CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1014 |
1.0967 |
-0.0047 |
-0.4% |
1.0871 |
| High |
1.1056 |
1.0967 |
-0.0089 |
-0.8% |
1.1056 |
| Low |
1.0943 |
1.0829 |
-0.0114 |
-1.0% |
1.0850 |
| Close |
1.0956 |
1.0908 |
-0.0048 |
-0.4% |
1.0956 |
| Range |
0.0113 |
0.0138 |
0.0025 |
22.1% |
0.0206 |
| ATR |
0.0073 |
0.0078 |
0.0005 |
6.3% |
0.0000 |
| Volume |
44,769 |
29,312 |
-15,457 |
-34.5% |
159,166 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1250 |
1.0984 |
|
| R3 |
1.1177 |
1.1112 |
1.0946 |
|
| R2 |
1.1039 |
1.1039 |
1.0933 |
|
| R1 |
1.0974 |
1.0974 |
1.0921 |
1.0938 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0883 |
| S1 |
1.0836 |
1.0836 |
1.0895 |
1.0800 |
| S2 |
1.0763 |
1.0763 |
1.0883 |
|
| S3 |
1.0625 |
1.0698 |
1.0870 |
|
| S4 |
1.0487 |
1.0560 |
1.0832 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1470 |
1.1069 |
|
| R3 |
1.1366 |
1.1264 |
1.1013 |
|
| R2 |
1.1160 |
1.1160 |
1.0994 |
|
| R1 |
1.1058 |
1.1058 |
1.0975 |
1.1109 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0980 |
| S1 |
1.0852 |
1.0852 |
1.0937 |
1.0903 |
| S2 |
1.0748 |
1.0748 |
1.0918 |
|
| S3 |
1.0542 |
1.0646 |
1.0899 |
|
| S4 |
1.0336 |
1.0440 |
1.0843 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1328 |
|
1.618 |
1.1190 |
|
1.000 |
1.1105 |
|
0.618 |
1.1052 |
|
HIGH |
1.0967 |
|
0.618 |
1.0914 |
|
0.500 |
1.0898 |
|
0.382 |
1.0882 |
|
LOW |
1.0829 |
|
0.618 |
1.0744 |
|
1.000 |
1.0691 |
|
1.618 |
1.0606 |
|
2.618 |
1.0468 |
|
4.250 |
1.0243 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0905 |
1.0943 |
| PP |
1.0901 |
1.0931 |
| S1 |
1.0898 |
1.0920 |
|