CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0816 |
1.0783 |
-0.0033 |
-0.3% |
1.1003 |
| High |
1.0833 |
1.0844 |
0.0011 |
0.1% |
1.1031 |
| Low |
1.0781 |
1.0782 |
0.0001 |
0.0% |
1.0781 |
| Close |
1.0790 |
1.0838 |
0.0048 |
0.4% |
1.0790 |
| Range |
0.0052 |
0.0062 |
0.0010 |
19.2% |
0.0250 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
20,828 |
24,312 |
3,484 |
16.7% |
130,303 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1007 |
1.0985 |
1.0872 |
|
| R3 |
1.0945 |
1.0923 |
1.0855 |
|
| R2 |
1.0883 |
1.0883 |
1.0849 |
|
| R1 |
1.0861 |
1.0861 |
1.0844 |
1.0872 |
| PP |
1.0821 |
1.0821 |
1.0821 |
1.0827 |
| S1 |
1.0799 |
1.0799 |
1.0832 |
1.0810 |
| S2 |
1.0759 |
1.0759 |
1.0827 |
|
| S3 |
1.0697 |
1.0737 |
1.0821 |
|
| S4 |
1.0635 |
1.0675 |
1.0804 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1617 |
1.1454 |
1.0928 |
|
| R3 |
1.1367 |
1.1204 |
1.0859 |
|
| R2 |
1.1117 |
1.1117 |
1.0836 |
|
| R1 |
1.0954 |
1.0954 |
1.0813 |
1.0911 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0846 |
| S1 |
1.0704 |
1.0704 |
1.0767 |
1.0661 |
| S2 |
1.0617 |
1.0617 |
1.0744 |
|
| S3 |
1.0367 |
1.0454 |
1.0721 |
|
| S4 |
1.0117 |
1.0204 |
1.0653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0971 |
1.0781 |
0.0190 |
1.8% |
0.0068 |
0.6% |
30% |
False |
False |
24,941 |
| 10 |
1.1077 |
1.0781 |
0.0296 |
2.7% |
0.0068 |
0.6% |
19% |
False |
False |
22,763 |
| 20 |
1.1145 |
1.0781 |
0.0364 |
3.4% |
0.0071 |
0.7% |
16% |
False |
False |
16,727 |
| 40 |
1.1145 |
1.0781 |
0.0364 |
3.4% |
0.0077 |
0.7% |
16% |
False |
False |
8,397 |
| 60 |
1.1145 |
1.0608 |
0.0537 |
5.0% |
0.0073 |
0.7% |
43% |
False |
False |
5,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1108 |
|
2.618 |
1.1006 |
|
1.618 |
1.0944 |
|
1.000 |
1.0906 |
|
0.618 |
1.0882 |
|
HIGH |
1.0844 |
|
0.618 |
1.0820 |
|
0.500 |
1.0813 |
|
0.382 |
1.0806 |
|
LOW |
1.0782 |
|
0.618 |
1.0744 |
|
1.000 |
1.0720 |
|
1.618 |
1.0682 |
|
2.618 |
1.0620 |
|
4.250 |
1.0519 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0830 |
1.0835 |
| PP |
1.0821 |
1.0831 |
| S1 |
1.0813 |
1.0828 |
|