CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.0990 |
0.0030 |
0.3% |
1.0686 |
| High |
1.1005 |
1.1044 |
0.0039 |
0.4% |
1.0906 |
| Low |
1.0929 |
1.0971 |
0.0042 |
0.4% |
1.0675 |
| Close |
1.0985 |
1.1035 |
0.0050 |
0.5% |
1.0886 |
| Range |
0.0076 |
0.0073 |
-0.0003 |
-3.9% |
0.0231 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
1.1% |
0.0000 |
| Volume |
11 |
2 |
-9 |
-81.8% |
12 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1208 |
1.1075 |
|
| R3 |
1.1163 |
1.1135 |
1.1055 |
|
| R2 |
1.1090 |
1.1090 |
1.1048 |
|
| R1 |
1.1062 |
1.1062 |
1.1042 |
1.1076 |
| PP |
1.1017 |
1.1017 |
1.1017 |
1.1024 |
| S1 |
1.0989 |
1.0989 |
1.1028 |
1.1003 |
| S2 |
1.0944 |
1.0944 |
1.1022 |
|
| S3 |
1.0871 |
1.0916 |
1.1015 |
|
| S4 |
1.0798 |
1.0843 |
1.0995 |
|
|
| 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 |
1.1354 |
|
2.618 |
1.1235 |
|
1.618 |
1.1162 |
|
1.000 |
1.1117 |
|
0.618 |
1.1089 |
|
HIGH |
1.1044 |
|
0.618 |
1.1016 |
|
0.500 |
1.1008 |
|
0.382 |
1.0999 |
|
LOW |
1.0971 |
|
0.618 |
1.0926 |
|
1.000 |
1.0898 |
|
1.618 |
1.0853 |
|
2.618 |
1.0780 |
|
4.250 |
1.0661 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1026 |
1.1011 |
| PP |
1.1017 |
1.0987 |
| S1 |
1.1008 |
1.0963 |
|