CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.0960 |
0.0031 |
0.3% |
1.0686 |
| High |
1.0964 |
1.1005 |
0.0041 |
0.4% |
1.0906 |
| Low |
1.0881 |
1.0929 |
0.0048 |
0.4% |
1.0675 |
| Close |
1.0944 |
1.0985 |
0.0041 |
0.4% |
1.0886 |
| Range |
0.0083 |
0.0076 |
-0.0007 |
-8.4% |
0.0231 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.5% |
0.0000 |
| Volume |
7 |
11 |
4 |
57.1% |
12 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1201 |
1.1169 |
1.1027 |
|
| R3 |
1.1125 |
1.1093 |
1.1006 |
|
| R2 |
1.1049 |
1.1049 |
1.0999 |
|
| R1 |
1.1017 |
1.1017 |
1.0992 |
1.1033 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0981 |
| S1 |
1.0941 |
1.0941 |
1.0978 |
1.0957 |
| S2 |
1.0897 |
1.0897 |
1.0971 |
|
| S3 |
1.0821 |
1.0865 |
1.0964 |
|
| S4 |
1.0745 |
1.0789 |
1.0943 |
|
|
| 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 |
1.1328 |
|
2.618 |
1.1204 |
|
1.618 |
1.1128 |
|
1.000 |
1.1081 |
|
0.618 |
1.1052 |
|
HIGH |
1.1005 |
|
0.618 |
1.0976 |
|
0.500 |
1.0967 |
|
0.382 |
1.0958 |
|
LOW |
1.0929 |
|
0.618 |
1.0882 |
|
1.000 |
1.0853 |
|
1.618 |
1.0806 |
|
2.618 |
1.0730 |
|
4.250 |
1.0606 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0979 |
1.0971 |
| PP |
1.0973 |
1.0957 |
| S1 |
1.0967 |
1.0943 |
|