CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0990 |
1.1077 |
0.0087 |
0.8% |
1.0911 |
| High |
1.1044 |
1.1082 |
0.0038 |
0.3% |
1.1082 |
| Low |
1.0971 |
1.0973 |
0.0002 |
0.0% |
1.0881 |
| Close |
1.1035 |
1.0983 |
-0.0052 |
-0.5% |
1.0983 |
| Range |
0.0073 |
0.0109 |
0.0036 |
49.3% |
0.0201 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
5.0% |
0.0000 |
| Volume |
2 |
20 |
18 |
900.0% |
50 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1340 |
1.1270 |
1.1043 |
|
| R3 |
1.1231 |
1.1161 |
1.1013 |
|
| R2 |
1.1122 |
1.1122 |
1.1003 |
|
| R1 |
1.1052 |
1.1052 |
1.0993 |
1.1033 |
| PP |
1.1013 |
1.1013 |
1.1013 |
1.1003 |
| S1 |
1.0943 |
1.0943 |
1.0973 |
1.0924 |
| S2 |
1.0904 |
1.0904 |
1.0963 |
|
| S3 |
1.0795 |
1.0834 |
1.0953 |
|
| S4 |
1.0686 |
1.0725 |
1.0923 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1585 |
1.1485 |
1.1094 |
|
| R3 |
1.1384 |
1.1284 |
1.1038 |
|
| R2 |
1.1183 |
1.1183 |
1.1020 |
|
| R1 |
1.1083 |
1.1083 |
1.1001 |
1.1133 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.1007 |
| S1 |
1.0882 |
1.0882 |
1.0965 |
1.0932 |
| S2 |
1.0781 |
1.0781 |
1.0946 |
|
| S3 |
1.0580 |
1.0681 |
1.0928 |
|
| S4 |
1.0379 |
1.0480 |
1.0872 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1545 |
|
2.618 |
1.1367 |
|
1.618 |
1.1258 |
|
1.000 |
1.1191 |
|
0.618 |
1.1149 |
|
HIGH |
1.1082 |
|
0.618 |
1.1040 |
|
0.500 |
1.1028 |
|
0.382 |
1.1015 |
|
LOW |
1.0973 |
|
0.618 |
1.0906 |
|
1.000 |
1.0864 |
|
1.618 |
1.0797 |
|
2.618 |
1.0688 |
|
4.250 |
1.0510 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1028 |
1.1006 |
| PP |
1.1013 |
1.0998 |
| S1 |
1.0998 |
1.0991 |
|