CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1025 |
1.1037 |
0.0012 |
0.1% |
1.1036 |
| High |
1.1041 |
1.1046 |
0.0005 |
0.0% |
1.1077 |
| Low |
1.0969 |
1.0996 |
0.0027 |
0.2% |
1.0969 |
| Close |
1.1029 |
1.1015 |
-0.0014 |
-0.1% |
1.1015 |
| Range |
0.0072 |
0.0050 |
-0.0022 |
-30.6% |
0.0108 |
| ATR |
0.0073 |
0.0072 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
21,102 |
14,753 |
-6,349 |
-30.1% |
88,120 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1142 |
1.1043 |
|
| R3 |
1.1119 |
1.1092 |
1.1029 |
|
| R2 |
1.1069 |
1.1069 |
1.1024 |
|
| R1 |
1.1042 |
1.1042 |
1.1020 |
1.1031 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1013 |
| S1 |
1.0992 |
1.0992 |
1.1010 |
1.0981 |
| S2 |
1.0969 |
1.0969 |
1.1006 |
|
| S3 |
1.0919 |
1.0942 |
1.1001 |
|
| S4 |
1.0869 |
1.0892 |
1.0988 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1288 |
1.1074 |
|
| R3 |
1.1236 |
1.1180 |
1.1045 |
|
| R2 |
1.1128 |
1.1128 |
1.1035 |
|
| R1 |
1.1072 |
1.1072 |
1.1025 |
1.1046 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1008 |
| S1 |
1.0964 |
1.0964 |
1.1005 |
1.0938 |
| S2 |
1.0912 |
1.0912 |
1.0995 |
|
| S3 |
1.0804 |
1.0856 |
1.0985 |
|
| S4 |
1.0696 |
1.0748 |
1.0956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1077 |
1.0969 |
0.0108 |
1.0% |
0.0057 |
0.5% |
43% |
False |
False |
17,624 |
| 10 |
1.1081 |
1.0901 |
0.0180 |
1.6% |
0.0067 |
0.6% |
63% |
False |
False |
17,755 |
| 20 |
1.1145 |
1.0901 |
0.0244 |
2.2% |
0.0073 |
0.7% |
47% |
False |
False |
9,031 |
| 40 |
1.1145 |
1.0843 |
0.0302 |
2.7% |
0.0077 |
0.7% |
57% |
False |
False |
4,533 |
| 60 |
1.1145 |
1.0544 |
0.0601 |
5.5% |
0.0071 |
0.6% |
78% |
False |
False |
3,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1259 |
|
2.618 |
1.1177 |
|
1.618 |
1.1127 |
|
1.000 |
1.1096 |
|
0.618 |
1.1077 |
|
HIGH |
1.1046 |
|
0.618 |
1.1027 |
|
0.500 |
1.1021 |
|
0.382 |
1.1015 |
|
LOW |
1.0996 |
|
0.618 |
1.0965 |
|
1.000 |
1.0946 |
|
1.618 |
1.0915 |
|
2.618 |
1.0865 |
|
4.250 |
1.0784 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1021 |
1.1021 |
| PP |
1.1019 |
1.1019 |
| S1 |
1.1017 |
1.1017 |
|