CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1025 |
1.1019 |
-0.0006 |
-0.1% |
1.1009 |
| High |
1.1028 |
1.1071 |
0.0043 |
0.4% |
1.1108 |
| Low |
1.0969 |
1.0965 |
-0.0004 |
0.0% |
1.0921 |
| Close |
1.1010 |
1.1010 |
0.0000 |
0.0% |
1.0968 |
| Range |
0.0059 |
0.0106 |
0.0047 |
79.7% |
0.0187 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.3% |
0.0000 |
| Volume |
17,570 |
38,627 |
21,057 |
119.8% |
112,525 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1278 |
1.1068 |
|
| R3 |
1.1227 |
1.1172 |
1.1039 |
|
| R2 |
1.1121 |
1.1121 |
1.1029 |
|
| R1 |
1.1066 |
1.1066 |
1.1020 |
1.1041 |
| PP |
1.1015 |
1.1015 |
1.1015 |
1.1003 |
| S1 |
1.0960 |
1.0960 |
1.1000 |
1.0935 |
| S2 |
1.0909 |
1.0909 |
1.0991 |
|
| S3 |
1.0803 |
1.0854 |
1.0981 |
|
| S4 |
1.0697 |
1.0748 |
1.0952 |
|
|
| 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 |
1.1071 |
1.0947 |
0.0124 |
1.1% |
0.0078 |
0.7% |
51% |
True |
False |
22,507 |
| 10 |
1.1108 |
1.0921 |
0.0187 |
1.7% |
0.0083 |
0.8% |
48% |
False |
False |
21,963 |
| 20 |
1.1108 |
1.0829 |
0.0279 |
2.5% |
0.0087 |
0.8% |
65% |
False |
False |
24,902 |
| 40 |
1.1108 |
1.0579 |
0.0529 |
4.8% |
0.0078 |
0.7% |
81% |
False |
False |
23,753 |
| 60 |
1.1108 |
1.0392 |
0.0716 |
6.5% |
0.0077 |
0.7% |
86% |
False |
False |
21,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1522 |
|
2.618 |
1.1349 |
|
1.618 |
1.1243 |
|
1.000 |
1.1177 |
|
0.618 |
1.1137 |
|
HIGH |
1.1071 |
|
0.618 |
1.1031 |
|
0.500 |
1.1018 |
|
0.382 |
1.1005 |
|
LOW |
1.0965 |
|
0.618 |
1.0899 |
|
1.000 |
1.0859 |
|
1.618 |
1.0793 |
|
2.618 |
1.0687 |
|
4.250 |
1.0515 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1018 |
1.1018 |
| PP |
1.1015 |
1.1015 |
| S1 |
1.1013 |
1.1013 |
|