CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0594 |
1.0660 |
0.0066 |
0.6% |
1.0653 |
| High |
1.0678 |
1.0686 |
0.0008 |
0.1% |
1.0691 |
| Low |
1.0589 |
1.0645 |
0.0056 |
0.5% |
1.0579 |
| Close |
1.0674 |
1.0663 |
-0.0011 |
-0.1% |
1.0674 |
| Range |
0.0089 |
0.0041 |
-0.0048 |
-53.9% |
0.0112 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
18,093 |
20,696 |
2,603 |
14.4% |
102,864 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0788 |
1.0766 |
1.0686 |
|
| R3 |
1.0747 |
1.0725 |
1.0674 |
|
| R2 |
1.0706 |
1.0706 |
1.0671 |
|
| R1 |
1.0684 |
1.0684 |
1.0667 |
1.0695 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0670 |
| S1 |
1.0643 |
1.0643 |
1.0659 |
1.0654 |
| S2 |
1.0624 |
1.0624 |
1.0655 |
|
| S3 |
1.0583 |
1.0602 |
1.0652 |
|
| S4 |
1.0542 |
1.0561 |
1.0640 |
|
|
| 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 |
1.0860 |
|
2.618 |
1.0793 |
|
1.618 |
1.0752 |
|
1.000 |
1.0727 |
|
0.618 |
1.0711 |
|
HIGH |
1.0686 |
|
0.618 |
1.0670 |
|
0.500 |
1.0666 |
|
0.382 |
1.0661 |
|
LOW |
1.0645 |
|
0.618 |
1.0620 |
|
1.000 |
1.0604 |
|
1.618 |
1.0579 |
|
2.618 |
1.0538 |
|
4.250 |
1.0471 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0666 |
1.0653 |
| PP |
1.0665 |
1.0643 |
| S1 |
1.0664 |
1.0633 |
|