
|
0.618 |
1.0883 |
|
0.500 |
1.0876 |
|
0.382 |
1.0868 |
|
LOW |
1.0844 |
|
0.618 |
1.0805 |
|
1.000 |
1.0781 |
|
1.618 |
1.0742 |
|
2.618 |
1.0679 |
|
4.250 |
1.0576 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0876 |
1.0938 |
| PP |
1.0865 |
1.0907 |
| S1 |
1.0855 |
1.0876 |
|