CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0666 |
1.0740 |
0.0074 |
0.7% |
1.0653 |
| High |
1.0745 |
1.0784 |
0.0039 |
0.4% |
1.0691 |
| Low |
1.0658 |
1.0710 |
0.0052 |
0.5% |
1.0579 |
| Close |
1.0737 |
1.0772 |
0.0035 |
0.3% |
1.0674 |
| Range |
0.0087 |
0.0074 |
-0.0013 |
-14.9% |
0.0112 |
| ATR |
0.0067 |
0.0067 |
0.0001 |
0.8% |
0.0000 |
| Volume |
22,066 |
22,111 |
45 |
0.2% |
102,864 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0977 |
1.0949 |
1.0813 |
|
| R3 |
1.0903 |
1.0875 |
1.0792 |
|
| R2 |
1.0829 |
1.0829 |
1.0786 |
|
| R1 |
1.0801 |
1.0801 |
1.0779 |
1.0815 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0763 |
| S1 |
1.0727 |
1.0727 |
1.0765 |
1.0741 |
| S2 |
1.0681 |
1.0681 |
1.0758 |
|
| S3 |
1.0607 |
1.0653 |
1.0752 |
|
| S4 |
1.0533 |
1.0579 |
1.0731 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0984 |
1.0941 |
1.0736 |
|
| R3 |
1.0872 |
1.0829 |
1.0705 |
|
| R2 |
1.0760 |
1.0760 |
1.0695 |
|
| R1 |
1.0717 |
1.0717 |
1.0684 |
1.0739 |
| PP |
1.0648 |
1.0648 |
1.0648 |
1.0659 |
| S1 |
1.0605 |
1.0605 |
1.0664 |
1.0627 |
| S2 |
1.0536 |
1.0536 |
1.0653 |
|
| S3 |
1.0424 |
1.0493 |
1.0643 |
|
| S4 |
1.0312 |
1.0381 |
1.0612 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1099 |
|
2.618 |
1.0978 |
|
1.618 |
1.0904 |
|
1.000 |
1.0858 |
|
0.618 |
1.0830 |
|
HIGH |
1.0784 |
|
0.618 |
1.0756 |
|
0.500 |
1.0747 |
|
0.382 |
1.0738 |
|
LOW |
1.0710 |
|
0.618 |
1.0664 |
|
1.000 |
1.0636 |
|
1.618 |
1.0590 |
|
2.618 |
1.0516 |
|
4.250 |
1.0396 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0764 |
1.0753 |
| PP |
1.0755 |
1.0734 |
| S1 |
1.0747 |
1.0715 |
|