CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1088 |
1.1111 |
0.0023 |
0.2% |
1.0977 |
| High |
1.1135 |
1.1123 |
-0.0012 |
-0.1% |
1.1046 |
| Low |
1.1065 |
1.0960 |
-0.0105 |
-0.9% |
1.0910 |
| Close |
1.1112 |
1.0980 |
-0.0132 |
-1.2% |
1.1033 |
| Range |
0.0070 |
0.0163 |
0.0093 |
132.9% |
0.0136 |
| ATR |
0.0072 |
0.0078 |
0.0007 |
9.1% |
0.0000 |
| Volume |
17 |
55 |
38 |
223.5% |
112 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1510 |
1.1408 |
1.1070 |
|
| R3 |
1.1347 |
1.1245 |
1.1025 |
|
| R2 |
1.1184 |
1.1184 |
1.1010 |
|
| R1 |
1.1082 |
1.1082 |
1.0995 |
1.1052 |
| PP |
1.1021 |
1.1021 |
1.1021 |
1.1006 |
| S1 |
1.0919 |
1.0919 |
1.0965 |
1.0889 |
| S2 |
1.0858 |
1.0858 |
1.0950 |
|
| S3 |
1.0695 |
1.0756 |
1.0935 |
|
| S4 |
1.0532 |
1.0593 |
1.0890 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1355 |
1.1108 |
|
| R3 |
1.1268 |
1.1219 |
1.1070 |
|
| R2 |
1.1132 |
1.1132 |
1.1058 |
|
| R1 |
1.1083 |
1.1083 |
1.1045 |
1.1108 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.1009 |
| S1 |
1.0947 |
1.0947 |
1.1021 |
1.0972 |
| S2 |
1.0860 |
1.0860 |
1.1008 |
|
| S3 |
1.0724 |
1.0811 |
1.0996 |
|
| S4 |
1.0588 |
1.0675 |
1.0958 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1816 |
|
2.618 |
1.1550 |
|
1.618 |
1.1387 |
|
1.000 |
1.1286 |
|
0.618 |
1.1224 |
|
HIGH |
1.1123 |
|
0.618 |
1.1061 |
|
0.500 |
1.1042 |
|
0.382 |
1.1022 |
|
LOW |
1.0960 |
|
0.618 |
1.0859 |
|
1.000 |
1.0797 |
|
1.618 |
1.0696 |
|
2.618 |
1.0533 |
|
4.250 |
1.0267 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1042 |
1.1048 |
| PP |
1.1021 |
1.1025 |
| S1 |
1.1001 |
1.1003 |
|