CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0637 |
1.0631 |
-0.0006 |
-0.1% |
1.0574 |
| High |
1.0651 |
1.0694 |
0.0043 |
0.4% |
1.0631 |
| Low |
1.0599 |
1.0622 |
0.0023 |
0.2% |
1.0513 |
| Close |
1.0637 |
1.0683 |
0.0046 |
0.4% |
1.0590 |
| Range |
0.0052 |
0.0072 |
0.0020 |
38.5% |
0.0118 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.4% |
0.0000 |
| Volume |
19,820 |
18,091 |
-1,729 |
-8.7% |
85,070 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0882 |
1.0855 |
1.0723 |
|
| R3 |
1.0810 |
1.0783 |
1.0703 |
|
| R2 |
1.0738 |
1.0738 |
1.0696 |
|
| R1 |
1.0711 |
1.0711 |
1.0690 |
1.0725 |
| PP |
1.0666 |
1.0666 |
1.0666 |
1.0673 |
| S1 |
1.0639 |
1.0639 |
1.0676 |
1.0653 |
| S2 |
1.0594 |
1.0594 |
1.0670 |
|
| S3 |
1.0522 |
1.0567 |
1.0663 |
|
| S4 |
1.0450 |
1.0495 |
1.0643 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0932 |
1.0879 |
1.0655 |
|
| R3 |
1.0814 |
1.0761 |
1.0622 |
|
| R2 |
1.0696 |
1.0696 |
1.0612 |
|
| R1 |
1.0643 |
1.0643 |
1.0601 |
1.0670 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0591 |
| S1 |
1.0525 |
1.0525 |
1.0579 |
1.0552 |
| S2 |
1.0460 |
1.0460 |
1.0568 |
|
| S3 |
1.0342 |
1.0407 |
1.0558 |
|
| S4 |
1.0224 |
1.0289 |
1.0525 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1000 |
|
2.618 |
1.0882 |
|
1.618 |
1.0810 |
|
1.000 |
1.0766 |
|
0.618 |
1.0738 |
|
HIGH |
1.0694 |
|
0.618 |
1.0666 |
|
0.500 |
1.0658 |
|
0.382 |
1.0650 |
|
LOW |
1.0622 |
|
0.618 |
1.0578 |
|
1.000 |
1.0550 |
|
1.618 |
1.0506 |
|
2.618 |
1.0434 |
|
4.250 |
1.0316 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0675 |
1.0668 |
| PP |
1.0666 |
1.0653 |
| S1 |
1.0658 |
1.0638 |
|