CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0899 |
1.0848 |
-0.0051 |
-0.5% |
1.1036 |
| High |
1.0907 |
1.0875 |
-0.0032 |
-0.3% |
1.1077 |
| Low |
1.0844 |
1.0799 |
-0.0045 |
-0.4% |
1.0969 |
| Close |
1.0845 |
1.0818 |
-0.0027 |
-0.2% |
1.1015 |
| Range |
0.0063 |
0.0076 |
0.0013 |
20.6% |
0.0108 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.2% |
0.0000 |
| Volume |
27,189 |
27,063 |
-126 |
-0.5% |
88,120 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1014 |
1.0860 |
|
| R3 |
1.0983 |
1.0938 |
1.0839 |
|
| R2 |
1.0907 |
1.0907 |
1.0832 |
|
| R1 |
1.0862 |
1.0862 |
1.0825 |
1.0847 |
| PP |
1.0831 |
1.0831 |
1.0831 |
1.0823 |
| S1 |
1.0786 |
1.0786 |
1.0811 |
1.0771 |
| S2 |
1.0755 |
1.0755 |
1.0804 |
|
| S3 |
1.0679 |
1.0710 |
1.0797 |
|
| S4 |
1.0603 |
1.0634 |
1.0776 |
|
|
| 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 |
1.1046 |
1.0799 |
0.0247 |
2.3% |
0.0075 |
0.7% |
8% |
False |
True |
24,845 |
| 10 |
1.1077 |
1.0799 |
0.0278 |
2.6% |
0.0064 |
0.6% |
7% |
False |
True |
21,232 |
| 20 |
1.1145 |
1.0799 |
0.0346 |
3.2% |
0.0075 |
0.7% |
5% |
False |
True |
14,492 |
| 40 |
1.1145 |
1.0799 |
0.0346 |
3.2% |
0.0079 |
0.7% |
5% |
False |
True |
7,269 |
| 60 |
1.1145 |
1.0587 |
0.0558 |
5.2% |
0.0073 |
0.7% |
41% |
False |
False |
4,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1198 |
|
2.618 |
1.1074 |
|
1.618 |
1.0998 |
|
1.000 |
1.0951 |
|
0.618 |
1.0922 |
|
HIGH |
1.0875 |
|
0.618 |
1.0846 |
|
0.500 |
1.0837 |
|
0.382 |
1.0828 |
|
LOW |
1.0799 |
|
0.618 |
1.0752 |
|
1.000 |
1.0723 |
|
1.618 |
1.0676 |
|
2.618 |
1.0600 |
|
4.250 |
1.0476 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0837 |
1.0885 |
| PP |
1.0831 |
1.0863 |
| S1 |
1.0824 |
1.0840 |
|