CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0660 |
1.0688 |
0.0028 |
0.3% |
1.0658 |
| High |
1.0701 |
1.0693 |
-0.0008 |
-0.1% |
1.0729 |
| Low |
1.0652 |
1.0646 |
-0.0006 |
-0.1% |
1.0612 |
| Close |
1.0670 |
1.0670 |
0.0000 |
0.0% |
1.0670 |
| Range |
0.0049 |
0.0047 |
-0.0002 |
-4.1% |
0.0117 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
1 |
18 |
17 |
1,700.0% |
37 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0787 |
1.0696 |
|
| R3 |
1.0764 |
1.0740 |
1.0683 |
|
| R2 |
1.0717 |
1.0717 |
1.0679 |
|
| R1 |
1.0693 |
1.0693 |
1.0674 |
1.0682 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0664 |
| S1 |
1.0646 |
1.0646 |
1.0666 |
1.0635 |
| S2 |
1.0623 |
1.0623 |
1.0661 |
|
| S3 |
1.0576 |
1.0599 |
1.0657 |
|
| S4 |
1.0529 |
1.0552 |
1.0644 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.0963 |
1.0734 |
|
| R3 |
1.0904 |
1.0846 |
1.0702 |
|
| R2 |
1.0787 |
1.0787 |
1.0691 |
|
| R1 |
1.0729 |
1.0729 |
1.0681 |
1.0758 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0685 |
| S1 |
1.0612 |
1.0612 |
1.0659 |
1.0641 |
| S2 |
1.0553 |
1.0553 |
1.0649 |
|
| S3 |
1.0436 |
1.0495 |
1.0638 |
|
| S4 |
1.0319 |
1.0378 |
1.0606 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0893 |
|
2.618 |
1.0816 |
|
1.618 |
1.0769 |
|
1.000 |
1.0740 |
|
0.618 |
1.0722 |
|
HIGH |
1.0693 |
|
0.618 |
1.0675 |
|
0.500 |
1.0670 |
|
0.382 |
1.0664 |
|
LOW |
1.0646 |
|
0.618 |
1.0617 |
|
1.000 |
1.0599 |
|
1.618 |
1.0570 |
|
2.618 |
1.0523 |
|
4.250 |
1.0446 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0670 |
1.0688 |
| PP |
1.0670 |
1.0682 |
| S1 |
1.0670 |
1.0676 |
|