CME Swiss Franc Future December 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 |
1.0921 |
1.0992 |
0.0071 |
0.7% |
1.1097 |
| High |
1.0996 |
1.1081 |
0.0085 |
0.8% |
1.1145 |
| Low |
1.0912 |
1.0989 |
0.0077 |
0.7% |
1.0945 |
| Close |
1.0989 |
1.1021 |
0.0032 |
0.3% |
1.0994 |
| Range |
0.0084 |
0.0092 |
0.0008 |
9.5% |
0.0200 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.0% |
0.0000 |
| Volume |
28,199 |
33,953 |
5,754 |
20.4% |
5,278 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1306 |
1.1256 |
1.1072 |
|
| R3 |
1.1214 |
1.1164 |
1.1046 |
|
| R2 |
1.1122 |
1.1122 |
1.1038 |
|
| R1 |
1.1072 |
1.1072 |
1.1029 |
1.1097 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1043 |
| S1 |
1.0980 |
1.0980 |
1.1013 |
1.1005 |
| S2 |
1.0938 |
1.0938 |
1.1004 |
|
| S3 |
1.0846 |
1.0888 |
1.0996 |
|
| S4 |
1.0754 |
1.0796 |
1.0970 |
|
|
| 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 |
1.1081 |
1.0901 |
0.0180 |
1.6% |
0.0086 |
0.8% |
67% |
True |
False |
15,109 |
| 10 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0087 |
0.8% |
49% |
False |
False |
7,752 |
| 20 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0081 |
0.7% |
49% |
False |
False |
3,905 |
| 40 |
1.1145 |
1.0608 |
0.0537 |
4.9% |
0.0078 |
0.7% |
77% |
False |
False |
1,962 |
| 60 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0071 |
0.6% |
79% |
False |
False |
1,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1322 |
|
1.618 |
1.1230 |
|
1.000 |
1.1173 |
|
0.618 |
1.1138 |
|
HIGH |
1.1081 |
|
0.618 |
1.1046 |
|
0.500 |
1.1035 |
|
0.382 |
1.1024 |
|
LOW |
1.0989 |
|
0.618 |
1.0932 |
|
1.000 |
1.0897 |
|
1.618 |
1.0840 |
|
2.618 |
1.0748 |
|
4.250 |
1.0598 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1035 |
1.1011 |
| PP |
1.1030 |
1.1001 |
| S1 |
1.1026 |
1.0991 |
|