CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0631 |
1.0678 |
0.0047 |
0.4% |
1.0574 |
| High |
1.0694 |
1.0701 |
0.0007 |
0.1% |
1.0631 |
| Low |
1.0622 |
1.0646 |
0.0024 |
0.2% |
1.0513 |
| Close |
1.0683 |
1.0655 |
-0.0028 |
-0.3% |
1.0590 |
| Range |
0.0072 |
0.0055 |
-0.0017 |
-23.6% |
0.0118 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
18,091 |
24,486 |
6,395 |
35.3% |
85,070 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0832 |
1.0799 |
1.0685 |
|
| R3 |
1.0777 |
1.0744 |
1.0670 |
|
| R2 |
1.0722 |
1.0722 |
1.0665 |
|
| R1 |
1.0689 |
1.0689 |
1.0660 |
1.0678 |
| PP |
1.0667 |
1.0667 |
1.0667 |
1.0662 |
| S1 |
1.0634 |
1.0634 |
1.0650 |
1.0623 |
| S2 |
1.0612 |
1.0612 |
1.0645 |
|
| S3 |
1.0557 |
1.0579 |
1.0640 |
|
| S4 |
1.0502 |
1.0524 |
1.0625 |
|
|
| 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 |
1.0935 |
|
2.618 |
1.0845 |
|
1.618 |
1.0790 |
|
1.000 |
1.0756 |
|
0.618 |
1.0735 |
|
HIGH |
1.0701 |
|
0.618 |
1.0680 |
|
0.500 |
1.0674 |
|
0.382 |
1.0667 |
|
LOW |
1.0646 |
|
0.618 |
1.0612 |
|
1.000 |
1.0591 |
|
1.618 |
1.0557 |
|
2.618 |
1.0502 |
|
4.250 |
1.0412 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0674 |
1.0653 |
| PP |
1.0667 |
1.0652 |
| S1 |
1.0661 |
1.0650 |
|