CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0959 |
0.0063 |
0.6% |
1.1066 |
| High |
1.0967 |
1.1052 |
0.0085 |
0.8% |
1.1117 |
| Low |
1.0882 |
1.0959 |
0.0077 |
0.7% |
1.0915 |
| Close |
1.0959 |
1.0991 |
0.0032 |
0.3% |
1.0965 |
| Range |
0.0085 |
0.0093 |
0.0008 |
9.4% |
0.0202 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
0.8% |
0.0000 |
| Volume |
42,223 |
40,855 |
-1,368 |
-3.2% |
151,978 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1280 |
1.1228 |
1.1042 |
|
| R3 |
1.1187 |
1.1135 |
1.1017 |
|
| R2 |
1.1094 |
1.1094 |
1.1008 |
|
| R1 |
1.1042 |
1.1042 |
1.1000 |
1.1068 |
| PP |
1.1001 |
1.1001 |
1.1001 |
1.1014 |
| S1 |
1.0949 |
1.0949 |
1.0982 |
1.0975 |
| S2 |
1.0908 |
1.0908 |
1.0974 |
|
| S3 |
1.0815 |
1.0856 |
1.0965 |
|
| S4 |
1.0722 |
1.0763 |
1.0940 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1605 |
1.1487 |
1.1076 |
|
| R3 |
1.1403 |
1.1285 |
1.1021 |
|
| R2 |
1.1201 |
1.1201 |
1.1002 |
|
| R1 |
1.1083 |
1.1083 |
1.0984 |
1.1041 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.0978 |
| S1 |
1.0881 |
1.0881 |
1.0946 |
1.0839 |
| S2 |
1.0797 |
1.0797 |
1.0928 |
|
| S3 |
1.0595 |
1.0679 |
1.0909 |
|
| S4 |
1.0393 |
1.0477 |
1.0854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1052 |
1.0871 |
0.0181 |
1.6% |
0.0086 |
0.8% |
66% |
True |
False |
34,069 |
| 10 |
1.1117 |
1.0871 |
0.0246 |
2.2% |
0.0088 |
0.8% |
49% |
False |
False |
33,559 |
| 20 |
1.1117 |
1.0871 |
0.0246 |
2.2% |
0.0083 |
0.8% |
49% |
False |
False |
26,835 |
| 40 |
1.1117 |
1.0579 |
0.0538 |
4.9% |
0.0083 |
0.8% |
77% |
False |
False |
26,262 |
| 60 |
1.1117 |
1.0513 |
0.0604 |
5.5% |
0.0076 |
0.7% |
79% |
False |
False |
24,042 |
| 80 |
1.1117 |
1.0305 |
0.0812 |
7.4% |
0.0076 |
0.7% |
84% |
False |
False |
19,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1447 |
|
2.618 |
1.1295 |
|
1.618 |
1.1202 |
|
1.000 |
1.1145 |
|
0.618 |
1.1109 |
|
HIGH |
1.1052 |
|
0.618 |
1.1016 |
|
0.500 |
1.1006 |
|
0.382 |
1.0995 |
|
LOW |
1.0959 |
|
0.618 |
1.0902 |
|
1.000 |
1.0866 |
|
1.618 |
1.0809 |
|
2.618 |
1.0716 |
|
4.250 |
1.0564 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.0981 |
| PP |
1.1001 |
1.0971 |
| S1 |
1.0996 |
1.0962 |
|