CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0884 |
0.0013 |
0.1% |
1.0660 |
| High |
1.0924 |
1.0938 |
0.0014 |
0.1% |
1.0880 |
| Low |
1.0850 |
1.0852 |
0.0002 |
0.0% |
1.0645 |
| Close |
1.0881 |
1.0915 |
0.0034 |
0.3% |
1.0858 |
| Range |
0.0074 |
0.0086 |
0.0012 |
16.2% |
0.0235 |
| ATR |
0.0067 |
0.0069 |
0.0001 |
2.0% |
0.0000 |
| Volume |
28,624 |
26,188 |
-2,436 |
-8.5% |
102,698 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1123 |
1.0962 |
|
| R3 |
1.1074 |
1.1037 |
1.0939 |
|
| R2 |
1.0988 |
1.0988 |
1.0931 |
|
| R1 |
1.0951 |
1.0951 |
1.0923 |
1.0970 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0911 |
| S1 |
1.0865 |
1.0865 |
1.0907 |
1.0884 |
| S2 |
1.0816 |
1.0816 |
1.0899 |
|
| S3 |
1.0730 |
1.0779 |
1.0891 |
|
| S4 |
1.0644 |
1.0693 |
1.0868 |
|
|
| 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 |
1.1304 |
|
2.618 |
1.1163 |
|
1.618 |
1.1077 |
|
1.000 |
1.1024 |
|
0.618 |
1.0991 |
|
HIGH |
1.0938 |
|
0.618 |
1.0905 |
|
0.500 |
1.0895 |
|
0.382 |
1.0885 |
|
LOW |
1.0852 |
|
0.618 |
1.0799 |
|
1.000 |
1.0766 |
|
1.618 |
1.0713 |
|
2.618 |
1.0627 |
|
4.250 |
1.0487 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0908 |
1.0902 |
| PP |
1.0902 |
1.0889 |
| S1 |
1.0895 |
1.0876 |
|