CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0563 |
1.0574 |
0.0011 |
0.1% |
1.0540 |
| High |
1.0587 |
1.0616 |
0.0029 |
0.3% |
1.0643 |
| Low |
1.0551 |
1.0521 |
-0.0030 |
-0.3% |
1.0522 |
| Close |
1.0578 |
1.0535 |
-0.0043 |
-0.4% |
1.0578 |
| Range |
0.0036 |
0.0095 |
0.0059 |
163.9% |
0.0121 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.8% |
0.0000 |
| Volume |
15,025 |
21,480 |
6,455 |
43.0% |
84,837 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0842 |
1.0784 |
1.0587 |
|
| R3 |
1.0747 |
1.0689 |
1.0561 |
|
| R2 |
1.0652 |
1.0652 |
1.0552 |
|
| R1 |
1.0594 |
1.0594 |
1.0544 |
1.0576 |
| PP |
1.0557 |
1.0557 |
1.0557 |
1.0548 |
| S1 |
1.0499 |
1.0499 |
1.0526 |
1.0481 |
| S2 |
1.0462 |
1.0462 |
1.0518 |
|
| S3 |
1.0367 |
1.0404 |
1.0509 |
|
| S4 |
1.0272 |
1.0309 |
1.0483 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0882 |
1.0645 |
|
| R3 |
1.0823 |
1.0761 |
1.0611 |
|
| R2 |
1.0702 |
1.0702 |
1.0600 |
|
| R1 |
1.0640 |
1.0640 |
1.0589 |
1.0671 |
| PP |
1.0581 |
1.0581 |
1.0581 |
1.0597 |
| S1 |
1.0519 |
1.0519 |
1.0567 |
1.0550 |
| S2 |
1.0460 |
1.0460 |
1.0556 |
|
| S3 |
1.0339 |
1.0398 |
1.0545 |
|
| S4 |
1.0218 |
1.0277 |
1.0511 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1020 |
|
2.618 |
1.0865 |
|
1.618 |
1.0770 |
|
1.000 |
1.0711 |
|
0.618 |
1.0675 |
|
HIGH |
1.0616 |
|
0.618 |
1.0580 |
|
0.500 |
1.0569 |
|
0.382 |
1.0557 |
|
LOW |
1.0521 |
|
0.618 |
1.0462 |
|
1.000 |
1.0426 |
|
1.618 |
1.0367 |
|
2.618 |
1.0272 |
|
4.250 |
1.0117 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0569 |
1.0569 |
| PP |
1.0557 |
1.0557 |
| S1 |
1.0546 |
1.0546 |
|