CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0933 |
1.1032 |
0.0099 |
0.9% |
1.0959 |
| High |
1.1029 |
1.1046 |
0.0017 |
0.2% |
1.1087 |
| Low |
1.0910 |
1.1004 |
0.0094 |
0.9% |
1.0859 |
| Close |
1.1001 |
1.1017 |
0.0016 |
0.1% |
1.0987 |
| Range |
0.0119 |
0.0042 |
-0.0077 |
-64.7% |
0.0228 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
27 |
10 |
-17 |
-63.0% |
229 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1125 |
1.1040 |
|
| R3 |
1.1106 |
1.1083 |
1.1029 |
|
| R2 |
1.1064 |
1.1064 |
1.1025 |
|
| R1 |
1.1041 |
1.1041 |
1.1021 |
1.1032 |
| PP |
1.1022 |
1.1022 |
1.1022 |
1.1018 |
| S1 |
1.0999 |
1.0999 |
1.1013 |
1.0990 |
| S2 |
1.0980 |
1.0980 |
1.1009 |
|
| S3 |
1.0938 |
1.0957 |
1.1005 |
|
| S4 |
1.0896 |
1.0915 |
1.0994 |
|
|
| 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 |
1.1225 |
|
2.618 |
1.1156 |
|
1.618 |
1.1114 |
|
1.000 |
1.1088 |
|
0.618 |
1.1072 |
|
HIGH |
1.1046 |
|
0.618 |
1.1030 |
|
0.500 |
1.1025 |
|
0.382 |
1.1020 |
|
LOW |
1.1004 |
|
0.618 |
1.0978 |
|
1.000 |
1.0962 |
|
1.618 |
1.0936 |
|
2.618 |
1.0894 |
|
4.250 |
1.0826 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1025 |
1.1004 |
| PP |
1.1022 |
1.0991 |
| S1 |
1.1020 |
1.0978 |
|