CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0580 |
1.0597 |
0.0017 |
0.2% |
1.0540 |
| High |
1.0611 |
1.0631 |
0.0020 |
0.2% |
1.0643 |
| Low |
1.0556 |
1.0587 |
0.0031 |
0.3% |
1.0522 |
| Close |
1.0590 |
1.0590 |
0.0000 |
0.0% |
1.0578 |
| Range |
0.0055 |
0.0044 |
-0.0011 |
-20.0% |
0.0121 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
20,537 |
17,199 |
-3,338 |
-16.3% |
84,837 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0735 |
1.0706 |
1.0614 |
|
| R3 |
1.0691 |
1.0662 |
1.0602 |
|
| R2 |
1.0647 |
1.0647 |
1.0598 |
|
| R1 |
1.0618 |
1.0618 |
1.0594 |
1.0611 |
| PP |
1.0603 |
1.0603 |
1.0603 |
1.0599 |
| S1 |
1.0574 |
1.0574 |
1.0586 |
1.0567 |
| S2 |
1.0559 |
1.0559 |
1.0582 |
|
| S3 |
1.0515 |
1.0530 |
1.0578 |
|
| S4 |
1.0471 |
1.0486 |
1.0566 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0882 |
1.0645 |
|
| R3 |
1.0823 |
1.0761 |
1.0611 |
|
| R2 |
1.0702 |
1.0702 |
1.0600 |
|
| R1 |
1.0640 |
1.0640 |
1.0589 |
1.0671 |
| PP |
1.0581 |
1.0581 |
1.0581 |
1.0597 |
| S1 |
1.0519 |
1.0519 |
1.0567 |
1.0550 |
| S2 |
1.0460 |
1.0460 |
1.0556 |
|
| S3 |
1.0339 |
1.0398 |
1.0545 |
|
| S4 |
1.0218 |
1.0277 |
1.0511 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0818 |
|
2.618 |
1.0746 |
|
1.618 |
1.0702 |
|
1.000 |
1.0675 |
|
0.618 |
1.0658 |
|
HIGH |
1.0631 |
|
0.618 |
1.0614 |
|
0.500 |
1.0609 |
|
0.382 |
1.0604 |
|
LOW |
1.0587 |
|
0.618 |
1.0560 |
|
1.000 |
1.0543 |
|
1.618 |
1.0516 |
|
2.618 |
1.0472 |
|
4.250 |
1.0400 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0609 |
1.0584 |
| PP |
1.0603 |
1.0578 |
| S1 |
1.0596 |
1.0572 |
|