CME Swiss Franc Future September 2020
Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1.0913 |
1.0974 |
0.0061 |
0.6% |
1.0660 |
High |
1.0984 |
1.1017 |
0.0033 |
0.3% |
1.0880 |
Low |
1.0899 |
1.0941 |
0.0042 |
0.4% |
1.0645 |
Close |
1.0957 |
1.1007 |
0.0050 |
0.5% |
1.0858 |
Range |
0.0085 |
0.0076 |
-0.0009 |
-10.6% |
0.0235 |
ATR |
0.0070 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
Volume |
29,680 |
29,905 |
225 |
0.8% |
102,698 |
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1216 |
1.1188 |
1.1049 |
|
R3 |
1.1140 |
1.1112 |
1.1028 |
|
R2 |
1.1064 |
1.1064 |
1.1021 |
|
R1 |
1.1036 |
1.1036 |
1.1014 |
1.1050 |
PP |
1.0988 |
1.0988 |
1.0988 |
1.0996 |
S1 |
1.0960 |
1.0960 |
1.1000 |
1.0974 |
S2 |
1.0912 |
1.0912 |
1.0993 |
|
S3 |
1.0836 |
1.0884 |
1.0986 |
|
S4 |
1.0760 |
1.0808 |
1.0965 |
|
|
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 |
1.1340 |
2.618 |
1.1216 |
1.618 |
1.1140 |
1.000 |
1.1093 |
0.618 |
1.1064 |
HIGH |
1.1017 |
0.618 |
1.0988 |
0.500 |
1.0979 |
0.382 |
1.0970 |
LOW |
1.0941 |
0.618 |
1.0894 |
1.000 |
1.0865 |
1.618 |
1.0818 |
2.618 |
1.0742 |
4.250 |
1.0618 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1.0998 |
1.0983 |
PP |
1.0988 |
1.0959 |
S1 |
1.0979 |
1.0935 |
|