CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0686 |
1.0768 |
0.0082 |
0.8% |
1.0688 |
| High |
1.0708 |
1.0770 |
0.0062 |
0.6% |
1.0718 |
| Low |
1.0675 |
1.0687 |
0.0012 |
0.1% |
1.0608 |
| Close |
1.0691 |
1.0765 |
0.0074 |
0.7% |
1.0703 |
| Range |
0.0033 |
0.0083 |
0.0050 |
151.5% |
0.0110 |
| ATR |
0.0060 |
0.0061 |
0.0002 |
2.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
33 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0960 |
1.0811 |
|
| R3 |
1.0907 |
1.0877 |
1.0788 |
|
| R2 |
1.0824 |
1.0824 |
1.0780 |
|
| R1 |
1.0794 |
1.0794 |
1.0773 |
1.0768 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0727 |
| S1 |
1.0711 |
1.0711 |
1.0757 |
1.0685 |
| S2 |
1.0658 |
1.0658 |
1.0750 |
|
| S3 |
1.0575 |
1.0628 |
1.0742 |
|
| S4 |
1.0492 |
1.0545 |
1.0719 |
|
|
| 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 |
1.1123 |
|
2.618 |
1.0987 |
|
1.618 |
1.0904 |
|
1.000 |
1.0853 |
|
0.618 |
1.0821 |
|
HIGH |
1.0770 |
|
0.618 |
1.0738 |
|
0.500 |
1.0729 |
|
0.382 |
1.0719 |
|
LOW |
1.0687 |
|
0.618 |
1.0636 |
|
1.000 |
1.0604 |
|
1.618 |
1.0553 |
|
2.618 |
1.0470 |
|
4.250 |
1.0334 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0753 |
1.0742 |
| PP |
1.0741 |
1.0718 |
| S1 |
1.0729 |
1.0695 |
|