CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1031 |
1.1038 |
0.0007 |
0.1% |
1.0977 |
| High |
1.1040 |
1.1084 |
0.0044 |
0.4% |
1.1046 |
| Low |
1.0998 |
1.1031 |
0.0033 |
0.3% |
1.0910 |
| Close |
1.1033 |
1.1070 |
0.0037 |
0.3% |
1.1033 |
| Range |
0.0042 |
0.0053 |
0.0011 |
26.2% |
0.0136 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
5 |
70 |
65 |
1,300.0% |
112 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1221 |
1.1198 |
1.1099 |
|
| R3 |
1.1168 |
1.1145 |
1.1085 |
|
| R2 |
1.1115 |
1.1115 |
1.1080 |
|
| R1 |
1.1092 |
1.1092 |
1.1075 |
1.1104 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1067 |
| S1 |
1.1039 |
1.1039 |
1.1065 |
1.1051 |
| S2 |
1.1009 |
1.1009 |
1.1060 |
|
| S3 |
1.0956 |
1.0986 |
1.1055 |
|
| S4 |
1.0903 |
1.0933 |
1.1041 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1355 |
1.1108 |
|
| R3 |
1.1268 |
1.1219 |
1.1070 |
|
| R2 |
1.1132 |
1.1132 |
1.1058 |
|
| R1 |
1.1083 |
1.1083 |
1.1045 |
1.1108 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.1009 |
| S1 |
1.0947 |
1.0947 |
1.1021 |
1.0972 |
| S2 |
1.0860 |
1.0860 |
1.1008 |
|
| S3 |
1.0724 |
1.0811 |
1.0996 |
|
| S4 |
1.0588 |
1.0675 |
1.0958 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1309 |
|
2.618 |
1.1223 |
|
1.618 |
1.1170 |
|
1.000 |
1.1137 |
|
0.618 |
1.1117 |
|
HIGH |
1.1084 |
|
0.618 |
1.1064 |
|
0.500 |
1.1058 |
|
0.382 |
1.1051 |
|
LOW |
1.1031 |
|
0.618 |
1.0998 |
|
1.000 |
1.0978 |
|
1.618 |
1.0945 |
|
2.618 |
1.0892 |
|
4.250 |
1.0806 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1066 |
1.1060 |
| PP |
1.1062 |
1.1051 |
| S1 |
1.1058 |
1.1041 |
|