CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1097 |
1.1093 |
-0.0004 |
0.0% |
1.0998 |
| High |
1.1145 |
1.1144 |
-0.0001 |
0.0% |
1.1116 |
| Low |
1.1080 |
1.1020 |
-0.0060 |
-0.5% |
1.0990 |
| Close |
1.1104 |
1.1028 |
-0.0076 |
-0.7% |
1.1084 |
| Range |
0.0065 |
0.0124 |
0.0059 |
90.8% |
0.0126 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
4.1% |
0.0000 |
| Volume |
222 |
364 |
142 |
64.0% |
644 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1436 |
1.1356 |
1.1096 |
|
| R3 |
1.1312 |
1.1232 |
1.1062 |
|
| R2 |
1.1188 |
1.1188 |
1.1051 |
|
| R1 |
1.1108 |
1.1108 |
1.1039 |
1.1086 |
| PP |
1.1064 |
1.1064 |
1.1064 |
1.1053 |
| S1 |
1.0984 |
1.0984 |
1.1017 |
1.0962 |
| S2 |
1.0940 |
1.0940 |
1.1005 |
|
| S3 |
1.0816 |
1.0860 |
1.0994 |
|
| S4 |
1.0692 |
1.0736 |
1.0960 |
|
|
| 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 |
1.1671 |
|
2.618 |
1.1469 |
|
1.618 |
1.1345 |
|
1.000 |
1.1268 |
|
0.618 |
1.1221 |
|
HIGH |
1.1144 |
|
0.618 |
1.1097 |
|
0.500 |
1.1082 |
|
0.382 |
1.1067 |
|
LOW |
1.1020 |
|
0.618 |
1.0943 |
|
1.000 |
1.0896 |
|
1.618 |
1.0819 |
|
2.618 |
1.0695 |
|
4.250 |
1.0493 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1082 |
1.1083 |
| PP |
1.1064 |
1.1064 |
| S1 |
1.1046 |
1.1046 |
|