CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0911 |
1.0929 |
0.0018 |
0.2% |
1.0686 |
| High |
1.0939 |
1.0964 |
0.0025 |
0.2% |
1.0906 |
| Low |
1.0899 |
1.0881 |
-0.0018 |
-0.2% |
1.0675 |
| Close |
1.0909 |
1.0944 |
0.0035 |
0.3% |
1.0886 |
| Range |
0.0040 |
0.0083 |
0.0043 |
107.5% |
0.0231 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.6% |
0.0000 |
| Volume |
10 |
7 |
-3 |
-30.0% |
12 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1179 |
1.1144 |
1.0990 |
|
| R3 |
1.1096 |
1.1061 |
1.0967 |
|
| R2 |
1.1013 |
1.1013 |
1.0959 |
|
| R1 |
1.0978 |
1.0978 |
1.0952 |
1.0996 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0938 |
| S1 |
1.0895 |
1.0895 |
1.0936 |
1.0913 |
| S2 |
1.0847 |
1.0847 |
1.0929 |
|
| S3 |
1.0764 |
1.0812 |
1.0921 |
|
| S4 |
1.0681 |
1.0729 |
1.0898 |
|
|
| 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 |
1.1317 |
|
2.618 |
1.1181 |
|
1.618 |
1.1098 |
|
1.000 |
1.1047 |
|
0.618 |
1.1015 |
|
HIGH |
1.0964 |
|
0.618 |
1.0932 |
|
0.500 |
1.0923 |
|
0.382 |
1.0913 |
|
LOW |
1.0881 |
|
0.618 |
1.0830 |
|
1.000 |
1.0798 |
|
1.618 |
1.0747 |
|
2.618 |
1.0664 |
|
4.250 |
1.0528 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0937 |
1.0931 |
| PP |
1.0930 |
1.0917 |
| S1 |
1.0923 |
1.0904 |
|