CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0740 |
1.0779 |
0.0039 |
0.4% |
1.0653 |
| High |
1.0784 |
1.0831 |
0.0047 |
0.4% |
1.0691 |
| Low |
1.0710 |
1.0770 |
0.0060 |
0.6% |
1.0579 |
| Close |
1.0772 |
1.0823 |
0.0051 |
0.5% |
1.0674 |
| Range |
0.0074 |
0.0061 |
-0.0013 |
-17.6% |
0.0112 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
22,111 |
18,532 |
-3,579 |
-16.2% |
102,864 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0968 |
1.0857 |
|
| R3 |
1.0930 |
1.0907 |
1.0840 |
|
| R2 |
1.0869 |
1.0869 |
1.0834 |
|
| R1 |
1.0846 |
1.0846 |
1.0829 |
1.0858 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0814 |
| S1 |
1.0785 |
1.0785 |
1.0817 |
1.0797 |
| S2 |
1.0747 |
1.0747 |
1.0812 |
|
| S3 |
1.0686 |
1.0724 |
1.0806 |
|
| S4 |
1.0625 |
1.0663 |
1.0789 |
|
|
| 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 |
1.1090 |
|
2.618 |
1.0991 |
|
1.618 |
1.0930 |
|
1.000 |
1.0892 |
|
0.618 |
1.0869 |
|
HIGH |
1.0831 |
|
0.618 |
1.0808 |
|
0.500 |
1.0801 |
|
0.382 |
1.0793 |
|
LOW |
1.0770 |
|
0.618 |
1.0732 |
|
1.000 |
1.0709 |
|
1.618 |
1.0671 |
|
2.618 |
1.0610 |
|
4.250 |
1.0511 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0816 |
1.0797 |
| PP |
1.0808 |
1.0771 |
| S1 |
1.0801 |
1.0745 |
|