CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0688 |
1.0689 |
0.0001 |
0.0% |
1.0658 |
| High |
1.0693 |
1.0706 |
0.0013 |
0.1% |
1.0729 |
| Low |
1.0646 |
1.0661 |
0.0015 |
0.1% |
1.0612 |
| Close |
1.0670 |
1.0696 |
0.0026 |
0.2% |
1.0670 |
| Range |
0.0047 |
0.0045 |
-0.0002 |
-4.3% |
0.0117 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
18 |
7 |
-11 |
-61.1% |
37 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0823 |
1.0804 |
1.0721 |
|
| R3 |
1.0778 |
1.0759 |
1.0708 |
|
| R2 |
1.0733 |
1.0733 |
1.0704 |
|
| R1 |
1.0714 |
1.0714 |
1.0700 |
1.0724 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0692 |
| S1 |
1.0669 |
1.0669 |
1.0692 |
1.0679 |
| S2 |
1.0643 |
1.0643 |
1.0688 |
|
| S3 |
1.0598 |
1.0624 |
1.0684 |
|
| S4 |
1.0553 |
1.0579 |
1.0671 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.0963 |
1.0734 |
|
| R3 |
1.0904 |
1.0846 |
1.0702 |
|
| R2 |
1.0787 |
1.0787 |
1.0691 |
|
| R1 |
1.0729 |
1.0729 |
1.0681 |
1.0758 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0685 |
| S1 |
1.0612 |
1.0612 |
1.0659 |
1.0641 |
| S2 |
1.0553 |
1.0553 |
1.0649 |
|
| S3 |
1.0436 |
1.0495 |
1.0638 |
|
| S4 |
1.0319 |
1.0378 |
1.0606 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0897 |
|
2.618 |
1.0824 |
|
1.618 |
1.0779 |
|
1.000 |
1.0751 |
|
0.618 |
1.0734 |
|
HIGH |
1.0706 |
|
0.618 |
1.0689 |
|
0.500 |
1.0684 |
|
0.382 |
1.0678 |
|
LOW |
1.0661 |
|
0.618 |
1.0633 |
|
1.000 |
1.0616 |
|
1.618 |
1.0588 |
|
2.618 |
1.0543 |
|
4.250 |
1.0470 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0692 |
1.0689 |
| PP |
1.0688 |
1.0683 |
| S1 |
1.0684 |
1.0676 |
|