CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0972 |
1.0973 |
0.0001 |
0.0% |
1.1009 |
| High |
1.1026 |
1.1026 |
0.0000 |
0.0% |
1.1108 |
| Low |
1.0961 |
1.0964 |
0.0003 |
0.0% |
1.0921 |
| Close |
1.0979 |
1.1021 |
0.0042 |
0.4% |
1.0968 |
| Range |
0.0065 |
0.0062 |
-0.0003 |
-4.6% |
0.0187 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
18,189 |
17,012 |
-1,177 |
-6.5% |
112,525 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1190 |
1.1167 |
1.1055 |
|
| R3 |
1.1128 |
1.1105 |
1.1038 |
|
| R2 |
1.1066 |
1.1066 |
1.1032 |
|
| R1 |
1.1043 |
1.1043 |
1.1027 |
1.1055 |
| PP |
1.1004 |
1.1004 |
1.1004 |
1.1009 |
| S1 |
1.0981 |
1.0981 |
1.1015 |
1.0993 |
| S2 |
1.0942 |
1.0942 |
1.1010 |
|
| S3 |
1.0880 |
1.0919 |
1.1004 |
|
| S4 |
1.0818 |
1.0857 |
1.0987 |
|
|
| 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 |
1.1095 |
1.0921 |
0.0174 |
1.6% |
0.0099 |
0.9% |
57% |
False |
False |
22,855 |
| 10 |
1.1108 |
1.0881 |
0.0227 |
2.1% |
0.0084 |
0.8% |
62% |
False |
False |
21,007 |
| 20 |
1.1108 |
1.0829 |
0.0279 |
2.5% |
0.0087 |
0.8% |
69% |
False |
False |
25,071 |
| 40 |
1.1108 |
1.0513 |
0.0595 |
5.4% |
0.0077 |
0.7% |
85% |
False |
False |
23,507 |
| 60 |
1.1108 |
1.0392 |
0.0716 |
6.5% |
0.0077 |
0.7% |
88% |
False |
False |
20,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1290 |
|
2.618 |
1.1188 |
|
1.618 |
1.1126 |
|
1.000 |
1.1088 |
|
0.618 |
1.1064 |
|
HIGH |
1.1026 |
|
0.618 |
1.1002 |
|
0.500 |
1.0995 |
|
0.382 |
1.0988 |
|
LOW |
1.0964 |
|
0.618 |
1.0926 |
|
1.000 |
1.0902 |
|
1.618 |
1.0864 |
|
2.618 |
1.0802 |
|
4.250 |
1.0701 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1012 |
1.1012 |
| PP |
1.1004 |
1.1004 |
| S1 |
1.0995 |
1.0995 |
|