CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0959 |
1.0963 |
0.0004 |
0.0% |
1.0911 |
| High |
1.0993 |
1.0988 |
-0.0005 |
0.0% |
1.1082 |
| Low |
1.0859 |
1.0925 |
0.0066 |
0.6% |
1.0881 |
| Close |
1.0935 |
1.0974 |
0.0039 |
0.4% |
1.0983 |
| Range |
0.0134 |
0.0063 |
-0.0071 |
-53.0% |
0.0201 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
89 |
24 |
-65 |
-73.0% |
50 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1126 |
1.1009 |
|
| R3 |
1.1088 |
1.1063 |
1.0991 |
|
| R2 |
1.1025 |
1.1025 |
1.0986 |
|
| R1 |
1.1000 |
1.1000 |
1.0980 |
1.1013 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0969 |
| S1 |
1.0937 |
1.0937 |
1.0968 |
1.0950 |
| S2 |
1.0899 |
1.0899 |
1.0962 |
|
| S3 |
1.0836 |
1.0874 |
1.0957 |
|
| S4 |
1.0773 |
1.0811 |
1.0939 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1585 |
1.1485 |
1.1094 |
|
| R3 |
1.1384 |
1.1284 |
1.1038 |
|
| R2 |
1.1183 |
1.1183 |
1.1020 |
|
| R1 |
1.1083 |
1.1083 |
1.1001 |
1.1133 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.1007 |
| S1 |
1.0882 |
1.0882 |
1.0965 |
1.0932 |
| S2 |
1.0781 |
1.0781 |
1.0946 |
|
| S3 |
1.0580 |
1.0681 |
1.0928 |
|
| S4 |
1.0379 |
1.0480 |
1.0872 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1256 |
|
2.618 |
1.1153 |
|
1.618 |
1.1090 |
|
1.000 |
1.1051 |
|
0.618 |
1.1027 |
|
HIGH |
1.0988 |
|
0.618 |
1.0964 |
|
0.500 |
1.0957 |
|
0.382 |
1.0949 |
|
LOW |
1.0925 |
|
0.618 |
1.0886 |
|
1.000 |
1.0862 |
|
1.618 |
1.0823 |
|
2.618 |
1.0760 |
|
4.250 |
1.0657 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.0973 |
| PP |
1.0962 |
1.0972 |
| S1 |
1.0957 |
1.0971 |
|