CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0689 |
1.0627 |
-0.0062 |
-0.6% |
1.0658 |
| High |
1.0706 |
1.0718 |
0.0012 |
0.1% |
1.0729 |
| Low |
1.0661 |
1.0623 |
-0.0038 |
-0.4% |
1.0612 |
| Close |
1.0696 |
1.0624 |
-0.0072 |
-0.7% |
1.0670 |
| Range |
0.0045 |
0.0095 |
0.0050 |
111.1% |
0.0117 |
| ATR |
0.0059 |
0.0061 |
0.0003 |
4.4% |
0.0000 |
| Volume |
7 |
5 |
-2 |
-28.6% |
37 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0877 |
1.0676 |
|
| R3 |
1.0845 |
1.0782 |
1.0650 |
|
| R2 |
1.0750 |
1.0750 |
1.0641 |
|
| R1 |
1.0687 |
1.0687 |
1.0633 |
1.0671 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0647 |
| S1 |
1.0592 |
1.0592 |
1.0615 |
1.0576 |
| S2 |
1.0560 |
1.0560 |
1.0607 |
|
| S3 |
1.0465 |
1.0497 |
1.0598 |
|
| S4 |
1.0370 |
1.0402 |
1.0572 |
|
|
| 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 |
1.1122 |
|
2.618 |
1.0967 |
|
1.618 |
1.0872 |
|
1.000 |
1.0813 |
|
0.618 |
1.0777 |
|
HIGH |
1.0718 |
|
0.618 |
1.0682 |
|
0.500 |
1.0671 |
|
0.382 |
1.0659 |
|
LOW |
1.0623 |
|
0.618 |
1.0564 |
|
1.000 |
1.0528 |
|
1.618 |
1.0469 |
|
2.618 |
1.0374 |
|
4.250 |
1.0219 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0671 |
1.0671 |
| PP |
1.0655 |
1.0655 |
| S1 |
1.0640 |
1.0640 |
|