CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0779 |
1.0822 |
0.0043 |
0.4% |
1.0660 |
| High |
1.0831 |
1.0880 |
0.0049 |
0.5% |
1.0880 |
| Low |
1.0770 |
1.0814 |
0.0044 |
0.4% |
1.0645 |
| Close |
1.0823 |
1.0858 |
0.0035 |
0.3% |
1.0858 |
| Range |
0.0061 |
0.0066 |
0.0005 |
8.2% |
0.0235 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
18,532 |
19,293 |
761 |
4.1% |
102,698 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1049 |
1.1019 |
1.0894 |
|
| R3 |
1.0983 |
1.0953 |
1.0876 |
|
| R2 |
1.0917 |
1.0917 |
1.0870 |
|
| R1 |
1.0887 |
1.0887 |
1.0864 |
1.0902 |
| PP |
1.0851 |
1.0851 |
1.0851 |
1.0858 |
| S1 |
1.0821 |
1.0821 |
1.0852 |
1.0836 |
| S2 |
1.0785 |
1.0785 |
1.0846 |
|
| S3 |
1.0719 |
1.0755 |
1.0840 |
|
| S4 |
1.0653 |
1.0689 |
1.0822 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1414 |
1.0987 |
|
| R3 |
1.1264 |
1.1179 |
1.0923 |
|
| R2 |
1.1029 |
1.1029 |
1.0901 |
|
| R1 |
1.0944 |
1.0944 |
1.0880 |
1.0987 |
| PP |
1.0794 |
1.0794 |
1.0794 |
1.0816 |
| S1 |
1.0709 |
1.0709 |
1.0836 |
1.0752 |
| S2 |
1.0559 |
1.0559 |
1.0815 |
|
| S3 |
1.0324 |
1.0474 |
1.0793 |
|
| S4 |
1.0089 |
1.0239 |
1.0729 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1161 |
|
2.618 |
1.1053 |
|
1.618 |
1.0987 |
|
1.000 |
1.0946 |
|
0.618 |
1.0921 |
|
HIGH |
1.0880 |
|
0.618 |
1.0855 |
|
0.500 |
1.0847 |
|
0.382 |
1.0839 |
|
LOW |
1.0814 |
|
0.618 |
1.0773 |
|
1.000 |
1.0748 |
|
1.618 |
1.0707 |
|
2.618 |
1.0641 |
|
4.250 |
1.0534 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0854 |
1.0837 |
| PP |
1.0851 |
1.0816 |
| S1 |
1.0847 |
1.0795 |
|