CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1028 |
1.0978 |
-0.0050 |
-0.5% |
1.1097 |
| High |
1.1032 |
1.0995 |
-0.0037 |
-0.3% |
1.1145 |
| Low |
1.0945 |
1.0901 |
-0.0044 |
-0.4% |
1.0945 |
| Close |
1.0994 |
1.0932 |
-0.0062 |
-0.6% |
1.0994 |
| Range |
0.0087 |
0.0094 |
0.0007 |
8.0% |
0.0200 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.3% |
0.0000 |
| Volume |
2,897 |
9,650 |
6,753 |
233.1% |
5,278 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1172 |
1.0984 |
|
| R3 |
1.1131 |
1.1078 |
1.0958 |
|
| R2 |
1.1037 |
1.1037 |
1.0949 |
|
| R1 |
1.0984 |
1.0984 |
1.0941 |
1.0964 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0932 |
| S1 |
1.0890 |
1.0890 |
1.0923 |
1.0870 |
| S2 |
1.0849 |
1.0849 |
1.0915 |
|
| S3 |
1.0755 |
1.0796 |
1.0906 |
|
| S4 |
1.0661 |
1.0702 |
1.0880 |
|
|
| 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 |
1.1144 |
1.0901 |
0.0243 |
2.2% |
0.0086 |
0.8% |
13% |
False |
True |
2,941 |
| 10 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0081 |
0.7% |
13% |
False |
True |
1,555 |
| 20 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0082 |
0.8% |
13% |
False |
True |
800 |
| 40 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0078 |
0.7% |
60% |
False |
False |
408 |
| 60 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0069 |
0.6% |
65% |
False |
False |
274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1395 |
|
2.618 |
1.1241 |
|
1.618 |
1.1147 |
|
1.000 |
1.1089 |
|
0.618 |
1.1053 |
|
HIGH |
1.0995 |
|
0.618 |
1.0959 |
|
0.500 |
1.0948 |
|
0.382 |
1.0937 |
|
LOW |
1.0901 |
|
0.618 |
1.0843 |
|
1.000 |
1.0807 |
|
1.618 |
1.0749 |
|
2.618 |
1.0655 |
|
4.250 |
1.0502 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.0972 |
| PP |
1.0943 |
1.0958 |
| S1 |
1.0937 |
1.0945 |
|