CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.0977 |
-0.0020 |
-0.2% |
1.0959 |
| High |
1.1036 |
1.0999 |
-0.0037 |
-0.3% |
1.1087 |
| Low |
1.0959 |
1.0927 |
-0.0032 |
-0.3% |
1.0859 |
| Close |
1.0987 |
1.0963 |
-0.0024 |
-0.2% |
1.0987 |
| Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0228 |
| ATR |
0.0075 |
0.0074 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
42 |
46 |
4 |
9.5% |
229 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1179 |
1.1143 |
1.1003 |
|
| R3 |
1.1107 |
1.1071 |
1.0983 |
|
| R2 |
1.1035 |
1.1035 |
1.0976 |
|
| R1 |
1.0999 |
1.0999 |
1.0970 |
1.0981 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.0954 |
| S1 |
1.0927 |
1.0927 |
1.0956 |
1.0909 |
| S2 |
1.0891 |
1.0891 |
1.0950 |
|
| S3 |
1.0819 |
1.0855 |
1.0943 |
|
| S4 |
1.0747 |
1.0783 |
1.0923 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1662 |
1.1552 |
1.1112 |
|
| R3 |
1.1434 |
1.1324 |
1.1050 |
|
| R2 |
1.1206 |
1.1206 |
1.1029 |
|
| R1 |
1.1096 |
1.1096 |
1.1008 |
1.1151 |
| PP |
1.0978 |
1.0978 |
1.0978 |
1.1005 |
| S1 |
1.0868 |
1.0868 |
1.0966 |
1.0923 |
| S2 |
1.0750 |
1.0750 |
1.0945 |
|
| S3 |
1.0522 |
1.0640 |
1.0924 |
|
| S4 |
1.0294 |
1.0412 |
1.0862 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1305 |
|
2.618 |
1.1187 |
|
1.618 |
1.1115 |
|
1.000 |
1.1071 |
|
0.618 |
1.1043 |
|
HIGH |
1.0999 |
|
0.618 |
1.0971 |
|
0.500 |
1.0963 |
|
0.382 |
1.0955 |
|
LOW |
1.0927 |
|
0.618 |
1.0883 |
|
1.000 |
1.0855 |
|
1.618 |
1.0811 |
|
2.618 |
1.0739 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0963 |
1.0998 |
| PP |
1.0963 |
1.0986 |
| S1 |
1.0963 |
1.0975 |
|