CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0998 |
1.1020 |
0.0022 |
0.2% |
1.1038 |
| High |
1.1053 |
1.1053 |
0.0000 |
0.0% |
1.1135 |
| Low |
1.0990 |
1.0993 |
0.0003 |
0.0% |
1.0951 |
| Close |
1.1007 |
1.1050 |
0.0043 |
0.4% |
1.0996 |
| Range |
0.0063 |
0.0060 |
-0.0003 |
-4.8% |
0.0184 |
| ATR |
0.0080 |
0.0078 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
13 |
124 |
111 |
853.8% |
363 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1191 |
1.1083 |
|
| R3 |
1.1152 |
1.1131 |
1.1067 |
|
| R2 |
1.1092 |
1.1092 |
1.1061 |
|
| R1 |
1.1071 |
1.1071 |
1.1056 |
1.1082 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1037 |
| S1 |
1.1011 |
1.1011 |
1.1045 |
1.1022 |
| S2 |
1.0972 |
1.0972 |
1.1039 |
|
| S3 |
1.0912 |
1.0951 |
1.1034 |
|
| S4 |
1.0852 |
1.0891 |
1.1017 |
|
|
| 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 |
1.1308 |
|
2.618 |
1.1210 |
|
1.618 |
1.1150 |
|
1.000 |
1.1113 |
|
0.618 |
1.1090 |
|
HIGH |
1.1053 |
|
0.618 |
1.1030 |
|
0.500 |
1.1023 |
|
0.382 |
1.1016 |
|
LOW |
1.0993 |
|
0.618 |
1.0956 |
|
1.000 |
1.0933 |
|
1.618 |
1.0896 |
|
2.618 |
1.0836 |
|
4.250 |
1.0738 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1041 |
| PP |
1.1032 |
1.1032 |
| S1 |
1.1023 |
1.1023 |
|