CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0678 |
1.0655 |
-0.0023 |
-0.2% |
1.0604 |
| High |
1.0701 |
1.0675 |
-0.0026 |
-0.2% |
1.0701 |
| Low |
1.0646 |
1.0622 |
-0.0024 |
-0.2% |
1.0581 |
| Close |
1.0655 |
1.0641 |
-0.0014 |
-0.1% |
1.0641 |
| Range |
0.0055 |
0.0053 |
-0.0002 |
-3.6% |
0.0120 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
24,486 |
21,895 |
-2,591 |
-10.6% |
114,921 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0805 |
1.0776 |
1.0670 |
|
| R3 |
1.0752 |
1.0723 |
1.0656 |
|
| R2 |
1.0699 |
1.0699 |
1.0651 |
|
| R1 |
1.0670 |
1.0670 |
1.0646 |
1.0658 |
| PP |
1.0646 |
1.0646 |
1.0646 |
1.0640 |
| S1 |
1.0617 |
1.0617 |
1.0636 |
1.0605 |
| S2 |
1.0593 |
1.0593 |
1.0631 |
|
| S3 |
1.0540 |
1.0564 |
1.0626 |
|
| S4 |
1.0487 |
1.0511 |
1.0612 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1001 |
1.0941 |
1.0707 |
|
| R3 |
1.0881 |
1.0821 |
1.0674 |
|
| R2 |
1.0761 |
1.0761 |
1.0663 |
|
| R1 |
1.0701 |
1.0701 |
1.0652 |
1.0731 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0656 |
| S1 |
1.0581 |
1.0581 |
1.0630 |
1.0611 |
| S2 |
1.0521 |
1.0521 |
1.0619 |
|
| S3 |
1.0401 |
1.0461 |
1.0608 |
|
| S4 |
1.0281 |
1.0341 |
1.0575 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0900 |
|
2.618 |
1.0814 |
|
1.618 |
1.0761 |
|
1.000 |
1.0728 |
|
0.618 |
1.0708 |
|
HIGH |
1.0675 |
|
0.618 |
1.0655 |
|
0.500 |
1.0649 |
|
0.382 |
1.0642 |
|
LOW |
1.0622 |
|
0.618 |
1.0589 |
|
1.000 |
1.0569 |
|
1.618 |
1.0536 |
|
2.618 |
1.0483 |
|
4.250 |
1.0397 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0649 |
1.0662 |
| PP |
1.0646 |
1.0655 |
| S1 |
1.0644 |
1.0648 |
|