CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0751 |
1.0845 |
0.0094 |
0.9% |
1.0688 |
| High |
1.0809 |
1.0857 |
0.0048 |
0.4% |
1.0718 |
| Low |
1.0739 |
1.0799 |
0.0060 |
0.6% |
1.0608 |
| Close |
1.0800 |
1.0851 |
0.0051 |
0.5% |
1.0703 |
| Range |
0.0070 |
0.0058 |
-0.0012 |
-17.1% |
0.0110 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
33 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1010 |
1.0988 |
1.0883 |
|
| R3 |
1.0952 |
1.0930 |
1.0867 |
|
| R2 |
1.0894 |
1.0894 |
1.0862 |
|
| R1 |
1.0872 |
1.0872 |
1.0856 |
1.0883 |
| PP |
1.0836 |
1.0836 |
1.0836 |
1.0841 |
| S1 |
1.0814 |
1.0814 |
1.0846 |
1.0825 |
| S2 |
1.0778 |
1.0778 |
1.0840 |
|
| S3 |
1.0720 |
1.0756 |
1.0835 |
|
| S4 |
1.0662 |
1.0698 |
1.0819 |
|
|
| 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 |
1.1104 |
|
2.618 |
1.1009 |
|
1.618 |
1.0951 |
|
1.000 |
1.0915 |
|
0.618 |
1.0893 |
|
HIGH |
1.0857 |
|
0.618 |
1.0835 |
|
0.500 |
1.0828 |
|
0.382 |
1.0821 |
|
LOW |
1.0799 |
|
0.618 |
1.0763 |
|
1.000 |
1.0741 |
|
1.618 |
1.0705 |
|
2.618 |
1.0647 |
|
4.250 |
1.0553 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0843 |
1.0825 |
| PP |
1.0836 |
1.0798 |
| S1 |
1.0828 |
1.0772 |
|