CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1034 |
1.1045 |
0.0011 |
0.1% |
1.1038 |
| High |
1.1055 |
1.1098 |
0.0043 |
0.4% |
1.1135 |
| Low |
1.0999 |
1.0995 |
-0.0004 |
0.0% |
1.0951 |
| Close |
1.1039 |
1.1039 |
0.0000 |
0.0% |
1.0996 |
| Range |
0.0056 |
0.0103 |
0.0047 |
83.9% |
0.0184 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.4% |
0.0000 |
| Volume |
58 |
181 |
123 |
212.1% |
363 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1299 |
1.1096 |
|
| R3 |
1.1250 |
1.1196 |
1.1067 |
|
| R2 |
1.1147 |
1.1147 |
1.1058 |
|
| R1 |
1.1093 |
1.1093 |
1.1048 |
1.1069 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1032 |
| S1 |
1.0990 |
1.0990 |
1.1030 |
1.0966 |
| S2 |
1.0941 |
1.0941 |
1.1020 |
|
| S3 |
1.0838 |
1.0887 |
1.1011 |
|
| S4 |
1.0735 |
1.0784 |
1.0982 |
|
|
| 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 |
1.1536 |
|
2.618 |
1.1368 |
|
1.618 |
1.1265 |
|
1.000 |
1.1201 |
|
0.618 |
1.1162 |
|
HIGH |
1.1098 |
|
0.618 |
1.1059 |
|
0.500 |
1.1047 |
|
0.382 |
1.1034 |
|
LOW |
1.0995 |
|
0.618 |
1.0931 |
|
1.000 |
1.0892 |
|
1.618 |
1.0828 |
|
2.618 |
1.0725 |
|
4.250 |
1.0557 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1046 |
| PP |
1.1044 |
1.1043 |
| S1 |
1.1042 |
1.1041 |
|