CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.1021 |
0.0087 |
0.8% |
1.1009 |
| High |
1.1029 |
1.1043 |
0.0014 |
0.1% |
1.1108 |
| Low |
1.0921 |
1.0947 |
0.0026 |
0.2% |
1.0921 |
| Close |
1.1014 |
1.0968 |
-0.0046 |
-0.4% |
1.0968 |
| Range |
0.0108 |
0.0096 |
-0.0012 |
-11.1% |
0.0187 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.0% |
0.0000 |
| Volume |
31,073 |
21,141 |
-9,932 |
-32.0% |
112,525 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1217 |
1.1021 |
|
| R3 |
1.1178 |
1.1121 |
1.0994 |
|
| R2 |
1.1082 |
1.1082 |
1.0986 |
|
| R1 |
1.1025 |
1.1025 |
1.0977 |
1.1006 |
| PP |
1.0986 |
1.0986 |
1.0986 |
1.0976 |
| S1 |
1.0929 |
1.0929 |
1.0959 |
1.0910 |
| S2 |
1.0890 |
1.0890 |
1.0950 |
|
| S3 |
1.0794 |
1.0833 |
1.0942 |
|
| S4 |
1.0698 |
1.0737 |
1.0915 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1560 |
1.1451 |
1.1071 |
|
| R3 |
1.1373 |
1.1264 |
1.1019 |
|
| R2 |
1.1186 |
1.1186 |
1.1002 |
|
| R1 |
1.1077 |
1.1077 |
1.0985 |
1.1038 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.0980 |
| S1 |
1.0890 |
1.0890 |
1.0951 |
1.0851 |
| S2 |
1.0812 |
1.0812 |
1.0934 |
|
| S3 |
1.0625 |
1.0703 |
1.0917 |
|
| S4 |
1.0438 |
1.0516 |
1.0865 |
|
|
| 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% |
0.0099 |
0.9% |
25% |
False |
False |
22,505 |
| 10 |
1.1108 |
1.0881 |
0.0227 |
2.1% |
0.0087 |
0.8% |
38% |
False |
False |
22,459 |
| 20 |
1.1108 |
1.0829 |
0.0279 |
2.5% |
0.0089 |
0.8% |
50% |
False |
False |
26,052 |
| 40 |
1.1108 |
1.0513 |
0.0595 |
5.4% |
0.0077 |
0.7% |
76% |
False |
False |
23,540 |
| 60 |
1.1108 |
1.0392 |
0.0716 |
6.5% |
0.0076 |
0.7% |
80% |
False |
False |
19,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1294 |
|
1.618 |
1.1198 |
|
1.000 |
1.1139 |
|
0.618 |
1.1102 |
|
HIGH |
1.1043 |
|
0.618 |
1.1006 |
|
0.500 |
1.0995 |
|
0.382 |
1.0984 |
|
LOW |
1.0947 |
|
0.618 |
1.0888 |
|
1.000 |
1.0851 |
|
1.618 |
1.0792 |
|
2.618 |
1.0696 |
|
4.250 |
1.0539 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0995 |
1.1008 |
| PP |
1.0986 |
1.0995 |
| S1 |
1.0977 |
1.0981 |
|