CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0985 |
1.1005 |
0.0020 |
0.2% |
1.0947 |
| High |
1.1013 |
1.1038 |
0.0025 |
0.2% |
1.1052 |
| Low |
1.0982 |
1.0992 |
0.0010 |
0.1% |
1.0871 |
| Close |
1.0995 |
1.1035 |
0.0040 |
0.4% |
1.0995 |
| Range |
0.0031 |
0.0046 |
0.0015 |
48.4% |
0.0181 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
4,586 |
333 |
-4,253 |
-92.7% |
122,868 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1143 |
1.1060 |
|
| R3 |
1.1114 |
1.1097 |
1.1048 |
|
| R2 |
1.1068 |
1.1068 |
1.1043 |
|
| R1 |
1.1051 |
1.1051 |
1.1039 |
1.1060 |
| PP |
1.1022 |
1.1022 |
1.1022 |
1.1026 |
| S1 |
1.1005 |
1.1005 |
1.1031 |
1.1014 |
| S2 |
1.0976 |
1.0976 |
1.1027 |
|
| S3 |
1.0930 |
1.0959 |
1.1022 |
|
| S4 |
1.0884 |
1.0913 |
1.1010 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1436 |
1.1095 |
|
| R3 |
1.1335 |
1.1255 |
1.1045 |
|
| R2 |
1.1154 |
1.1154 |
1.1028 |
|
| R1 |
1.1074 |
1.1074 |
1.1012 |
1.1114 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0993 |
| S1 |
1.0893 |
1.0893 |
1.0978 |
1.0933 |
| S2 |
1.0792 |
1.0792 |
1.0962 |
|
| S3 |
1.0611 |
1.0712 |
1.0945 |
|
| S4 |
1.0430 |
1.0531 |
1.0895 |
|
|
| 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% |
0.0070 |
0.6% |
91% |
False |
False |
24,640 |
| 10 |
1.1117 |
1.0871 |
0.0246 |
2.2% |
0.0076 |
0.7% |
67% |
False |
False |
27,517 |
| 20 |
1.1117 |
1.0871 |
0.0246 |
2.2% |
0.0082 |
0.7% |
67% |
False |
False |
25,290 |
| 40 |
1.1117 |
1.0645 |
0.0472 |
4.3% |
0.0081 |
0.7% |
83% |
False |
False |
25,425 |
| 60 |
1.1117 |
1.0513 |
0.0604 |
5.5% |
0.0075 |
0.7% |
86% |
False |
False |
23,669 |
| 80 |
1.1117 |
1.0305 |
0.0812 |
7.4% |
0.0076 |
0.7% |
90% |
False |
False |
19,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1158 |
|
1.618 |
1.1112 |
|
1.000 |
1.1084 |
|
0.618 |
1.1066 |
|
HIGH |
1.1038 |
|
0.618 |
1.1020 |
|
0.500 |
1.1015 |
|
0.382 |
1.1010 |
|
LOW |
1.0992 |
|
0.618 |
1.0964 |
|
1.000 |
1.0946 |
|
1.618 |
1.0918 |
|
2.618 |
1.0872 |
|
4.250 |
1.0797 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1028 |
1.1025 |
| PP |
1.1022 |
1.1015 |
| S1 |
1.1015 |
1.1006 |
|