CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0660 |
1.0666 |
0.0006 |
0.1% |
1.0653 |
| High |
1.0686 |
1.0745 |
0.0059 |
0.6% |
1.0691 |
| Low |
1.0645 |
1.0658 |
0.0013 |
0.1% |
1.0579 |
| Close |
1.0663 |
1.0737 |
0.0074 |
0.7% |
1.0674 |
| Range |
0.0041 |
0.0087 |
0.0046 |
112.2% |
0.0112 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.4% |
0.0000 |
| Volume |
20,696 |
22,066 |
1,370 |
6.6% |
102,864 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0943 |
1.0785 |
|
| R3 |
1.0887 |
1.0856 |
1.0761 |
|
| R2 |
1.0800 |
1.0800 |
1.0753 |
|
| R1 |
1.0769 |
1.0769 |
1.0745 |
1.0785 |
| PP |
1.0713 |
1.0713 |
1.0713 |
1.0721 |
| S1 |
1.0682 |
1.0682 |
1.0729 |
1.0698 |
| S2 |
1.0626 |
1.0626 |
1.0721 |
|
| S3 |
1.0539 |
1.0595 |
1.0713 |
|
| S4 |
1.0452 |
1.0508 |
1.0689 |
|
|
| 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 |
1.1115 |
|
2.618 |
1.0973 |
|
1.618 |
1.0886 |
|
1.000 |
1.0832 |
|
0.618 |
1.0799 |
|
HIGH |
1.0745 |
|
0.618 |
1.0712 |
|
0.500 |
1.0702 |
|
0.382 |
1.0691 |
|
LOW |
1.0658 |
|
0.618 |
1.0604 |
|
1.000 |
1.0571 |
|
1.618 |
1.0517 |
|
2.618 |
1.0430 |
|
4.250 |
1.0288 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0725 |
1.0714 |
| PP |
1.0713 |
1.0690 |
| S1 |
1.0702 |
1.0667 |
|