CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.0972 |
-0.0039 |
-0.4% |
1.0967 |
| High |
1.1011 |
1.0973 |
-0.0038 |
-0.3% |
1.1062 |
| Low |
1.0931 |
1.0898 |
-0.0033 |
-0.3% |
1.0829 |
| Close |
1.0960 |
1.0936 |
-0.0024 |
-0.2% |
1.0960 |
| Range |
0.0080 |
0.0075 |
-0.0005 |
-6.3% |
0.0233 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
28,010 |
21,539 |
-6,471 |
-23.1% |
137,281 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1161 |
1.1123 |
1.0977 |
|
| R3 |
1.1086 |
1.1048 |
1.0957 |
|
| R2 |
1.1011 |
1.1011 |
1.0950 |
|
| R1 |
1.0973 |
1.0973 |
1.0943 |
1.0955 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0926 |
| S1 |
1.0898 |
1.0898 |
1.0929 |
1.0880 |
| S2 |
1.0861 |
1.0861 |
1.0922 |
|
| S3 |
1.0786 |
1.0823 |
1.0915 |
|
| S4 |
1.0711 |
1.0748 |
1.0895 |
|
|
| 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 |
1.0897 |
0.0165 |
1.5% |
0.0082 |
0.7% |
24% |
False |
False |
25,901 |
| 10 |
1.1062 |
1.0829 |
0.0233 |
2.1% |
0.0091 |
0.8% |
46% |
False |
False |
28,936 |
| 20 |
1.1062 |
1.0579 |
0.0483 |
4.4% |
0.0080 |
0.7% |
74% |
False |
False |
25,151 |
| 40 |
1.1062 |
1.0503 |
0.0559 |
5.1% |
0.0071 |
0.6% |
77% |
False |
False |
22,372 |
| 60 |
1.1062 |
1.0284 |
0.0778 |
7.1% |
0.0073 |
0.7% |
84% |
False |
False |
16,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1292 |
|
2.618 |
1.1169 |
|
1.618 |
1.1094 |
|
1.000 |
1.1048 |
|
0.618 |
1.1019 |
|
HIGH |
1.0973 |
|
0.618 |
1.0944 |
|
0.500 |
1.0936 |
|
0.382 |
1.0927 |
|
LOW |
1.0898 |
|
0.618 |
1.0852 |
|
1.000 |
1.0823 |
|
1.618 |
1.0777 |
|
2.618 |
1.0702 |
|
4.250 |
1.0579 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0970 |
| PP |
1.0936 |
1.0959 |
| S1 |
1.0936 |
1.0947 |
|