CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0964 |
1.1051 |
0.0087 |
0.8% |
1.1038 |
| High |
1.1057 |
1.1069 |
0.0012 |
0.1% |
1.1135 |
| Low |
1.0951 |
1.0977 |
0.0026 |
0.2% |
1.0951 |
| Close |
1.1042 |
1.0996 |
-0.0046 |
-0.4% |
1.0996 |
| Range |
0.0106 |
0.0092 |
-0.0014 |
-13.2% |
0.0184 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.0% |
0.0000 |
| Volume |
169 |
52 |
-117 |
-69.2% |
363 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1235 |
1.1047 |
|
| R3 |
1.1198 |
1.1143 |
1.1021 |
|
| R2 |
1.1106 |
1.1106 |
1.1013 |
|
| R1 |
1.1051 |
1.1051 |
1.1004 |
1.1033 |
| PP |
1.1014 |
1.1014 |
1.1014 |
1.1005 |
| S1 |
1.0959 |
1.0959 |
1.0988 |
1.0941 |
| S2 |
1.0922 |
1.0922 |
1.0979 |
|
| S3 |
1.0830 |
1.0867 |
1.0971 |
|
| S4 |
1.0738 |
1.0775 |
1.0945 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1579 |
1.1472 |
1.1097 |
|
| R3 |
1.1395 |
1.1288 |
1.1047 |
|
| R2 |
1.1211 |
1.1211 |
1.1030 |
|
| R1 |
1.1104 |
1.1104 |
1.1013 |
1.1066 |
| PP |
1.1027 |
1.1027 |
1.1027 |
1.1008 |
| S1 |
1.0920 |
1.0920 |
1.0979 |
1.0882 |
| S2 |
1.0843 |
1.0843 |
1.0962 |
|
| S3 |
1.0659 |
1.0736 |
1.0945 |
|
| S4 |
1.0475 |
1.0552 |
1.0895 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1460 |
|
2.618 |
1.1310 |
|
1.618 |
1.1218 |
|
1.000 |
1.1161 |
|
0.618 |
1.1126 |
|
HIGH |
1.1069 |
|
0.618 |
1.1034 |
|
0.500 |
1.1023 |
|
0.382 |
1.1012 |
|
LOW |
1.0977 |
|
0.618 |
1.0920 |
|
1.000 |
1.0885 |
|
1.618 |
1.0828 |
|
2.618 |
1.0736 |
|
4.250 |
1.0586 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1023 |
1.1037 |
| PP |
1.1014 |
1.1023 |
| S1 |
1.1005 |
1.1010 |
|