CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1028 |
1.0991 |
-0.0037 |
-0.3% |
1.0998 |
| High |
1.1033 |
1.1042 |
0.0009 |
0.1% |
1.1116 |
| Low |
1.0979 |
1.0971 |
-0.0008 |
-0.1% |
1.0990 |
| Close |
1.0988 |
1.1033 |
0.0045 |
0.4% |
1.1084 |
| Range |
0.0054 |
0.0071 |
0.0017 |
31.5% |
0.0126 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
948 |
847 |
-101 |
-10.7% |
644 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1228 |
1.1202 |
1.1072 |
|
| R3 |
1.1157 |
1.1131 |
1.1053 |
|
| R2 |
1.1086 |
1.1086 |
1.1046 |
|
| R1 |
1.1060 |
1.1060 |
1.1040 |
1.1073 |
| PP |
1.1015 |
1.1015 |
1.1015 |
1.1022 |
| S1 |
1.0989 |
1.0989 |
1.1026 |
1.1002 |
| S2 |
1.0944 |
1.0944 |
1.1020 |
|
| S3 |
1.0873 |
1.0918 |
1.1013 |
|
| S4 |
1.0802 |
1.0847 |
1.0994 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1389 |
1.1153 |
|
| R3 |
1.1315 |
1.1263 |
1.1119 |
|
| R2 |
1.1189 |
1.1189 |
1.1107 |
|
| R1 |
1.1137 |
1.1137 |
1.1096 |
1.1163 |
| PP |
1.1063 |
1.1063 |
1.1063 |
1.1077 |
| S1 |
1.1011 |
1.1011 |
1.1072 |
1.1037 |
| S2 |
1.0937 |
1.0937 |
1.1061 |
|
| S3 |
1.0811 |
1.0885 |
1.1049 |
|
| S4 |
1.0685 |
1.0759 |
1.1015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1145 |
1.0971 |
0.0174 |
1.6% |
0.0081 |
0.7% |
36% |
False |
True |
529 |
| 10 |
1.1145 |
1.0971 |
0.0174 |
1.6% |
0.0078 |
0.7% |
36% |
False |
True |
307 |
| 20 |
1.1145 |
1.0910 |
0.0235 |
2.1% |
0.0080 |
0.7% |
52% |
False |
False |
177 |
| 40 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0075 |
0.7% |
79% |
False |
False |
95 |
| 60 |
1.1145 |
1.0535 |
0.0610 |
5.5% |
0.0069 |
0.6% |
82% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1344 |
|
2.618 |
1.1228 |
|
1.618 |
1.1157 |
|
1.000 |
1.1113 |
|
0.618 |
1.1086 |
|
HIGH |
1.1042 |
|
0.618 |
1.1015 |
|
0.500 |
1.1007 |
|
0.382 |
1.0998 |
|
LOW |
1.0971 |
|
0.618 |
1.0927 |
|
1.000 |
1.0900 |
|
1.618 |
1.0856 |
|
2.618 |
1.0785 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1024 |
1.1058 |
| PP |
1.1015 |
1.1049 |
| S1 |
1.1007 |
1.1041 |
|