CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0566 |
1.0538 |
-0.0028 |
-0.3% |
1.0426 |
| High |
1.0597 |
1.0575 |
-0.0022 |
-0.2% |
1.0695 |
| Low |
1.0528 |
1.0522 |
-0.0006 |
-0.1% |
1.0405 |
| Close |
1.0560 |
1.0560 |
0.0000 |
0.0% |
1.0506 |
| Range |
0.0069 |
0.0053 |
-0.0016 |
-23.2% |
0.0290 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
19,443 |
13,929 |
-5,514 |
-28.4% |
88,776 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0711 |
1.0689 |
1.0589 |
|
| R3 |
1.0658 |
1.0636 |
1.0575 |
|
| R2 |
1.0605 |
1.0605 |
1.0570 |
|
| R1 |
1.0583 |
1.0583 |
1.0565 |
1.0594 |
| PP |
1.0552 |
1.0552 |
1.0552 |
1.0558 |
| S1 |
1.0530 |
1.0530 |
1.0555 |
1.0541 |
| S2 |
1.0499 |
1.0499 |
1.0550 |
|
| S3 |
1.0446 |
1.0477 |
1.0545 |
|
| S4 |
1.0393 |
1.0424 |
1.0531 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1246 |
1.0666 |
|
| R3 |
1.1115 |
1.0956 |
1.0586 |
|
| R2 |
1.0825 |
1.0825 |
1.0559 |
|
| R1 |
1.0666 |
1.0666 |
1.0533 |
1.0746 |
| PP |
1.0535 |
1.0535 |
1.0535 |
1.0575 |
| S1 |
1.0376 |
1.0376 |
1.0479 |
1.0456 |
| S2 |
1.0245 |
1.0245 |
1.0453 |
|
| S3 |
0.9955 |
1.0086 |
1.0426 |
|
| S4 |
0.9665 |
0.9796 |
1.0347 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0800 |
|
2.618 |
1.0714 |
|
1.618 |
1.0661 |
|
1.000 |
1.0628 |
|
0.618 |
1.0608 |
|
HIGH |
1.0575 |
|
0.618 |
1.0555 |
|
0.500 |
1.0549 |
|
0.382 |
1.0542 |
|
LOW |
1.0522 |
|
0.618 |
1.0489 |
|
1.000 |
1.0469 |
|
1.618 |
1.0436 |
|
2.618 |
1.0383 |
|
4.250 |
1.0297 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0556 |
1.0557 |
| PP |
1.0552 |
1.0553 |
| S1 |
1.0549 |
1.0550 |
|