CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0854 |
0.0009 |
0.1% |
1.0686 |
| High |
1.0857 |
1.0906 |
0.0049 |
0.5% |
1.0906 |
| Low |
1.0799 |
1.0843 |
0.0044 |
0.4% |
1.0675 |
| Close |
1.0851 |
1.0886 |
0.0035 |
0.3% |
1.0886 |
| Range |
0.0058 |
0.0063 |
0.0005 |
8.6% |
0.0231 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
12 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.1040 |
1.0921 |
|
| R3 |
1.1004 |
1.0977 |
1.0903 |
|
| R2 |
1.0941 |
1.0941 |
1.0898 |
|
| R1 |
1.0914 |
1.0914 |
1.0892 |
1.0928 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0885 |
| S1 |
1.0851 |
1.0851 |
1.0880 |
1.0865 |
| S2 |
1.0815 |
1.0815 |
1.0874 |
|
| S3 |
1.0752 |
1.0788 |
1.0869 |
|
| S4 |
1.0689 |
1.0725 |
1.0851 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1515 |
1.1432 |
1.1013 |
|
| R3 |
1.1284 |
1.1201 |
1.0950 |
|
| R2 |
1.1053 |
1.1053 |
1.0928 |
|
| R1 |
1.0970 |
1.0970 |
1.0907 |
1.1012 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0843 |
| S1 |
1.0739 |
1.0739 |
1.0865 |
1.0781 |
| S2 |
1.0591 |
1.0591 |
1.0844 |
|
| S3 |
1.0360 |
1.0508 |
1.0822 |
|
| S4 |
1.0129 |
1.0277 |
1.0759 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1174 |
|
2.618 |
1.1071 |
|
1.618 |
1.1008 |
|
1.000 |
1.0969 |
|
0.618 |
1.0945 |
|
HIGH |
1.0906 |
|
0.618 |
1.0882 |
|
0.500 |
1.0875 |
|
0.382 |
1.0867 |
|
LOW |
1.0843 |
|
0.618 |
1.0804 |
|
1.000 |
1.0780 |
|
1.618 |
1.0741 |
|
2.618 |
1.0678 |
|
4.250 |
1.0575 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0882 |
1.0865 |
| PP |
1.0878 |
1.0844 |
| S1 |
1.0875 |
1.0823 |
|