CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1036 |
1.1043 |
0.0007 |
0.1% |
1.0978 |
| High |
1.1069 |
1.1077 |
0.0008 |
0.1% |
1.1081 |
| Low |
1.1020 |
1.1032 |
0.0012 |
0.1% |
1.0901 |
| Close |
1.1044 |
1.1042 |
-0.0002 |
0.0% |
1.1024 |
| Range |
0.0049 |
0.0045 |
-0.0004 |
-8.2% |
0.0180 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
15,097 |
15,186 |
89 |
0.6% |
86,535 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1159 |
1.1067 |
|
| R3 |
1.1140 |
1.1114 |
1.1054 |
|
| R2 |
1.1095 |
1.1095 |
1.1050 |
|
| R1 |
1.1069 |
1.1069 |
1.1046 |
1.1060 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1046 |
| S1 |
1.1024 |
1.1024 |
1.1038 |
1.1015 |
| S2 |
1.1005 |
1.1005 |
1.1034 |
|
| S3 |
1.0960 |
1.0979 |
1.1030 |
|
| S4 |
1.0915 |
1.0934 |
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 |
1.0912 |
0.0169 |
1.5% |
0.0060 |
0.5% |
77% |
False |
False |
21,433 |
| 10 |
1.1144 |
1.0901 |
0.0243 |
2.2% |
0.0073 |
0.7% |
58% |
False |
False |
12,187 |
| 20 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0080 |
0.7% |
58% |
False |
False |
6,151 |
| 40 |
1.1145 |
1.0687 |
0.0458 |
4.1% |
0.0078 |
0.7% |
78% |
False |
False |
3,087 |
| 60 |
1.1145 |
1.0544 |
0.0601 |
5.4% |
0.0071 |
0.6% |
83% |
False |
False |
2,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1268 |
|
2.618 |
1.1195 |
|
1.618 |
1.1150 |
|
1.000 |
1.1122 |
|
0.618 |
1.1105 |
|
HIGH |
1.1077 |
|
0.618 |
1.1060 |
|
0.500 |
1.1055 |
|
0.382 |
1.1049 |
|
LOW |
1.1032 |
|
0.618 |
1.1004 |
|
1.000 |
1.0987 |
|
1.618 |
1.0959 |
|
2.618 |
1.0914 |
|
4.250 |
1.0841 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1055 |
1.1045 |
| PP |
1.1050 |
1.1044 |
| S1 |
1.1046 |
1.1043 |
|