CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.1011 |
-0.0011 |
-0.1% |
1.0967 |
| High |
1.1042 |
1.1011 |
-0.0031 |
-0.3% |
1.1062 |
| Low |
1.0965 |
1.0931 |
-0.0034 |
-0.3% |
1.0829 |
| Close |
1.0998 |
1.0960 |
-0.0038 |
-0.3% |
1.0960 |
| Range |
0.0077 |
0.0080 |
0.0003 |
3.9% |
0.0233 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.0% |
0.0000 |
| Volume |
26,462 |
28,010 |
1,548 |
5.8% |
137,281 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1164 |
1.1004 |
|
| R3 |
1.1127 |
1.1084 |
1.0982 |
|
| R2 |
1.1047 |
1.1047 |
1.0975 |
|
| R1 |
1.1004 |
1.1004 |
1.0967 |
1.0986 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0958 |
| S1 |
1.0924 |
1.0924 |
1.0953 |
1.0906 |
| S2 |
1.0887 |
1.0887 |
1.0945 |
|
| S3 |
1.0807 |
1.0844 |
1.0938 |
|
| S4 |
1.0727 |
1.0764 |
1.0916 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1649 |
1.1538 |
1.1088 |
|
| R3 |
1.1416 |
1.1305 |
1.1024 |
|
| R2 |
1.1183 |
1.1183 |
1.1003 |
|
| R1 |
1.1072 |
1.1072 |
1.0981 |
1.1011 |
| PP |
1.0950 |
1.0950 |
1.0950 |
1.0920 |
| S1 |
1.0839 |
1.0839 |
1.0939 |
1.0778 |
| S2 |
1.0717 |
1.0717 |
1.0917 |
|
| S3 |
1.0484 |
1.0606 |
1.0896 |
|
| S4 |
1.0251 |
1.0373 |
1.0832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1062 |
1.0829 |
0.0233 |
2.1% |
0.0094 |
0.9% |
56% |
False |
False |
27,456 |
| 10 |
1.1062 |
1.0829 |
0.0233 |
2.1% |
0.0091 |
0.8% |
56% |
False |
False |
29,644 |
| 20 |
1.1062 |
1.0579 |
0.0483 |
4.4% |
0.0078 |
0.7% |
79% |
False |
False |
25,100 |
| 40 |
1.1062 |
1.0497 |
0.0565 |
5.2% |
0.0072 |
0.7% |
82% |
False |
False |
22,586 |
| 60 |
1.1062 |
1.0284 |
0.0778 |
7.1% |
0.0072 |
0.7% |
87% |
False |
False |
16,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1351 |
|
2.618 |
1.1220 |
|
1.618 |
1.1140 |
|
1.000 |
1.1091 |
|
0.618 |
1.1060 |
|
HIGH |
1.1011 |
|
0.618 |
1.0980 |
|
0.500 |
1.0971 |
|
0.382 |
1.0962 |
|
LOW |
1.0931 |
|
0.618 |
1.0882 |
|
1.000 |
1.0851 |
|
1.618 |
1.0802 |
|
2.618 |
1.0722 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.0997 |
| PP |
1.0967 |
1.0984 |
| S1 |
1.0964 |
1.0972 |
|