CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1045 |
1.1030 |
-0.0015 |
-0.1% |
1.0998 |
| High |
1.1098 |
1.1116 |
0.0018 |
0.2% |
1.1116 |
| Low |
1.0995 |
1.1023 |
0.0028 |
0.3% |
1.0990 |
| Close |
1.1039 |
1.1084 |
0.0045 |
0.4% |
1.1084 |
| Range |
0.0103 |
0.0093 |
-0.0010 |
-9.7% |
0.0126 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0000 |
| Volume |
181 |
268 |
87 |
48.1% |
644 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1312 |
1.1135 |
|
| R3 |
1.1260 |
1.1219 |
1.1110 |
|
| R2 |
1.1167 |
1.1167 |
1.1101 |
|
| R1 |
1.1126 |
1.1126 |
1.1093 |
1.1147 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1085 |
| S1 |
1.1033 |
1.1033 |
1.1075 |
1.1054 |
| S2 |
1.0981 |
1.0981 |
1.1067 |
|
| S3 |
1.0888 |
1.0940 |
1.1058 |
|
| S4 |
1.0795 |
1.0847 |
1.1033 |
|
|
| 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 |
1.1511 |
|
2.618 |
1.1359 |
|
1.618 |
1.1266 |
|
1.000 |
1.1209 |
|
0.618 |
1.1173 |
|
HIGH |
1.1116 |
|
0.618 |
1.1080 |
|
0.500 |
1.1070 |
|
0.382 |
1.1059 |
|
LOW |
1.1023 |
|
0.618 |
1.0966 |
|
1.000 |
1.0930 |
|
1.618 |
1.0873 |
|
2.618 |
1.0780 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1079 |
1.1075 |
| PP |
1.1074 |
1.1065 |
| S1 |
1.1070 |
1.1056 |
|