CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0662 |
1.0605 |
-0.0057 |
-0.5% |
1.0604 |
| High |
1.0691 |
1.0622 |
-0.0069 |
-0.6% |
1.0701 |
| Low |
1.0591 |
1.0579 |
-0.0012 |
-0.1% |
1.0581 |
| Close |
1.0595 |
1.0600 |
0.0005 |
0.0% |
1.0641 |
| Range |
0.0100 |
0.0043 |
-0.0057 |
-57.0% |
0.0120 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
23,544 |
20,283 |
-3,261 |
-13.9% |
114,921 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0729 |
1.0708 |
1.0624 |
|
| R3 |
1.0686 |
1.0665 |
1.0612 |
|
| R2 |
1.0643 |
1.0643 |
1.0608 |
|
| R1 |
1.0622 |
1.0622 |
1.0604 |
1.0611 |
| PP |
1.0600 |
1.0600 |
1.0600 |
1.0595 |
| S1 |
1.0579 |
1.0579 |
1.0596 |
1.0568 |
| S2 |
1.0557 |
1.0557 |
1.0592 |
|
| S3 |
1.0514 |
1.0536 |
1.0588 |
|
| S4 |
1.0471 |
1.0493 |
1.0576 |
|
|
| 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 |
1.0805 |
|
2.618 |
1.0735 |
|
1.618 |
1.0692 |
|
1.000 |
1.0665 |
|
0.618 |
1.0649 |
|
HIGH |
1.0622 |
|
0.618 |
1.0606 |
|
0.500 |
1.0601 |
|
0.382 |
1.0595 |
|
LOW |
1.0579 |
|
0.618 |
1.0552 |
|
1.000 |
1.0536 |
|
1.618 |
1.0509 |
|
2.618 |
1.0466 |
|
4.250 |
1.0396 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0601 |
1.0635 |
| PP |
1.0600 |
1.0623 |
| S1 |
1.0600 |
1.0612 |
|