CME Swiss Franc Future December 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 |
1.0607 |
1.0618 |
0.0011 |
0.1% |
1.0609 |
| High |
1.0613 |
1.0644 |
0.0031 |
0.3% |
1.0665 |
| Low |
1.0582 |
1.0553 |
-0.0029 |
-0.3% |
1.0553 |
| Close |
1.0607 |
1.0565 |
-0.0042 |
-0.4% |
1.0607 |
| Range |
0.0031 |
0.0091 |
0.0060 |
193.5% |
0.0112 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.5% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
4 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0860 |
1.0804 |
1.0615 |
|
| R3 |
1.0769 |
1.0713 |
1.0590 |
|
| R2 |
1.0678 |
1.0678 |
1.0582 |
|
| R1 |
1.0622 |
1.0622 |
1.0573 |
1.0605 |
| PP |
1.0587 |
1.0587 |
1.0587 |
1.0579 |
| S1 |
1.0531 |
1.0531 |
1.0557 |
1.0514 |
| S2 |
1.0496 |
1.0496 |
1.0548 |
|
| S3 |
1.0405 |
1.0440 |
1.0540 |
|
| S4 |
1.0314 |
1.0349 |
1.0515 |
|
|
| 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 |
1.1031 |
|
2.618 |
1.0882 |
|
1.618 |
1.0791 |
|
1.000 |
1.0735 |
|
0.618 |
1.0700 |
|
HIGH |
1.0644 |
|
0.618 |
1.0609 |
|
0.500 |
1.0599 |
|
0.382 |
1.0588 |
|
LOW |
1.0553 |
|
0.618 |
1.0497 |
|
1.000 |
1.0462 |
|
1.618 |
1.0406 |
|
2.618 |
1.0315 |
|
4.250 |
1.0166 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0599 |
1.0599 |
| PP |
1.0587 |
1.0587 |
| S1 |
1.0576 |
1.0576 |
|