CME Swiss Franc Future December 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 |
1.1077 |
1.0959 |
-0.0118 |
-1.1% |
1.0911 |
| High |
1.1082 |
1.0993 |
-0.0089 |
-0.8% |
1.1082 |
| Low |
1.0973 |
1.0859 |
-0.0114 |
-1.0% |
1.0881 |
| Close |
1.0983 |
1.0935 |
-0.0048 |
-0.4% |
1.0983 |
| Range |
0.0109 |
0.0134 |
0.0025 |
22.9% |
0.0201 |
| ATR |
0.0067 |
0.0072 |
0.0005 |
7.0% |
0.0000 |
| Volume |
20 |
89 |
69 |
345.0% |
50 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1331 |
1.1267 |
1.1009 |
|
| R3 |
1.1197 |
1.1133 |
1.0972 |
|
| R2 |
1.1063 |
1.1063 |
1.0960 |
|
| R1 |
1.0999 |
1.0999 |
1.0947 |
1.0964 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0912 |
| S1 |
1.0865 |
1.0865 |
1.0923 |
1.0830 |
| S2 |
1.0795 |
1.0795 |
1.0910 |
|
| S3 |
1.0661 |
1.0731 |
1.0898 |
|
| S4 |
1.0527 |
1.0597 |
1.0861 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1585 |
1.1485 |
1.1094 |
|
| R3 |
1.1384 |
1.1284 |
1.1038 |
|
| R2 |
1.1183 |
1.1183 |
1.1020 |
|
| R1 |
1.1083 |
1.1083 |
1.1001 |
1.1133 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.1007 |
| S1 |
1.0882 |
1.0882 |
1.0965 |
1.0932 |
| S2 |
1.0781 |
1.0781 |
1.0946 |
|
| S3 |
1.0580 |
1.0681 |
1.0928 |
|
| S4 |
1.0379 |
1.0480 |
1.0872 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1563 |
|
2.618 |
1.1344 |
|
1.618 |
1.1210 |
|
1.000 |
1.1127 |
|
0.618 |
1.1076 |
|
HIGH |
1.0993 |
|
0.618 |
1.0942 |
|
0.500 |
1.0926 |
|
0.382 |
1.0910 |
|
LOW |
1.0859 |
|
0.618 |
1.0776 |
|
1.000 |
1.0725 |
|
1.618 |
1.0642 |
|
2.618 |
1.0508 |
|
4.250 |
1.0290 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0971 |
| PP |
1.0929 |
1.0959 |
| S1 |
1.0926 |
1.0947 |
|