CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1111 |
1.0964 |
-0.0147 |
-1.3% |
1.0977 |
| High |
1.1123 |
1.1057 |
-0.0066 |
-0.6% |
1.1046 |
| Low |
1.0960 |
1.0951 |
-0.0009 |
-0.1% |
1.0910 |
| Close |
1.0980 |
1.1042 |
0.0062 |
0.6% |
1.1033 |
| Range |
0.0163 |
0.0106 |
-0.0057 |
-35.0% |
0.0136 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.5% |
0.0000 |
| Volume |
55 |
169 |
114 |
207.3% |
112 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1335 |
1.1294 |
1.1100 |
|
| R3 |
1.1229 |
1.1188 |
1.1071 |
|
| R2 |
1.1123 |
1.1123 |
1.1061 |
|
| R1 |
1.1082 |
1.1082 |
1.1052 |
1.1103 |
| PP |
1.1017 |
1.1017 |
1.1017 |
1.1027 |
| S1 |
1.0976 |
1.0976 |
1.1032 |
1.0997 |
| S2 |
1.0911 |
1.0911 |
1.1023 |
|
| S3 |
1.0805 |
1.0870 |
1.1013 |
|
| S4 |
1.0699 |
1.0764 |
1.0984 |
|
|
| 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 |
1.1508 |
|
2.618 |
1.1335 |
|
1.618 |
1.1229 |
|
1.000 |
1.1163 |
|
0.618 |
1.1123 |
|
HIGH |
1.1057 |
|
0.618 |
1.1017 |
|
0.500 |
1.1004 |
|
0.382 |
1.0991 |
|
LOW |
1.0951 |
|
0.618 |
1.0885 |
|
1.000 |
1.0845 |
|
1.618 |
1.0779 |
|
2.618 |
1.0673 |
|
4.250 |
1.0501 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1029 |
1.1043 |
| PP |
1.1017 |
1.1043 |
| S1 |
1.1004 |
1.1042 |
|