CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0627 |
1.0618 |
-0.0009 |
-0.1% |
1.0658 |
| High |
1.0718 |
1.0647 |
-0.0071 |
-0.7% |
1.0729 |
| Low |
1.0623 |
1.0608 |
-0.0015 |
-0.1% |
1.0612 |
| Close |
1.0624 |
1.0628 |
0.0004 |
0.0% |
1.0670 |
| Range |
0.0095 |
0.0039 |
-0.0056 |
-58.9% |
0.0117 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
37 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0745 |
1.0725 |
1.0649 |
|
| R3 |
1.0706 |
1.0686 |
1.0639 |
|
| R2 |
1.0667 |
1.0667 |
1.0635 |
|
| R1 |
1.0647 |
1.0647 |
1.0632 |
1.0657 |
| PP |
1.0628 |
1.0628 |
1.0628 |
1.0633 |
| S1 |
1.0608 |
1.0608 |
1.0624 |
1.0618 |
| S2 |
1.0589 |
1.0589 |
1.0621 |
|
| S3 |
1.0550 |
1.0569 |
1.0617 |
|
| S4 |
1.0511 |
1.0530 |
1.0607 |
|
|
| 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 |
1.0813 |
|
2.618 |
1.0749 |
|
1.618 |
1.0710 |
|
1.000 |
1.0686 |
|
0.618 |
1.0671 |
|
HIGH |
1.0647 |
|
0.618 |
1.0632 |
|
0.500 |
1.0628 |
|
0.382 |
1.0623 |
|
LOW |
1.0608 |
|
0.618 |
1.0584 |
|
1.000 |
1.0569 |
|
1.618 |
1.0545 |
|
2.618 |
1.0506 |
|
4.250 |
1.0442 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0628 |
1.0663 |
| PP |
1.0628 |
1.0651 |
| S1 |
1.0628 |
1.0640 |
|