CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0540 |
1.0580 |
0.0040 |
0.4% |
1.0515 |
| High |
1.0592 |
1.0643 |
0.0051 |
0.5% |
1.0597 |
| Low |
1.0522 |
1.0560 |
0.0038 |
0.4% |
1.0503 |
| Close |
1.0580 |
1.0616 |
0.0036 |
0.3% |
1.0533 |
| Range |
0.0070 |
0.0083 |
0.0013 |
18.6% |
0.0094 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
0.9% |
0.0000 |
| Volume |
14,702 |
20,573 |
5,871 |
39.9% |
86,536 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0855 |
1.0819 |
1.0662 |
|
| R3 |
1.0772 |
1.0736 |
1.0639 |
|
| R2 |
1.0689 |
1.0689 |
1.0631 |
|
| R1 |
1.0653 |
1.0653 |
1.0624 |
1.0671 |
| PP |
1.0606 |
1.0606 |
1.0606 |
1.0616 |
| S1 |
1.0570 |
1.0570 |
1.0608 |
1.0588 |
| S2 |
1.0523 |
1.0523 |
1.0601 |
|
| S3 |
1.0440 |
1.0487 |
1.0593 |
|
| S4 |
1.0357 |
1.0404 |
1.0570 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0826 |
1.0774 |
1.0585 |
|
| R3 |
1.0732 |
1.0680 |
1.0559 |
|
| R2 |
1.0638 |
1.0638 |
1.0550 |
|
| R1 |
1.0586 |
1.0586 |
1.0542 |
1.0612 |
| PP |
1.0544 |
1.0544 |
1.0544 |
1.0558 |
| S1 |
1.0492 |
1.0492 |
1.0524 |
1.0518 |
| S2 |
1.0450 |
1.0450 |
1.0516 |
|
| S3 |
1.0356 |
1.0398 |
1.0507 |
|
| S4 |
1.0262 |
1.0304 |
1.0481 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0996 |
|
2.618 |
1.0860 |
|
1.618 |
1.0777 |
|
1.000 |
1.0726 |
|
0.618 |
1.0694 |
|
HIGH |
1.0643 |
|
0.618 |
1.0611 |
|
0.500 |
1.0602 |
|
0.382 |
1.0592 |
|
LOW |
1.0560 |
|
0.618 |
1.0509 |
|
1.000 |
1.0477 |
|
1.618 |
1.0426 |
|
2.618 |
1.0343 |
|
4.250 |
1.0207 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0611 |
1.0604 |
| PP |
1.0606 |
1.0593 |
| S1 |
1.0602 |
1.0581 |
|