CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0618 |
1.0703 |
0.0085 |
0.8% |
1.0688 |
| High |
1.0647 |
1.0704 |
0.0057 |
0.5% |
1.0718 |
| Low |
1.0608 |
1.0619 |
0.0011 |
0.1% |
1.0608 |
| Close |
1.0628 |
1.0703 |
0.0075 |
0.7% |
1.0703 |
| Range |
0.0039 |
0.0085 |
0.0046 |
117.9% |
0.0110 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.0% |
0.0000 |
| Volume |
3 |
0 |
-3 |
-100.0% |
33 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0930 |
1.0902 |
1.0750 |
|
| R3 |
1.0845 |
1.0817 |
1.0726 |
|
| R2 |
1.0760 |
1.0760 |
1.0719 |
|
| R1 |
1.0732 |
1.0732 |
1.0711 |
1.0746 |
| PP |
1.0675 |
1.0675 |
1.0675 |
1.0682 |
| S1 |
1.0647 |
1.0647 |
1.0695 |
1.0661 |
| S2 |
1.0590 |
1.0590 |
1.0687 |
|
| S3 |
1.0505 |
1.0562 |
1.0680 |
|
| S4 |
1.0420 |
1.0477 |
1.0656 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1006 |
1.0965 |
1.0764 |
|
| R3 |
1.0896 |
1.0855 |
1.0733 |
|
| R2 |
1.0786 |
1.0786 |
1.0723 |
|
| R1 |
1.0745 |
1.0745 |
1.0713 |
1.0766 |
| PP |
1.0676 |
1.0676 |
1.0676 |
1.0687 |
| S1 |
1.0635 |
1.0635 |
1.0693 |
1.0656 |
| S2 |
1.0566 |
1.0566 |
1.0683 |
|
| S3 |
1.0456 |
1.0525 |
1.0673 |
|
| S4 |
1.0346 |
1.0415 |
1.0643 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1065 |
|
2.618 |
1.0927 |
|
1.618 |
1.0842 |
|
1.000 |
1.0789 |
|
0.618 |
1.0757 |
|
HIGH |
1.0704 |
|
0.618 |
1.0672 |
|
0.500 |
1.0662 |
|
0.382 |
1.0651 |
|
LOW |
1.0619 |
|
0.618 |
1.0566 |
|
1.000 |
1.0534 |
|
1.618 |
1.0481 |
|
2.618 |
1.0396 |
|
4.250 |
1.0258 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0689 |
1.0690 |
| PP |
1.0675 |
1.0676 |
| S1 |
1.0662 |
1.0663 |
|