CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0645 |
1.0658 |
0.0013 |
0.1% |
1.0618 |
| High |
1.0659 |
1.0704 |
0.0045 |
0.4% |
1.0659 |
| Low |
1.0620 |
1.0612 |
-0.0008 |
-0.1% |
1.0544 |
| Close |
1.0620 |
1.0674 |
0.0054 |
0.5% |
1.0620 |
| Range |
0.0039 |
0.0092 |
0.0053 |
135.9% |
0.0115 |
| ATR |
0.0061 |
0.0064 |
0.0002 |
3.6% |
0.0000 |
| Volume |
12 |
10 |
-2 |
-16.7% |
18 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0899 |
1.0725 |
|
| R3 |
1.0847 |
1.0807 |
1.0699 |
|
| R2 |
1.0755 |
1.0755 |
1.0691 |
|
| R1 |
1.0715 |
1.0715 |
1.0682 |
1.0735 |
| PP |
1.0663 |
1.0663 |
1.0663 |
1.0674 |
| S1 |
1.0623 |
1.0623 |
1.0666 |
1.0643 |
| S2 |
1.0571 |
1.0571 |
1.0657 |
|
| S3 |
1.0479 |
1.0531 |
1.0649 |
|
| S4 |
1.0387 |
1.0439 |
1.0623 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0953 |
1.0901 |
1.0683 |
|
| R3 |
1.0838 |
1.0786 |
1.0652 |
|
| R2 |
1.0723 |
1.0723 |
1.0641 |
|
| R1 |
1.0671 |
1.0671 |
1.0631 |
1.0697 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0621 |
| S1 |
1.0556 |
1.0556 |
1.0609 |
1.0582 |
| S2 |
1.0493 |
1.0493 |
1.0599 |
|
| S3 |
1.0378 |
1.0441 |
1.0588 |
|
| S4 |
1.0263 |
1.0326 |
1.0557 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1095 |
|
2.618 |
1.0945 |
|
1.618 |
1.0853 |
|
1.000 |
1.0796 |
|
0.618 |
1.0761 |
|
HIGH |
1.0704 |
|
0.618 |
1.0669 |
|
0.500 |
1.0658 |
|
0.382 |
1.0647 |
|
LOW |
1.0612 |
|
0.618 |
1.0555 |
|
1.000 |
1.0520 |
|
1.618 |
1.0463 |
|
2.618 |
1.0371 |
|
4.250 |
1.0221 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0669 |
1.0665 |
| PP |
1.0663 |
1.0655 |
| S1 |
1.0658 |
1.0646 |
|