CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1052 |
1.0997 |
-0.0055 |
-0.5% |
1.0959 |
| High |
1.1068 |
1.1036 |
-0.0032 |
-0.3% |
1.1087 |
| Low |
1.0994 |
1.0959 |
-0.0035 |
-0.3% |
1.0859 |
| Close |
1.1025 |
1.0987 |
-0.0038 |
-0.3% |
1.0987 |
| Range |
0.0074 |
0.0077 |
0.0003 |
4.1% |
0.0228 |
| ATR |
0.0074 |
0.0075 |
0.0000 |
0.2% |
0.0000 |
| Volume |
13 |
42 |
29 |
223.1% |
229 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1183 |
1.1029 |
|
| R3 |
1.1148 |
1.1106 |
1.1008 |
|
| R2 |
1.1071 |
1.1071 |
1.1001 |
|
| R1 |
1.1029 |
1.1029 |
1.0994 |
1.1012 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.0985 |
| S1 |
1.0952 |
1.0952 |
1.0980 |
1.0935 |
| S2 |
1.0917 |
1.0917 |
1.0973 |
|
| S3 |
1.0840 |
1.0875 |
1.0966 |
|
| S4 |
1.0763 |
1.0798 |
1.0945 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1662 |
1.1552 |
1.1112 |
|
| R3 |
1.1434 |
1.1324 |
1.1050 |
|
| R2 |
1.1206 |
1.1206 |
1.1029 |
|
| R1 |
1.1096 |
1.1096 |
1.1008 |
1.1151 |
| PP |
1.0978 |
1.0978 |
1.0978 |
1.1005 |
| S1 |
1.0868 |
1.0868 |
1.0966 |
1.0923 |
| S2 |
1.0750 |
1.0750 |
1.0945 |
|
| S3 |
1.0522 |
1.0640 |
1.0924 |
|
| S4 |
1.0294 |
1.0412 |
1.0862 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1363 |
|
2.618 |
1.1238 |
|
1.618 |
1.1161 |
|
1.000 |
1.1113 |
|
0.618 |
1.1084 |
|
HIGH |
1.1036 |
|
0.618 |
1.1007 |
|
0.500 |
1.0998 |
|
0.382 |
1.0988 |
|
LOW |
1.0959 |
|
0.618 |
1.0911 |
|
1.000 |
1.0882 |
|
1.618 |
1.0834 |
|
2.618 |
1.0757 |
|
4.250 |
1.0632 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.1023 |
| PP |
1.0994 |
1.1011 |
| S1 |
1.0991 |
1.0999 |
|