CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0768 |
1.0751 |
-0.0017 |
-0.2% |
1.0688 |
| High |
1.0770 |
1.0809 |
0.0039 |
0.4% |
1.0718 |
| Low |
1.0687 |
1.0739 |
0.0052 |
0.5% |
1.0608 |
| Close |
1.0765 |
1.0800 |
0.0035 |
0.3% |
1.0703 |
| Range |
0.0083 |
0.0070 |
-0.0013 |
-15.7% |
0.0110 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
33 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0966 |
1.0839 |
|
| R3 |
1.0923 |
1.0896 |
1.0819 |
|
| R2 |
1.0853 |
1.0853 |
1.0813 |
|
| R1 |
1.0826 |
1.0826 |
1.0806 |
1.0840 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0789 |
| S1 |
1.0756 |
1.0756 |
1.0794 |
1.0770 |
| S2 |
1.0713 |
1.0713 |
1.0787 |
|
| S3 |
1.0643 |
1.0686 |
1.0781 |
|
| S4 |
1.0573 |
1.0616 |
1.0762 |
|
|
| 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 |
1.1107 |
|
2.618 |
1.0992 |
|
1.618 |
1.0922 |
|
1.000 |
1.0879 |
|
0.618 |
1.0852 |
|
HIGH |
1.0809 |
|
0.618 |
1.0782 |
|
0.500 |
1.0774 |
|
0.382 |
1.0766 |
|
LOW |
1.0739 |
|
0.618 |
1.0696 |
|
1.000 |
1.0669 |
|
1.618 |
1.0626 |
|
2.618 |
1.0556 |
|
4.250 |
1.0442 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0791 |
1.0781 |
| PP |
1.0783 |
1.0761 |
| S1 |
1.0774 |
1.0742 |
|