CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.1028 |
0.0037 |
0.3% |
1.1097 |
| High |
1.1042 |
1.1032 |
-0.0010 |
-0.1% |
1.1145 |
| Low |
1.0971 |
1.0945 |
-0.0026 |
-0.2% |
1.0945 |
| Close |
1.1033 |
1.0994 |
-0.0039 |
-0.4% |
1.0994 |
| Range |
0.0071 |
0.0087 |
0.0016 |
22.5% |
0.0200 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
0.8% |
0.0000 |
| Volume |
847 |
2,897 |
2,050 |
242.0% |
5,278 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1251 |
1.1210 |
1.1042 |
|
| R3 |
1.1164 |
1.1123 |
1.1018 |
|
| R2 |
1.1077 |
1.1077 |
1.1010 |
|
| R1 |
1.1036 |
1.1036 |
1.1002 |
1.1013 |
| PP |
1.0990 |
1.0990 |
1.0990 |
1.0979 |
| S1 |
1.0949 |
1.0949 |
1.0986 |
1.0926 |
| S2 |
1.0903 |
1.0903 |
1.0978 |
|
| S3 |
1.0816 |
1.0862 |
1.0970 |
|
| S4 |
1.0729 |
1.0775 |
1.0946 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1511 |
1.1104 |
|
| R3 |
1.1428 |
1.1311 |
1.1049 |
|
| R2 |
1.1228 |
1.1228 |
1.1031 |
|
| R1 |
1.1111 |
1.1111 |
1.1012 |
1.1070 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1007 |
| S1 |
1.0911 |
1.0911 |
1.0976 |
1.0870 |
| S2 |
1.0828 |
1.0828 |
1.0957 |
|
| S3 |
1.0628 |
1.0711 |
1.0939 |
|
| S4 |
1.0428 |
1.0511 |
1.0884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1145 |
1.0945 |
0.0200 |
1.8% |
0.0080 |
0.7% |
25% |
False |
True |
1,055 |
| 10 |
1.1145 |
1.0945 |
0.0200 |
1.8% |
0.0078 |
0.7% |
25% |
False |
True |
592 |
| 20 |
1.1145 |
1.0910 |
0.0235 |
2.1% |
0.0081 |
0.7% |
36% |
False |
False |
319 |
| 40 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0076 |
0.7% |
72% |
False |
False |
168 |
| 60 |
1.1145 |
1.0535 |
0.0610 |
5.5% |
0.0069 |
0.6% |
75% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1402 |
|
2.618 |
1.1260 |
|
1.618 |
1.1173 |
|
1.000 |
1.1119 |
|
0.618 |
1.1086 |
|
HIGH |
1.1032 |
|
0.618 |
1.0999 |
|
0.500 |
1.0989 |
|
0.382 |
1.0978 |
|
LOW |
1.0945 |
|
0.618 |
1.0891 |
|
1.000 |
1.0858 |
|
1.618 |
1.0804 |
|
2.618 |
1.0717 |
|
4.250 |
1.0575 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.0994 |
| PP |
1.0990 |
1.0994 |
| S1 |
1.0989 |
1.0994 |
|