CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0911 |
0.0057 |
0.5% |
1.0686 |
| High |
1.0906 |
1.0939 |
0.0033 |
0.3% |
1.0906 |
| Low |
1.0843 |
1.0899 |
0.0056 |
0.5% |
1.0675 |
| Close |
1.0886 |
1.0909 |
0.0023 |
0.2% |
1.0886 |
| Range |
0.0063 |
0.0040 |
-0.0023 |
-36.5% |
0.0231 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2 |
10 |
8 |
400.0% |
12 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.1012 |
1.0931 |
|
| R3 |
1.0996 |
1.0972 |
1.0920 |
|
| R2 |
1.0956 |
1.0956 |
1.0916 |
|
| R1 |
1.0932 |
1.0932 |
1.0913 |
1.0924 |
| PP |
1.0916 |
1.0916 |
1.0916 |
1.0912 |
| S1 |
1.0892 |
1.0892 |
1.0905 |
1.0884 |
| S2 |
1.0876 |
1.0876 |
1.0902 |
|
| S3 |
1.0836 |
1.0852 |
1.0898 |
|
| S4 |
1.0796 |
1.0812 |
1.0887 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1515 |
1.1432 |
1.1013 |
|
| R3 |
1.1284 |
1.1201 |
1.0950 |
|
| R2 |
1.1053 |
1.1053 |
1.0928 |
|
| R1 |
1.0970 |
1.0970 |
1.0907 |
1.1012 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0843 |
| S1 |
1.0739 |
1.0739 |
1.0865 |
1.0781 |
| S2 |
1.0591 |
1.0591 |
1.0844 |
|
| S3 |
1.0360 |
1.0508 |
1.0822 |
|
| S4 |
1.0129 |
1.0277 |
1.0759 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1109 |
|
2.618 |
1.1044 |
|
1.618 |
1.1004 |
|
1.000 |
1.0979 |
|
0.618 |
1.0964 |
|
HIGH |
1.0939 |
|
0.618 |
1.0924 |
|
0.500 |
1.0919 |
|
0.382 |
1.0914 |
|
LOW |
1.0899 |
|
0.618 |
1.0874 |
|
1.000 |
1.0859 |
|
1.618 |
1.0834 |
|
2.618 |
1.0794 |
|
4.250 |
1.0729 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0919 |
1.0896 |
| PP |
1.0916 |
1.0882 |
| S1 |
1.0912 |
1.0869 |
|