CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0971 |
1.1002 |
0.0031 |
0.3% |
1.0972 |
| High |
1.1020 |
1.1013 |
-0.0007 |
-0.1% |
1.1020 |
| Low |
1.0971 |
1.0969 |
-0.0002 |
0.0% |
1.0881 |
| Close |
1.0989 |
1.1005 |
0.0016 |
0.1% |
1.1005 |
| Range |
0.0049 |
0.0044 |
-0.0005 |
-10.2% |
0.0139 |
| ATR |
0.0080 |
0.0078 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
20,103 |
15,714 |
-4,389 |
-21.8% |
112,071 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1110 |
1.1029 |
|
| R3 |
1.1084 |
1.1066 |
1.1017 |
|
| R2 |
1.1040 |
1.1040 |
1.1013 |
|
| R1 |
1.1022 |
1.1022 |
1.1009 |
1.1031 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.1000 |
| S1 |
1.0978 |
1.0978 |
1.1001 |
1.0987 |
| S2 |
1.0952 |
1.0952 |
1.0997 |
|
| S3 |
1.0908 |
1.0934 |
1.0993 |
|
| S4 |
1.0864 |
1.0890 |
1.0981 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1334 |
1.1081 |
|
| R3 |
1.1247 |
1.1195 |
1.1043 |
|
| R2 |
1.1108 |
1.1108 |
1.1030 |
|
| R1 |
1.1056 |
1.1056 |
1.1018 |
1.1082 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0982 |
| S1 |
1.0917 |
1.0917 |
1.0992 |
1.0943 |
| S2 |
1.0830 |
1.0830 |
1.0980 |
|
| S3 |
1.0691 |
1.0778 |
1.0967 |
|
| S4 |
1.0552 |
1.0639 |
1.0929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1020 |
1.0881 |
0.0139 |
1.3% |
0.0075 |
0.7% |
89% |
False |
False |
22,414 |
| 10 |
1.1062 |
1.0829 |
0.0233 |
2.1% |
0.0085 |
0.8% |
76% |
False |
False |
24,935 |
| 20 |
1.1062 |
1.0645 |
0.0417 |
3.8% |
0.0081 |
0.7% |
86% |
False |
False |
25,560 |
| 40 |
1.1062 |
1.0513 |
0.0549 |
5.0% |
0.0072 |
0.7% |
90% |
False |
False |
22,858 |
| 60 |
1.1062 |
1.0305 |
0.0757 |
6.9% |
0.0074 |
0.7% |
92% |
False |
False |
17,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1200 |
|
2.618 |
1.1128 |
|
1.618 |
1.1084 |
|
1.000 |
1.1057 |
|
0.618 |
1.1040 |
|
HIGH |
1.1013 |
|
0.618 |
1.0996 |
|
0.500 |
1.0991 |
|
0.382 |
1.0986 |
|
LOW |
1.0969 |
|
0.618 |
1.0942 |
|
1.000 |
1.0925 |
|
1.618 |
1.0898 |
|
2.618 |
1.0854 |
|
4.250 |
1.0782 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1000 |
1.0987 |
| PP |
1.0996 |
1.0969 |
| S1 |
1.0991 |
1.0951 |
|