CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1019 |
1.1007 |
-0.0012 |
-0.1% |
1.0972 |
| High |
1.1071 |
1.1086 |
0.0015 |
0.1% |
1.1086 |
| Low |
1.0965 |
1.0993 |
0.0028 |
0.3% |
1.0961 |
| Close |
1.1010 |
1.1055 |
0.0045 |
0.4% |
1.1055 |
| Range |
0.0106 |
0.0093 |
-0.0013 |
-12.3% |
0.0125 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
0.9% |
0.0000 |
| Volume |
38,627 |
26,706 |
-11,921 |
-30.9% |
118,104 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1282 |
1.1106 |
|
| R3 |
1.1231 |
1.1189 |
1.1081 |
|
| R2 |
1.1138 |
1.1138 |
1.1072 |
|
| R1 |
1.1096 |
1.1096 |
1.1064 |
1.1117 |
| PP |
1.1045 |
1.1045 |
1.1045 |
1.1055 |
| S1 |
1.1003 |
1.1003 |
1.1046 |
1.1024 |
| S2 |
1.0952 |
1.0952 |
1.1038 |
|
| S3 |
1.0859 |
1.0910 |
1.1029 |
|
| S4 |
1.0766 |
1.0817 |
1.1004 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1409 |
1.1357 |
1.1124 |
|
| R3 |
1.1284 |
1.1232 |
1.1089 |
|
| R2 |
1.1159 |
1.1159 |
1.1078 |
|
| R1 |
1.1107 |
1.1107 |
1.1066 |
1.1133 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1047 |
| S1 |
1.0982 |
1.0982 |
1.1044 |
1.1008 |
| S2 |
1.0909 |
1.0909 |
1.1032 |
|
| S3 |
1.0784 |
1.0857 |
1.1021 |
|
| S4 |
1.0659 |
1.0732 |
1.0986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1086 |
1.0961 |
0.0125 |
1.1% |
0.0077 |
0.7% |
75% |
True |
False |
23,620 |
| 10 |
1.1108 |
1.0921 |
0.0187 |
1.7% |
0.0088 |
0.8% |
72% |
False |
False |
23,062 |
| 20 |
1.1108 |
1.0829 |
0.0279 |
2.5% |
0.0086 |
0.8% |
81% |
False |
False |
23,999 |
| 40 |
1.1108 |
1.0579 |
0.0529 |
4.8% |
0.0079 |
0.7% |
90% |
False |
False |
23,990 |
| 60 |
1.1108 |
1.0392 |
0.0716 |
6.5% |
0.0078 |
0.7% |
93% |
False |
False |
21,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1481 |
|
2.618 |
1.1329 |
|
1.618 |
1.1236 |
|
1.000 |
1.1179 |
|
0.618 |
1.1143 |
|
HIGH |
1.1086 |
|
0.618 |
1.1050 |
|
0.500 |
1.1040 |
|
0.382 |
1.1029 |
|
LOW |
1.0993 |
|
0.618 |
1.0936 |
|
1.000 |
1.0900 |
|
1.618 |
1.0843 |
|
2.618 |
1.0750 |
|
4.250 |
1.0598 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1045 |
| PP |
1.1045 |
1.1035 |
| S1 |
1.1040 |
1.1026 |
|