CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1010 |
1.1052 |
0.0042 |
0.4% |
1.0911 |
| High |
1.1087 |
1.1068 |
-0.0019 |
-0.2% |
1.1082 |
| Low |
1.1000 |
1.0994 |
-0.0006 |
-0.1% |
1.0881 |
| Close |
1.1046 |
1.1025 |
-0.0021 |
-0.2% |
1.0983 |
| Range |
0.0087 |
0.0074 |
-0.0013 |
-14.9% |
0.0201 |
| ATR |
0.0075 |
0.0074 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
61 |
13 |
-48 |
-78.7% |
50 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1251 |
1.1212 |
1.1066 |
|
| R3 |
1.1177 |
1.1138 |
1.1045 |
|
| R2 |
1.1103 |
1.1103 |
1.1039 |
|
| R1 |
1.1064 |
1.1064 |
1.1032 |
1.1047 |
| PP |
1.1029 |
1.1029 |
1.1029 |
1.1020 |
| S1 |
1.0990 |
1.0990 |
1.1018 |
1.0973 |
| S2 |
1.0955 |
1.0955 |
1.1011 |
|
| S3 |
1.0881 |
1.0916 |
1.1005 |
|
| S4 |
1.0807 |
1.0842 |
1.0984 |
|
|
| 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 |
1.1383 |
|
2.618 |
1.1262 |
|
1.618 |
1.1188 |
|
1.000 |
1.1142 |
|
0.618 |
1.1114 |
|
HIGH |
1.1068 |
|
0.618 |
1.1040 |
|
0.500 |
1.1031 |
|
0.382 |
1.1022 |
|
LOW |
1.0994 |
|
0.618 |
1.0948 |
|
1.000 |
1.0920 |
|
1.618 |
1.0874 |
|
2.618 |
1.0800 |
|
4.250 |
1.0680 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1031 |
1.1019 |
| PP |
1.1029 |
1.1012 |
| S1 |
1.1027 |
1.1006 |
|