CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0963 |
1.1010 |
0.0047 |
0.4% |
1.0911 |
| High |
1.0988 |
1.1087 |
0.0099 |
0.9% |
1.1082 |
| Low |
1.0925 |
1.1000 |
0.0075 |
0.7% |
1.0881 |
| Close |
1.0974 |
1.1046 |
0.0072 |
0.7% |
1.0983 |
| Range |
0.0063 |
0.0087 |
0.0024 |
38.1% |
0.0201 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.1% |
0.0000 |
| Volume |
24 |
61 |
37 |
154.2% |
50 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1305 |
1.1263 |
1.1094 |
|
| R3 |
1.1218 |
1.1176 |
1.1070 |
|
| R2 |
1.1131 |
1.1131 |
1.1062 |
|
| R1 |
1.1089 |
1.1089 |
1.1054 |
1.1110 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1055 |
| S1 |
1.1002 |
1.1002 |
1.1038 |
1.1023 |
| S2 |
1.0957 |
1.0957 |
1.1030 |
|
| S3 |
1.0870 |
1.0915 |
1.1022 |
|
| S4 |
1.0783 |
1.0828 |
1.0998 |
|
|
| 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 |
1.1457 |
|
2.618 |
1.1315 |
|
1.618 |
1.1228 |
|
1.000 |
1.1174 |
|
0.618 |
1.1141 |
|
HIGH |
1.1087 |
|
0.618 |
1.1054 |
|
0.500 |
1.1044 |
|
0.382 |
1.1033 |
|
LOW |
1.1000 |
|
0.618 |
1.0946 |
|
1.000 |
1.0913 |
|
1.618 |
1.0859 |
|
2.618 |
1.0772 |
|
4.250 |
1.0630 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1045 |
1.1022 |
| PP |
1.1044 |
1.0997 |
| S1 |
1.1044 |
1.0973 |
|