CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0597 |
1.0604 |
0.0007 |
0.1% |
1.0574 |
| High |
1.0631 |
1.0678 |
0.0047 |
0.4% |
1.0631 |
| Low |
1.0587 |
1.0581 |
-0.0006 |
-0.1% |
1.0513 |
| Close |
1.0590 |
1.0644 |
0.0054 |
0.5% |
1.0590 |
| Range |
0.0044 |
0.0097 |
0.0053 |
120.5% |
0.0118 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.1% |
0.0000 |
| Volume |
17,199 |
30,629 |
13,430 |
78.1% |
85,070 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0925 |
1.0882 |
1.0697 |
|
| R3 |
1.0828 |
1.0785 |
1.0671 |
|
| R2 |
1.0731 |
1.0731 |
1.0662 |
|
| R1 |
1.0688 |
1.0688 |
1.0653 |
1.0710 |
| PP |
1.0634 |
1.0634 |
1.0634 |
1.0645 |
| S1 |
1.0591 |
1.0591 |
1.0635 |
1.0613 |
| S2 |
1.0537 |
1.0537 |
1.0626 |
|
| S3 |
1.0440 |
1.0494 |
1.0617 |
|
| S4 |
1.0343 |
1.0397 |
1.0591 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0932 |
1.0879 |
1.0655 |
|
| R3 |
1.0814 |
1.0761 |
1.0622 |
|
| R2 |
1.0696 |
1.0696 |
1.0612 |
|
| R1 |
1.0643 |
1.0643 |
1.0601 |
1.0670 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0591 |
| S1 |
1.0525 |
1.0525 |
1.0579 |
1.0552 |
| S2 |
1.0460 |
1.0460 |
1.0568 |
|
| S3 |
1.0342 |
1.0407 |
1.0558 |
|
| S4 |
1.0224 |
1.0289 |
1.0525 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.0932 |
|
1.618 |
1.0835 |
|
1.000 |
1.0775 |
|
0.618 |
1.0738 |
|
HIGH |
1.0678 |
|
0.618 |
1.0641 |
|
0.500 |
1.0630 |
|
0.382 |
1.0618 |
|
LOW |
1.0581 |
|
0.618 |
1.0521 |
|
1.000 |
1.0484 |
|
1.618 |
1.0424 |
|
2.618 |
1.0327 |
|
4.250 |
1.0169 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0639 |
1.0635 |
| PP |
1.0634 |
1.0626 |
| S1 |
1.0630 |
1.0617 |
|