CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0580 |
1.0609 |
0.0029 |
0.3% |
1.0515 |
| High |
1.0643 |
1.0626 |
-0.0017 |
-0.2% |
1.0597 |
| Low |
1.0560 |
1.0566 |
0.0006 |
0.1% |
1.0503 |
| Close |
1.0616 |
1.0575 |
-0.0041 |
-0.4% |
1.0533 |
| Range |
0.0083 |
0.0060 |
-0.0023 |
-27.7% |
0.0094 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
20,573 |
16,129 |
-4,444 |
-21.6% |
86,536 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0732 |
1.0608 |
|
| R3 |
1.0709 |
1.0672 |
1.0592 |
|
| R2 |
1.0649 |
1.0649 |
1.0586 |
|
| R1 |
1.0612 |
1.0612 |
1.0581 |
1.0601 |
| PP |
1.0589 |
1.0589 |
1.0589 |
1.0583 |
| S1 |
1.0552 |
1.0552 |
1.0570 |
1.0541 |
| S2 |
1.0529 |
1.0529 |
1.0564 |
|
| S3 |
1.0469 |
1.0492 |
1.0559 |
|
| S4 |
1.0409 |
1.0432 |
1.0542 |
|
|
| 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 |
1.0881 |
|
2.618 |
1.0783 |
|
1.618 |
1.0723 |
|
1.000 |
1.0686 |
|
0.618 |
1.0663 |
|
HIGH |
1.0626 |
|
0.618 |
1.0603 |
|
0.500 |
1.0596 |
|
0.382 |
1.0589 |
|
LOW |
1.0566 |
|
0.618 |
1.0529 |
|
1.000 |
1.0506 |
|
1.618 |
1.0469 |
|
2.618 |
1.0409 |
|
4.250 |
1.0311 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0596 |
1.0583 |
| PP |
1.0589 |
1.0580 |
| S1 |
1.0582 |
1.0578 |
|