CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 09-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0426 |
1.0473 |
0.0047 |
0.5% |
1.0437 |
| High |
1.0495 |
1.0576 |
0.0081 |
0.8% |
1.0511 |
| Low |
1.0405 |
1.0464 |
0.0059 |
0.6% |
1.0392 |
| Close |
1.0482 |
1.0556 |
0.0074 |
0.7% |
1.0424 |
| Range |
0.0090 |
0.0112 |
0.0022 |
24.4% |
0.0119 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
4.2% |
0.0000 |
| Volume |
3,856 |
6,443 |
2,587 |
67.1% |
4,341 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0868 |
1.0824 |
1.0618 |
|
| R3 |
1.0756 |
1.0712 |
1.0587 |
|
| R2 |
1.0644 |
1.0644 |
1.0577 |
|
| R1 |
1.0600 |
1.0600 |
1.0566 |
1.0622 |
| PP |
1.0532 |
1.0532 |
1.0532 |
1.0543 |
| S1 |
1.0488 |
1.0488 |
1.0546 |
1.0510 |
| S2 |
1.0420 |
1.0420 |
1.0535 |
|
| S3 |
1.0308 |
1.0376 |
1.0525 |
|
| S4 |
1.0196 |
1.0264 |
1.0494 |
|
|
| 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 |
1.1052 |
|
2.618 |
1.0869 |
|
1.618 |
1.0757 |
|
1.000 |
1.0688 |
|
0.618 |
1.0645 |
|
HIGH |
1.0576 |
|
0.618 |
1.0533 |
|
0.500 |
1.0520 |
|
0.382 |
1.0507 |
|
LOW |
1.0464 |
|
0.618 |
1.0395 |
|
1.000 |
1.0352 |
|
1.618 |
1.0283 |
|
2.618 |
1.0171 |
|
4.250 |
0.9988 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0544 |
1.0532 |
| PP |
1.0532 |
1.0508 |
| S1 |
1.0520 |
1.0484 |
|