CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0658 |
1.0655 |
-0.0003 |
0.0% |
1.0618 |
| High |
1.0704 |
1.0676 |
-0.0028 |
-0.3% |
1.0659 |
| Low |
1.0612 |
1.0630 |
0.0018 |
0.2% |
1.0544 |
| Close |
1.0674 |
1.0667 |
-0.0007 |
-0.1% |
1.0620 |
| Range |
0.0092 |
0.0046 |
-0.0046 |
-50.0% |
0.0115 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
10 |
2 |
-8 |
-80.0% |
18 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0796 |
1.0777 |
1.0692 |
|
| R3 |
1.0750 |
1.0731 |
1.0680 |
|
| R2 |
1.0704 |
1.0704 |
1.0675 |
|
| R1 |
1.0685 |
1.0685 |
1.0671 |
1.0695 |
| PP |
1.0658 |
1.0658 |
1.0658 |
1.0662 |
| S1 |
1.0639 |
1.0639 |
1.0663 |
1.0649 |
| S2 |
1.0612 |
1.0612 |
1.0659 |
|
| S3 |
1.0566 |
1.0593 |
1.0654 |
|
| S4 |
1.0520 |
1.0547 |
1.0642 |
|
|
| 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 |
1.0872 |
|
2.618 |
1.0796 |
|
1.618 |
1.0750 |
|
1.000 |
1.0722 |
|
0.618 |
1.0704 |
|
HIGH |
1.0676 |
|
0.618 |
1.0658 |
|
0.500 |
1.0653 |
|
0.382 |
1.0648 |
|
LOW |
1.0630 |
|
0.618 |
1.0602 |
|
1.000 |
1.0584 |
|
1.618 |
1.0556 |
|
2.618 |
1.0510 |
|
4.250 |
1.0435 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0662 |
1.0664 |
| PP |
1.0658 |
1.0661 |
| S1 |
1.0653 |
1.0658 |
|