CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0653 |
1.0642 |
-0.0011 |
-0.1% |
1.0604 |
| High |
1.0666 |
1.0681 |
0.0015 |
0.1% |
1.0701 |
| Low |
1.0616 |
1.0631 |
0.0015 |
0.1% |
1.0581 |
| Close |
1.0641 |
1.0667 |
0.0026 |
0.2% |
1.0641 |
| Range |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0120 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
20,526 |
20,418 |
-108 |
-0.5% |
114,921 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0810 |
1.0788 |
1.0695 |
|
| R3 |
1.0760 |
1.0738 |
1.0681 |
|
| R2 |
1.0710 |
1.0710 |
1.0676 |
|
| R1 |
1.0688 |
1.0688 |
1.0672 |
1.0699 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0665 |
| S1 |
1.0638 |
1.0638 |
1.0662 |
1.0649 |
| S2 |
1.0610 |
1.0610 |
1.0658 |
|
| S3 |
1.0560 |
1.0588 |
1.0653 |
|
| S4 |
1.0510 |
1.0538 |
1.0640 |
|
|
| 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 |
1.0894 |
|
2.618 |
1.0812 |
|
1.618 |
1.0762 |
|
1.000 |
1.0731 |
|
0.618 |
1.0712 |
|
HIGH |
1.0681 |
|
0.618 |
1.0662 |
|
0.500 |
1.0656 |
|
0.382 |
1.0650 |
|
LOW |
1.0631 |
|
0.618 |
1.0600 |
|
1.000 |
1.0581 |
|
1.618 |
1.0550 |
|
2.618 |
1.0500 |
|
4.250 |
1.0419 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0663 |
1.0661 |
| PP |
1.0660 |
1.0655 |
| S1 |
1.0656 |
1.0649 |
|