CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0605 |
1.0594 |
-0.0011 |
-0.1% |
1.0653 |
| High |
1.0622 |
1.0678 |
0.0056 |
0.5% |
1.0691 |
| Low |
1.0579 |
1.0589 |
0.0010 |
0.1% |
1.0579 |
| Close |
1.0600 |
1.0674 |
0.0074 |
0.7% |
1.0674 |
| Range |
0.0043 |
0.0089 |
0.0046 |
107.0% |
0.0112 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.6% |
0.0000 |
| Volume |
20,283 |
18,093 |
-2,190 |
-10.8% |
102,864 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0914 |
1.0883 |
1.0723 |
|
| R3 |
1.0825 |
1.0794 |
1.0698 |
|
| R2 |
1.0736 |
1.0736 |
1.0690 |
|
| R1 |
1.0705 |
1.0705 |
1.0682 |
1.0721 |
| PP |
1.0647 |
1.0647 |
1.0647 |
1.0655 |
| S1 |
1.0616 |
1.0616 |
1.0666 |
1.0632 |
| S2 |
1.0558 |
1.0558 |
1.0658 |
|
| S3 |
1.0469 |
1.0527 |
1.0650 |
|
| S4 |
1.0380 |
1.0438 |
1.0625 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0984 |
1.0941 |
1.0736 |
|
| R3 |
1.0872 |
1.0829 |
1.0705 |
|
| R2 |
1.0760 |
1.0760 |
1.0695 |
|
| R1 |
1.0717 |
1.0717 |
1.0684 |
1.0739 |
| PP |
1.0648 |
1.0648 |
1.0648 |
1.0659 |
| S1 |
1.0605 |
1.0605 |
1.0664 |
1.0627 |
| S2 |
1.0536 |
1.0536 |
1.0653 |
|
| S3 |
1.0424 |
1.0493 |
1.0643 |
|
| S4 |
1.0312 |
1.0381 |
1.0612 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1056 |
|
2.618 |
1.0911 |
|
1.618 |
1.0822 |
|
1.000 |
1.0767 |
|
0.618 |
1.0733 |
|
HIGH |
1.0678 |
|
0.618 |
1.0644 |
|
0.500 |
1.0634 |
|
0.382 |
1.0623 |
|
LOW |
1.0589 |
|
0.618 |
1.0534 |
|
1.000 |
1.0500 |
|
1.618 |
1.0445 |
|
2.618 |
1.0356 |
|
4.250 |
1.0211 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0661 |
1.0661 |
| PP |
1.0647 |
1.0648 |
| S1 |
1.0634 |
1.0635 |
|