CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0703 |
1.0686 |
-0.0017 |
-0.2% |
1.0688 |
| High |
1.0704 |
1.0708 |
0.0004 |
0.0% |
1.0718 |
| Low |
1.0619 |
1.0675 |
0.0056 |
0.5% |
1.0608 |
| Close |
1.0703 |
1.0691 |
-0.0012 |
-0.1% |
1.0703 |
| Range |
0.0085 |
0.0033 |
-0.0052 |
-61.2% |
0.0110 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
33 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0790 |
1.0774 |
1.0709 |
|
| R3 |
1.0757 |
1.0741 |
1.0700 |
|
| R2 |
1.0724 |
1.0724 |
1.0697 |
|
| R1 |
1.0708 |
1.0708 |
1.0694 |
1.0716 |
| PP |
1.0691 |
1.0691 |
1.0691 |
1.0696 |
| S1 |
1.0675 |
1.0675 |
1.0688 |
1.0683 |
| S2 |
1.0658 |
1.0658 |
1.0685 |
|
| S3 |
1.0625 |
1.0642 |
1.0682 |
|
| S4 |
1.0592 |
1.0609 |
1.0673 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1006 |
1.0965 |
1.0764 |
|
| R3 |
1.0896 |
1.0855 |
1.0733 |
|
| R2 |
1.0786 |
1.0786 |
1.0723 |
|
| R1 |
1.0745 |
1.0745 |
1.0713 |
1.0766 |
| PP |
1.0676 |
1.0676 |
1.0676 |
1.0687 |
| S1 |
1.0635 |
1.0635 |
1.0693 |
1.0656 |
| S2 |
1.0566 |
1.0566 |
1.0683 |
|
| S3 |
1.0456 |
1.0525 |
1.0673 |
|
| S4 |
1.0346 |
1.0415 |
1.0643 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0848 |
|
2.618 |
1.0794 |
|
1.618 |
1.0761 |
|
1.000 |
1.0741 |
|
0.618 |
1.0728 |
|
HIGH |
1.0708 |
|
0.618 |
1.0695 |
|
0.500 |
1.0692 |
|
0.382 |
1.0688 |
|
LOW |
1.0675 |
|
0.618 |
1.0655 |
|
1.000 |
1.0642 |
|
1.618 |
1.0622 |
|
2.618 |
1.0589 |
|
4.250 |
1.0535 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0692 |
1.0680 |
| PP |
1.0691 |
1.0669 |
| S1 |
1.0691 |
1.0658 |
|