CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1051 |
1.0998 |
-0.0053 |
-0.5% |
1.1038 |
| High |
1.1069 |
1.1053 |
-0.0016 |
-0.1% |
1.1135 |
| Low |
1.0977 |
1.0990 |
0.0013 |
0.1% |
1.0951 |
| Close |
1.0996 |
1.1007 |
0.0011 |
0.1% |
1.0996 |
| Range |
0.0092 |
0.0063 |
-0.0029 |
-31.5% |
0.0184 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
52 |
13 |
-39 |
-75.0% |
363 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1169 |
1.1042 |
|
| R3 |
1.1143 |
1.1106 |
1.1024 |
|
| R2 |
1.1080 |
1.1080 |
1.1019 |
|
| R1 |
1.1043 |
1.1043 |
1.1013 |
1.1062 |
| PP |
1.1017 |
1.1017 |
1.1017 |
1.1026 |
| S1 |
1.0980 |
1.0980 |
1.1001 |
1.0999 |
| S2 |
1.0954 |
1.0954 |
1.0995 |
|
| S3 |
1.0891 |
1.0917 |
1.0990 |
|
| S4 |
1.0828 |
1.0854 |
1.0972 |
|
|
| 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 |
1.1321 |
|
2.618 |
1.1218 |
|
1.618 |
1.1155 |
|
1.000 |
1.1116 |
|
0.618 |
1.1092 |
|
HIGH |
1.1053 |
|
0.618 |
1.1029 |
|
0.500 |
1.1022 |
|
0.382 |
1.1014 |
|
LOW |
1.0990 |
|
0.618 |
1.0951 |
|
1.000 |
1.0927 |
|
1.618 |
1.0888 |
|
2.618 |
1.0825 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1022 |
1.1010 |
| PP |
1.1017 |
1.1009 |
| S1 |
1.1012 |
1.1008 |
|