CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0848 |
1.0816 |
-0.0032 |
-0.3% |
1.1003 |
| High |
1.0875 |
1.0833 |
-0.0042 |
-0.4% |
1.1031 |
| Low |
1.0799 |
1.0781 |
-0.0018 |
-0.2% |
1.0781 |
| Close |
1.0818 |
1.0790 |
-0.0028 |
-0.3% |
1.0790 |
| Range |
0.0076 |
0.0052 |
-0.0024 |
-31.6% |
0.0250 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
27,063 |
20,828 |
-6,235 |
-23.0% |
130,303 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0957 |
1.0926 |
1.0819 |
|
| R3 |
1.0905 |
1.0874 |
1.0804 |
|
| R2 |
1.0853 |
1.0853 |
1.0800 |
|
| R1 |
1.0822 |
1.0822 |
1.0795 |
1.0812 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0796 |
| S1 |
1.0770 |
1.0770 |
1.0785 |
1.0760 |
| S2 |
1.0749 |
1.0749 |
1.0780 |
|
| S3 |
1.0697 |
1.0718 |
1.0776 |
|
| S4 |
1.0645 |
1.0666 |
1.0761 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1617 |
1.1454 |
1.0928 |
|
| R3 |
1.1367 |
1.1204 |
1.0859 |
|
| R2 |
1.1117 |
1.1117 |
1.0836 |
|
| R1 |
1.0954 |
1.0954 |
1.0813 |
1.0911 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0846 |
| S1 |
1.0704 |
1.0704 |
1.0767 |
1.0661 |
| S2 |
1.0617 |
1.0617 |
1.0744 |
|
| S3 |
1.0367 |
1.0454 |
1.0721 |
|
| S4 |
1.0117 |
1.0204 |
1.0653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1031 |
1.0781 |
0.0250 |
2.3% |
0.0076 |
0.7% |
4% |
False |
True |
26,060 |
| 10 |
1.1077 |
1.0781 |
0.0296 |
2.7% |
0.0066 |
0.6% |
3% |
False |
True |
21,842 |
| 20 |
1.1145 |
1.0781 |
0.0364 |
3.4% |
0.0073 |
0.7% |
2% |
False |
True |
15,525 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.4% |
0.0078 |
0.7% |
2% |
False |
True |
7,790 |
| 60 |
1.1145 |
1.0608 |
0.0537 |
5.0% |
0.0073 |
0.7% |
34% |
False |
False |
5,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1054 |
|
2.618 |
1.0969 |
|
1.618 |
1.0917 |
|
1.000 |
1.0885 |
|
0.618 |
1.0865 |
|
HIGH |
1.0833 |
|
0.618 |
1.0813 |
|
0.500 |
1.0807 |
|
0.382 |
1.0801 |
|
LOW |
1.0781 |
|
0.618 |
1.0749 |
|
1.000 |
1.0729 |
|
1.618 |
1.0697 |
|
2.618 |
1.0645 |
|
4.250 |
1.0560 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0807 |
1.0844 |
| PP |
1.0801 |
1.0826 |
| S1 |
1.0796 |
1.0808 |
|