CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0599 |
1.0645 |
0.0046 |
0.4% |
1.0609 |
| High |
1.0637 |
1.0659 |
0.0022 |
0.2% |
1.0665 |
| Low |
1.0587 |
1.0620 |
0.0033 |
0.3% |
1.0553 |
| Close |
1.0620 |
1.0620 |
0.0000 |
0.0% |
1.0607 |
| Range |
0.0050 |
0.0039 |
-0.0011 |
-22.0% |
0.0112 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
2 |
12 |
10 |
500.0% |
4 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0750 |
1.0724 |
1.0641 |
|
| R3 |
1.0711 |
1.0685 |
1.0631 |
|
| R2 |
1.0672 |
1.0672 |
1.0627 |
|
| R1 |
1.0646 |
1.0646 |
1.0624 |
1.0640 |
| PP |
1.0633 |
1.0633 |
1.0633 |
1.0630 |
| S1 |
1.0607 |
1.0607 |
1.0616 |
1.0601 |
| S2 |
1.0594 |
1.0594 |
1.0613 |
|
| S3 |
1.0555 |
1.0568 |
1.0609 |
|
| S4 |
1.0516 |
1.0529 |
1.0599 |
|
|
| 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 |
1.0825 |
|
2.618 |
1.0761 |
|
1.618 |
1.0722 |
|
1.000 |
1.0698 |
|
0.618 |
1.0683 |
|
HIGH |
1.0659 |
|
0.618 |
1.0644 |
|
0.500 |
1.0640 |
|
0.382 |
1.0635 |
|
LOW |
1.0620 |
|
0.618 |
1.0596 |
|
1.000 |
1.0581 |
|
1.618 |
1.0557 |
|
2.618 |
1.0518 |
|
4.250 |
1.0454 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0640 |
1.0614 |
| PP |
1.0633 |
1.0608 |
| S1 |
1.0627 |
1.0602 |
|