CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1083 |
1.0934 |
-0.0149 |
-1.3% |
1.0972 |
| High |
1.1095 |
1.1029 |
-0.0066 |
-0.6% |
1.1020 |
| Low |
1.0931 |
1.0921 |
-0.0010 |
-0.1% |
1.0881 |
| Close |
1.0952 |
1.1014 |
0.0062 |
0.6% |
1.1005 |
| Range |
0.0164 |
0.0108 |
-0.0056 |
-34.1% |
0.0139 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.2% |
0.0000 |
| Volume |
26,861 |
31,073 |
4,212 |
15.7% |
112,071 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1271 |
1.1073 |
|
| R3 |
1.1204 |
1.1163 |
1.1044 |
|
| R2 |
1.1096 |
1.1096 |
1.1034 |
|
| R1 |
1.1055 |
1.1055 |
1.1024 |
1.1076 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0998 |
| S1 |
1.0947 |
1.0947 |
1.1004 |
1.0968 |
| S2 |
1.0880 |
1.0880 |
1.0994 |
|
| S3 |
1.0772 |
1.0839 |
1.0984 |
|
| S4 |
1.0664 |
1.0731 |
1.0955 |
|
|
| 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 |
1.1108 |
1.0921 |
0.0187 |
1.7% |
0.0088 |
0.8% |
50% |
False |
True |
21,419 |
| 10 |
1.1108 |
1.0881 |
0.0227 |
2.1% |
0.0085 |
0.8% |
59% |
False |
False |
23,146 |
| 20 |
1.1108 |
1.0814 |
0.0294 |
2.7% |
0.0087 |
0.8% |
68% |
False |
False |
25,959 |
| 40 |
1.1108 |
1.0513 |
0.0595 |
5.4% |
0.0075 |
0.7% |
84% |
False |
False |
23,472 |
| 60 |
1.1108 |
1.0322 |
0.0786 |
7.1% |
0.0076 |
0.7% |
88% |
False |
False |
19,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1488 |
|
2.618 |
1.1312 |
|
1.618 |
1.1204 |
|
1.000 |
1.1137 |
|
0.618 |
1.1096 |
|
HIGH |
1.1029 |
|
0.618 |
1.0988 |
|
0.500 |
1.0975 |
|
0.382 |
1.0962 |
|
LOW |
1.0921 |
|
0.618 |
1.0854 |
|
1.000 |
1.0813 |
|
1.618 |
1.0746 |
|
2.618 |
1.0638 |
|
4.250 |
1.0462 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1001 |
1.1015 |
| PP |
1.0988 |
1.1014 |
| S1 |
1.0975 |
1.1014 |
|