CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0670 |
1.0722 |
0.0052 |
0.5% |
1.0618 |
| High |
1.0719 |
1.0729 |
0.0010 |
0.1% |
1.0659 |
| Low |
1.0654 |
1.0675 |
0.0021 |
0.2% |
1.0544 |
| Close |
1.0713 |
1.0684 |
-0.0029 |
-0.3% |
1.0620 |
| Range |
0.0065 |
0.0054 |
-0.0011 |
-16.9% |
0.0115 |
| ATR |
0.0062 |
0.0062 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
6 |
18 |
12 |
200.0% |
18 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0858 |
1.0825 |
1.0714 |
|
| R3 |
1.0804 |
1.0771 |
1.0699 |
|
| R2 |
1.0750 |
1.0750 |
1.0694 |
|
| R1 |
1.0717 |
1.0717 |
1.0689 |
1.0707 |
| PP |
1.0696 |
1.0696 |
1.0696 |
1.0691 |
| S1 |
1.0663 |
1.0663 |
1.0679 |
1.0653 |
| S2 |
1.0642 |
1.0642 |
1.0674 |
|
| S3 |
1.0588 |
1.0609 |
1.0669 |
|
| S4 |
1.0534 |
1.0555 |
1.0654 |
|
|
| 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 |
1.0959 |
|
2.618 |
1.0870 |
|
1.618 |
1.0816 |
|
1.000 |
1.0783 |
|
0.618 |
1.0762 |
|
HIGH |
1.0729 |
|
0.618 |
1.0708 |
|
0.500 |
1.0702 |
|
0.382 |
1.0696 |
|
LOW |
1.0675 |
|
0.618 |
1.0642 |
|
1.000 |
1.0621 |
|
1.618 |
1.0588 |
|
2.618 |
1.0534 |
|
4.250 |
1.0446 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0683 |
| PP |
1.0696 |
1.0681 |
| S1 |
1.0690 |
1.0680 |
|