CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0607 |
0.0017 |
0.2% |
1.0609 |
| High |
1.0605 |
1.0613 |
0.0008 |
0.1% |
1.0665 |
| Low |
1.0575 |
1.0582 |
0.0007 |
0.1% |
1.0553 |
| Close |
1.0593 |
1.0607 |
0.0014 |
0.1% |
1.0607 |
| Range |
0.0030 |
0.0031 |
0.0001 |
3.3% |
0.0112 |
| ATR |
0.0000 |
0.0061 |
0.0061 |
|
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
4 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0694 |
1.0681 |
1.0624 |
|
| R3 |
1.0663 |
1.0650 |
1.0616 |
|
| R2 |
1.0632 |
1.0632 |
1.0613 |
|
| R1 |
1.0619 |
1.0619 |
1.0610 |
1.0623 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0602 |
| S1 |
1.0588 |
1.0588 |
1.0604 |
1.0592 |
| S2 |
1.0570 |
1.0570 |
1.0601 |
|
| S3 |
1.0539 |
1.0557 |
1.0598 |
|
| S4 |
1.0508 |
1.0526 |
1.0590 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0888 |
1.0669 |
|
| R3 |
1.0832 |
1.0776 |
1.0638 |
|
| R2 |
1.0720 |
1.0720 |
1.0628 |
|
| R1 |
1.0664 |
1.0664 |
1.0617 |
1.0636 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0595 |
| S1 |
1.0552 |
1.0552 |
1.0597 |
1.0524 |
| S2 |
1.0496 |
1.0496 |
1.0586 |
|
| S3 |
1.0384 |
1.0440 |
1.0576 |
|
| S4 |
1.0272 |
1.0328 |
1.0545 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0745 |
|
2.618 |
1.0694 |
|
1.618 |
1.0663 |
|
1.000 |
1.0644 |
|
0.618 |
1.0632 |
|
HIGH |
1.0613 |
|
0.618 |
1.0601 |
|
0.500 |
1.0598 |
|
0.382 |
1.0594 |
|
LOW |
1.0582 |
|
0.618 |
1.0563 |
|
1.000 |
1.0551 |
|
1.618 |
1.0532 |
|
2.618 |
1.0501 |
|
4.250 |
1.0450 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0604 |
1.0615 |
| PP |
1.0601 |
1.0612 |
| S1 |
1.0598 |
1.0610 |
|