CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0655 |
1.0670 |
0.0015 |
0.1% |
1.0618 |
| High |
1.0676 |
1.0719 |
0.0043 |
0.4% |
1.0659 |
| Low |
1.0630 |
1.0654 |
0.0024 |
0.2% |
1.0544 |
| Close |
1.0667 |
1.0713 |
0.0046 |
0.4% |
1.0620 |
| Range |
0.0046 |
0.0065 |
0.0019 |
41.3% |
0.0115 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.3% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
18 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0890 |
1.0867 |
1.0749 |
|
| R3 |
1.0825 |
1.0802 |
1.0731 |
|
| R2 |
1.0760 |
1.0760 |
1.0725 |
|
| R1 |
1.0737 |
1.0737 |
1.0719 |
1.0749 |
| PP |
1.0695 |
1.0695 |
1.0695 |
1.0701 |
| S1 |
1.0672 |
1.0672 |
1.0707 |
1.0684 |
| S2 |
1.0630 |
1.0630 |
1.0701 |
|
| S3 |
1.0565 |
1.0607 |
1.0695 |
|
| S4 |
1.0500 |
1.0542 |
1.0677 |
|
|
| 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 |
1.0995 |
|
2.618 |
1.0889 |
|
1.618 |
1.0824 |
|
1.000 |
1.0784 |
|
0.618 |
1.0759 |
|
HIGH |
1.0719 |
|
0.618 |
1.0694 |
|
0.500 |
1.0687 |
|
0.382 |
1.0679 |
|
LOW |
1.0654 |
|
0.618 |
1.0614 |
|
1.000 |
1.0589 |
|
1.618 |
1.0549 |
|
2.618 |
1.0484 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0704 |
1.0697 |
| PP |
1.0695 |
1.0681 |
| S1 |
1.0687 |
1.0666 |
|