CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0612 |
1.0599 |
-0.0013 |
-0.1% |
1.0609 |
| High |
1.0618 |
1.0637 |
0.0019 |
0.2% |
1.0665 |
| Low |
1.0544 |
1.0587 |
0.0043 |
0.4% |
1.0553 |
| Close |
1.0610 |
1.0620 |
0.0010 |
0.1% |
1.0607 |
| Range |
0.0074 |
0.0050 |
-0.0024 |
-32.4% |
0.0112 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
4 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0765 |
1.0742 |
1.0648 |
|
| R3 |
1.0715 |
1.0692 |
1.0634 |
|
| R2 |
1.0665 |
1.0665 |
1.0629 |
|
| R1 |
1.0642 |
1.0642 |
1.0625 |
1.0654 |
| PP |
1.0615 |
1.0615 |
1.0615 |
1.0620 |
| S1 |
1.0592 |
1.0592 |
1.0615 |
1.0604 |
| S2 |
1.0565 |
1.0565 |
1.0611 |
|
| S3 |
1.0515 |
1.0542 |
1.0606 |
|
| S4 |
1.0465 |
1.0492 |
1.0593 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0888 |
1.0669 |
|
| R3 |
1.0832 |
1.0776 |
1.0638 |
|
| R2 |
1.0720 |
1.0720 |
1.0628 |
|
| R1 |
1.0664 |
1.0664 |
1.0617 |
1.0636 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0595 |
| S1 |
1.0552 |
1.0552 |
1.0597 |
1.0524 |
| S2 |
1.0496 |
1.0496 |
1.0586 |
|
| S3 |
1.0384 |
1.0440 |
1.0576 |
|
| S4 |
1.0272 |
1.0328 |
1.0545 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0850 |
|
2.618 |
1.0768 |
|
1.618 |
1.0718 |
|
1.000 |
1.0687 |
|
0.618 |
1.0668 |
|
HIGH |
1.0637 |
|
0.618 |
1.0618 |
|
0.500 |
1.0612 |
|
0.382 |
1.0606 |
|
LOW |
1.0587 |
|
0.618 |
1.0556 |
|
1.000 |
1.0537 |
|
1.618 |
1.0506 |
|
2.618 |
1.0456 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0617 |
1.0611 |
| PP |
1.0615 |
1.0603 |
| S1 |
1.0612 |
1.0594 |
|