CME Swiss Franc Future December 2020
Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1.1030 |
1.1097 |
0.0067 |
0.6% |
1.0998 |
High |
1.1116 |
1.1145 |
0.0029 |
0.3% |
1.1116 |
Low |
1.1023 |
1.1080 |
0.0057 |
0.5% |
1.0990 |
Close |
1.1084 |
1.1104 |
0.0020 |
0.2% |
1.1084 |
Range |
0.0093 |
0.0065 |
-0.0028 |
-30.1% |
0.0126 |
ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
268 |
222 |
-46 |
-17.2% |
644 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1305 |
1.1269 |
1.1140 |
|
R3 |
1.1240 |
1.1204 |
1.1122 |
|
R2 |
1.1175 |
1.1175 |
1.1116 |
|
R1 |
1.1139 |
1.1139 |
1.1110 |
1.1157 |
PP |
1.1110 |
1.1110 |
1.1110 |
1.1119 |
S1 |
1.1074 |
1.1074 |
1.1098 |
1.1092 |
S2 |
1.1045 |
1.1045 |
1.1092 |
|
S3 |
1.0980 |
1.1009 |
1.1086 |
|
S4 |
1.0915 |
1.0944 |
1.1068 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1441 |
1.1389 |
1.1153 |
|
R3 |
1.1315 |
1.1263 |
1.1119 |
|
R2 |
1.1189 |
1.1189 |
1.1107 |
|
R1 |
1.1137 |
1.1137 |
1.1096 |
1.1163 |
PP |
1.1063 |
1.1063 |
1.1063 |
1.1077 |
S1 |
1.1011 |
1.1011 |
1.1072 |
1.1037 |
S2 |
1.0937 |
1.0937 |
1.1061 |
|
S3 |
1.0811 |
1.0885 |
1.1049 |
|
S4 |
1.0685 |
1.0759 |
1.1015 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1421 |
2.618 |
1.1315 |
1.618 |
1.1250 |
1.000 |
1.1210 |
0.618 |
1.1185 |
HIGH |
1.1145 |
0.618 |
1.1120 |
0.500 |
1.1113 |
0.382 |
1.1105 |
LOW |
1.1080 |
0.618 |
1.1040 |
1.000 |
1.1015 |
1.618 |
1.0975 |
2.618 |
1.0910 |
4.250 |
1.0804 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1113 |
1.1093 |
PP |
1.1110 |
1.1081 |
S1 |
1.1107 |
1.1070 |
|