CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0604 |
1.0637 |
0.0033 |
0.3% |
1.0574 |
| High |
1.0678 |
1.0651 |
-0.0027 |
-0.3% |
1.0631 |
| Low |
1.0581 |
1.0599 |
0.0018 |
0.2% |
1.0513 |
| Close |
1.0644 |
1.0637 |
-0.0007 |
-0.1% |
1.0590 |
| Range |
0.0097 |
0.0052 |
-0.0045 |
-46.4% |
0.0118 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
30,629 |
19,820 |
-10,809 |
-35.3% |
85,070 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0785 |
1.0763 |
1.0666 |
|
| R3 |
1.0733 |
1.0711 |
1.0651 |
|
| R2 |
1.0681 |
1.0681 |
1.0647 |
|
| R1 |
1.0659 |
1.0659 |
1.0642 |
1.0663 |
| PP |
1.0629 |
1.0629 |
1.0629 |
1.0631 |
| S1 |
1.0607 |
1.0607 |
1.0632 |
1.0611 |
| S2 |
1.0577 |
1.0577 |
1.0627 |
|
| S3 |
1.0525 |
1.0555 |
1.0623 |
|
| S4 |
1.0473 |
1.0503 |
1.0608 |
|
|
| 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 |
1.0872 |
|
2.618 |
1.0787 |
|
1.618 |
1.0735 |
|
1.000 |
1.0703 |
|
0.618 |
1.0683 |
|
HIGH |
1.0651 |
|
0.618 |
1.0631 |
|
0.500 |
1.0625 |
|
0.382 |
1.0619 |
|
LOW |
1.0599 |
|
0.618 |
1.0567 |
|
1.000 |
1.0547 |
|
1.618 |
1.0515 |
|
2.618 |
1.0463 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0633 |
1.0635 |
| PP |
1.0629 |
1.0632 |
| S1 |
1.0625 |
1.0630 |
|