CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.1034 |
0.0014 |
0.1% |
1.1038 |
| High |
1.1053 |
1.1055 |
0.0002 |
0.0% |
1.1135 |
| Low |
1.0993 |
1.0999 |
0.0006 |
0.1% |
1.0951 |
| Close |
1.1050 |
1.1039 |
-0.0011 |
-0.1% |
1.0996 |
| Range |
0.0060 |
0.0056 |
-0.0004 |
-6.7% |
0.0184 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
124 |
58 |
-66 |
-53.2% |
363 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1175 |
1.1070 |
|
| R3 |
1.1143 |
1.1119 |
1.1054 |
|
| R2 |
1.1087 |
1.1087 |
1.1049 |
|
| R1 |
1.1063 |
1.1063 |
1.1044 |
1.1075 |
| PP |
1.1031 |
1.1031 |
1.1031 |
1.1037 |
| S1 |
1.1007 |
1.1007 |
1.1034 |
1.1019 |
| S2 |
1.0975 |
1.0975 |
1.1029 |
|
| S3 |
1.0919 |
1.0951 |
1.1024 |
|
| S4 |
1.0863 |
1.0895 |
1.1008 |
|
|
| 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 |
1.1293 |
|
2.618 |
1.1202 |
|
1.618 |
1.1146 |
|
1.000 |
1.1111 |
|
0.618 |
1.1090 |
|
HIGH |
1.1055 |
|
0.618 |
1.1034 |
|
0.500 |
1.1027 |
|
0.382 |
1.1020 |
|
LOW |
1.0999 |
|
0.618 |
1.0964 |
|
1.000 |
1.0943 |
|
1.618 |
1.0908 |
|
2.618 |
1.0852 |
|
4.250 |
1.0761 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1035 |
1.1034 |
| PP |
1.1031 |
1.1028 |
| S1 |
1.1027 |
1.1023 |
|