Asymptotic variance of the empirical distribution function at a point

Let $X_1,\dots,X_n$ be iid observations from a continuous distribution F. Define the empirical cdf $F_n(x)$. Then for any fixed $x$, $\sqrt n(F_n(x)-F(x))\overset{d}{\longrightarrow} Z$, where Z is a normal r.v.
with mean 0 and variance: