CME Swiss Franc Future December 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 |
1.1015 |
1.1036 |
0.0021 |
0.2% |
1.0978 |
| High |
1.1044 |
1.1069 |
0.0025 |
0.2% |
1.1081 |
| Low |
1.1012 |
1.1020 |
0.0008 |
0.1% |
1.0901 |
| Close |
1.1024 |
1.1044 |
0.0020 |
0.2% |
1.1024 |
| Range |
0.0032 |
0.0049 |
0.0017 |
53.1% |
0.0180 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
14,733 |
15,097 |
364 |
2.5% |
86,535 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1167 |
1.1071 |
|
| R3 |
1.1142 |
1.1118 |
1.1057 |
|
| R2 |
1.1093 |
1.1093 |
1.1053 |
|
| R1 |
1.1069 |
1.1069 |
1.1048 |
1.1081 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1051 |
| S1 |
1.1020 |
1.1020 |
1.1040 |
1.1032 |
| S2 |
1.0995 |
1.0995 |
1.1035 |
|
| S3 |
1.0946 |
1.0971 |
1.1031 |
|
| S4 |
1.0897 |
1.0922 |
1.1017 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1542 |
1.1463 |
1.1123 |
|
| R3 |
1.1362 |
1.1283 |
1.1074 |
|
| R2 |
1.1182 |
1.1182 |
1.1057 |
|
| R1 |
1.1103 |
1.1103 |
1.1041 |
1.1143 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.1022 |
| S1 |
1.0923 |
1.0923 |
1.1008 |
1.0963 |
| S2 |
1.0822 |
1.0822 |
1.0991 |
|
| S3 |
1.0642 |
1.0743 |
1.0975 |
|
| S4 |
1.0462 |
1.0563 |
1.0925 |
|
|
| 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% |
0.0070 |
0.6% |
79% |
False |
False |
20,326 |
| 10 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0075 |
0.7% |
59% |
False |
False |
10,691 |
| 20 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0081 |
0.7% |
59% |
False |
False |
5,395 |
| 40 |
1.1145 |
1.0675 |
0.0470 |
4.3% |
0.0077 |
0.7% |
79% |
False |
False |
2,708 |
| 60 |
1.1145 |
1.0544 |
0.0601 |
5.4% |
0.0071 |
0.6% |
83% |
False |
False |
1,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1277 |
|
2.618 |
1.1197 |
|
1.618 |
1.1148 |
|
1.000 |
1.1118 |
|
0.618 |
1.1099 |
|
HIGH |
1.1069 |
|
0.618 |
1.1050 |
|
0.500 |
1.1045 |
|
0.382 |
1.1039 |
|
LOW |
1.1020 |
|
0.618 |
1.0990 |
|
1.000 |
1.0971 |
|
1.618 |
1.0941 |
|
2.618 |
1.0892 |
|
4.250 |
1.0812 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1045 |
1.1041 |
| PP |
1.1044 |
1.1038 |
| S1 |
1.1044 |
1.1035 |
|