CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1066 |
1.1071 |
0.0005 |
0.0% |
1.0972 |
| High |
1.1117 |
1.1116 |
-0.0001 |
0.0% |
1.1086 |
| Low |
1.1050 |
1.0991 |
-0.0059 |
-0.5% |
1.0961 |
| Close |
1.1075 |
1.0999 |
-0.0076 |
-0.7% |
1.1055 |
| Range |
0.0067 |
0.0125 |
0.0058 |
86.6% |
0.0125 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.8% |
0.0000 |
| Volume |
28,895 |
40,870 |
11,975 |
41.4% |
118,104 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1410 |
1.1330 |
1.1068 |
|
| R3 |
1.1285 |
1.1205 |
1.1033 |
|
| R2 |
1.1160 |
1.1160 |
1.1022 |
|
| R1 |
1.1080 |
1.1080 |
1.1010 |
1.1058 |
| PP |
1.1035 |
1.1035 |
1.1035 |
1.1024 |
| S1 |
1.0955 |
1.0955 |
1.0988 |
1.0933 |
| S2 |
1.0910 |
1.0910 |
1.0976 |
|
| S3 |
1.0785 |
1.0830 |
1.0965 |
|
| S4 |
1.0660 |
1.0705 |
1.0930 |
|
|
| 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 |
1.1117 |
1.0965 |
0.0152 |
1.4% |
0.0090 |
0.8% |
22% |
False |
False |
30,533 |
| 10 |
1.1117 |
1.0921 |
0.0196 |
1.8% |
0.0095 |
0.9% |
40% |
False |
False |
26,694 |
| 20 |
1.1117 |
1.0881 |
0.0236 |
2.1% |
0.0086 |
0.8% |
50% |
False |
False |
24,836 |
| 40 |
1.1117 |
1.0579 |
0.0538 |
4.9% |
0.0080 |
0.7% |
78% |
False |
False |
24,473 |
| 60 |
1.1117 |
1.0464 |
0.0653 |
5.9% |
0.0077 |
0.7% |
82% |
False |
False |
22,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1647 |
|
2.618 |
1.1443 |
|
1.618 |
1.1318 |
|
1.000 |
1.1241 |
|
0.618 |
1.1193 |
|
HIGH |
1.1116 |
|
0.618 |
1.1068 |
|
0.500 |
1.1054 |
|
0.382 |
1.1039 |
|
LOW |
1.0991 |
|
0.618 |
1.0914 |
|
1.000 |
1.0866 |
|
1.618 |
1.0789 |
|
2.618 |
1.0664 |
|
4.250 |
1.0460 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1054 |
1.1054 |
| PP |
1.1035 |
1.1036 |
| S1 |
1.1017 |
1.1017 |
|