CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0618 |
1.0612 |
-0.0006 |
-0.1% |
1.0609 |
| High |
1.0644 |
1.0618 |
-0.0026 |
-0.2% |
1.0665 |
| Low |
1.0553 |
1.0544 |
-0.0009 |
-0.1% |
1.0553 |
| Close |
1.0565 |
1.0610 |
0.0045 |
0.4% |
1.0607 |
| Range |
0.0091 |
0.0074 |
-0.0017 |
-18.7% |
0.0112 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.2% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
4 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0785 |
1.0651 |
|
| R3 |
1.0739 |
1.0711 |
1.0630 |
|
| R2 |
1.0665 |
1.0665 |
1.0624 |
|
| R1 |
1.0637 |
1.0637 |
1.0617 |
1.0614 |
| PP |
1.0591 |
1.0591 |
1.0591 |
1.0579 |
| S1 |
1.0563 |
1.0563 |
1.0603 |
1.0540 |
| S2 |
1.0517 |
1.0517 |
1.0596 |
|
| S3 |
1.0443 |
1.0489 |
1.0590 |
|
| S4 |
1.0369 |
1.0415 |
1.0569 |
|
|
| 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 |
1.0933 |
|
2.618 |
1.0812 |
|
1.618 |
1.0738 |
|
1.000 |
1.0692 |
|
0.618 |
1.0664 |
|
HIGH |
1.0618 |
|
0.618 |
1.0590 |
|
0.500 |
1.0581 |
|
0.382 |
1.0572 |
|
LOW |
1.0544 |
|
0.618 |
1.0498 |
|
1.000 |
1.0470 |
|
1.618 |
1.0424 |
|
2.618 |
1.0350 |
|
4.250 |
1.0230 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0600 |
1.0605 |
| PP |
1.0591 |
1.0599 |
| S1 |
1.0581 |
1.0594 |
|