CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.0917 |
-0.0050 |
-0.5% |
1.0871 |
| High |
1.0967 |
1.0965 |
-0.0002 |
0.0% |
1.1056 |
| Low |
1.0829 |
1.0897 |
0.0068 |
0.6% |
1.0850 |
| Close |
1.0908 |
1.0947 |
0.0039 |
0.4% |
1.0956 |
| Range |
0.0138 |
0.0068 |
-0.0070 |
-50.7% |
0.0206 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
29,312 |
23,709 |
-5,603 |
-19.1% |
159,166 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1112 |
1.0984 |
|
| R3 |
1.1072 |
1.1044 |
1.0966 |
|
| R2 |
1.1004 |
1.1004 |
1.0959 |
|
| R1 |
1.0976 |
1.0976 |
1.0953 |
1.0990 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0944 |
| S1 |
1.0908 |
1.0908 |
1.0941 |
1.0922 |
| S2 |
1.0868 |
1.0868 |
1.0935 |
|
| S3 |
1.0800 |
1.0840 |
1.0928 |
|
| S4 |
1.0732 |
1.0772 |
1.0910 |
|
|
| 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 |
1.1254 |
|
2.618 |
1.1143 |
|
1.618 |
1.1075 |
|
1.000 |
1.1033 |
|
0.618 |
1.1007 |
|
HIGH |
1.0965 |
|
0.618 |
1.0939 |
|
0.500 |
1.0931 |
|
0.382 |
1.0923 |
|
LOW |
1.0897 |
|
0.618 |
1.0855 |
|
1.000 |
1.0829 |
|
1.618 |
1.0787 |
|
2.618 |
1.0719 |
|
4.250 |
1.0608 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0946 |
| PP |
1.0936 |
1.0944 |
| S1 |
1.0931 |
1.0943 |
|