CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0642 |
1.0662 |
0.0020 |
0.2% |
1.0604 |
| High |
1.0681 |
1.0691 |
0.0010 |
0.1% |
1.0701 |
| Low |
1.0631 |
1.0591 |
-0.0040 |
-0.4% |
1.0581 |
| Close |
1.0667 |
1.0595 |
-0.0072 |
-0.7% |
1.0641 |
| Range |
0.0050 |
0.0100 |
0.0050 |
100.0% |
0.0120 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
3.9% |
0.0000 |
| Volume |
20,418 |
23,544 |
3,126 |
15.3% |
114,921 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0926 |
1.0860 |
1.0650 |
|
| R3 |
1.0826 |
1.0760 |
1.0623 |
|
| R2 |
1.0726 |
1.0726 |
1.0613 |
|
| R1 |
1.0660 |
1.0660 |
1.0604 |
1.0643 |
| PP |
1.0626 |
1.0626 |
1.0626 |
1.0617 |
| S1 |
1.0560 |
1.0560 |
1.0586 |
1.0543 |
| S2 |
1.0526 |
1.0526 |
1.0577 |
|
| S3 |
1.0426 |
1.0460 |
1.0568 |
|
| S4 |
1.0326 |
1.0360 |
1.0540 |
|
|
| 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 |
1.1116 |
|
2.618 |
1.0953 |
|
1.618 |
1.0853 |
|
1.000 |
1.0791 |
|
0.618 |
1.0753 |
|
HIGH |
1.0691 |
|
0.618 |
1.0653 |
|
0.500 |
1.0641 |
|
0.382 |
1.0629 |
|
LOW |
1.0591 |
|
0.618 |
1.0529 |
|
1.000 |
1.0491 |
|
1.618 |
1.0429 |
|
2.618 |
1.0329 |
|
4.250 |
1.0166 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0641 |
1.0641 |
| PP |
1.0626 |
1.0626 |
| S1 |
1.0610 |
1.0610 |
|