CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0884 |
1.0913 |
0.0029 |
0.3% |
1.0660 |
| High |
1.0938 |
1.0984 |
0.0046 |
0.4% |
1.0880 |
| Low |
1.0852 |
1.0899 |
0.0047 |
0.4% |
1.0645 |
| Close |
1.0915 |
1.0957 |
0.0042 |
0.4% |
1.0858 |
| Range |
0.0086 |
0.0085 |
-0.0001 |
-1.2% |
0.0235 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.7% |
0.0000 |
| Volume |
26,188 |
29,680 |
3,492 |
13.3% |
102,698 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1164 |
1.1004 |
|
| R3 |
1.1117 |
1.1079 |
1.0980 |
|
| R2 |
1.1032 |
1.1032 |
1.0973 |
|
| R1 |
1.0994 |
1.0994 |
1.0965 |
1.1013 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0956 |
| S1 |
1.0909 |
1.0909 |
1.0949 |
1.0928 |
| S2 |
1.0862 |
1.0862 |
1.0941 |
|
| S3 |
1.0777 |
1.0824 |
1.0934 |
|
| S4 |
1.0692 |
1.0739 |
1.0910 |
|
|
| 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 |
1.1345 |
|
2.618 |
1.1207 |
|
1.618 |
1.1122 |
|
1.000 |
1.1069 |
|
0.618 |
1.1037 |
|
HIGH |
1.0984 |
|
0.618 |
1.0952 |
|
0.500 |
1.0942 |
|
0.382 |
1.0931 |
|
LOW |
1.0899 |
|
0.618 |
1.0846 |
|
1.000 |
1.0814 |
|
1.618 |
1.0761 |
|
2.618 |
1.0676 |
|
4.250 |
1.0538 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0952 |
1.0944 |
| PP |
1.0947 |
1.0930 |
| S1 |
1.0942 |
1.0917 |
|