CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0498 |
1.0426 |
-0.0072 |
-0.7% |
1.0437 |
| High |
1.0511 |
1.0495 |
-0.0016 |
-0.2% |
1.0511 |
| Low |
1.0392 |
1.0405 |
0.0013 |
0.1% |
1.0392 |
| Close |
1.0424 |
1.0482 |
0.0058 |
0.6% |
1.0424 |
| Range |
0.0119 |
0.0090 |
-0.0029 |
-24.4% |
0.0119 |
| ATR |
0.0069 |
0.0071 |
0.0001 |
2.1% |
0.0000 |
| Volume |
2,538 |
3,856 |
1,318 |
51.9% |
4,341 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0731 |
1.0696 |
1.0532 |
|
| R3 |
1.0641 |
1.0606 |
1.0507 |
|
| R2 |
1.0551 |
1.0551 |
1.0499 |
|
| R1 |
1.0516 |
1.0516 |
1.0490 |
1.0534 |
| PP |
1.0461 |
1.0461 |
1.0461 |
1.0469 |
| S1 |
1.0426 |
1.0426 |
1.0474 |
1.0444 |
| S2 |
1.0371 |
1.0371 |
1.0466 |
|
| S3 |
1.0281 |
1.0336 |
1.0457 |
|
| S4 |
1.0191 |
1.0246 |
1.0433 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0799 |
1.0731 |
1.0489 |
|
| R3 |
1.0680 |
1.0612 |
1.0457 |
|
| R2 |
1.0561 |
1.0561 |
1.0446 |
|
| R1 |
1.0493 |
1.0493 |
1.0435 |
1.0468 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0430 |
| S1 |
1.0374 |
1.0374 |
1.0413 |
1.0349 |
| S2 |
1.0323 |
1.0323 |
1.0402 |
|
| S3 |
1.0204 |
1.0255 |
1.0391 |
|
| S4 |
1.0085 |
1.0136 |
1.0359 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0878 |
|
2.618 |
1.0731 |
|
1.618 |
1.0641 |
|
1.000 |
1.0585 |
|
0.618 |
1.0551 |
|
HIGH |
1.0495 |
|
0.618 |
1.0461 |
|
0.500 |
1.0450 |
|
0.382 |
1.0439 |
|
LOW |
1.0405 |
|
0.618 |
1.0349 |
|
1.000 |
1.0315 |
|
1.618 |
1.0259 |
|
2.618 |
1.0169 |
|
4.250 |
1.0023 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0471 |
1.0472 |
| PP |
1.0461 |
1.0462 |
| S1 |
1.0450 |
1.0452 |
|