CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0473 |
1.0555 |
0.0082 |
0.8% |
1.0437 |
| High |
1.0576 |
1.0641 |
0.0065 |
0.6% |
1.0511 |
| Low |
1.0464 |
1.0540 |
0.0076 |
0.7% |
1.0392 |
| Close |
1.0556 |
1.0626 |
0.0070 |
0.7% |
1.0424 |
| Range |
0.0112 |
0.0101 |
-0.0011 |
-9.8% |
0.0119 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.7% |
0.0000 |
| Volume |
6,443 |
27,757 |
21,314 |
330.8% |
4,341 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0905 |
1.0867 |
1.0682 |
|
| R3 |
1.0804 |
1.0766 |
1.0654 |
|
| R2 |
1.0703 |
1.0703 |
1.0645 |
|
| R1 |
1.0665 |
1.0665 |
1.0635 |
1.0684 |
| PP |
1.0602 |
1.0602 |
1.0602 |
1.0612 |
| S1 |
1.0564 |
1.0564 |
1.0617 |
1.0583 |
| S2 |
1.0501 |
1.0501 |
1.0607 |
|
| S3 |
1.0400 |
1.0463 |
1.0598 |
|
| S4 |
1.0299 |
1.0362 |
1.0570 |
|
|
| 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 |
1.1070 |
|
2.618 |
1.0905 |
|
1.618 |
1.0804 |
|
1.000 |
1.0742 |
|
0.618 |
1.0703 |
|
HIGH |
1.0641 |
|
0.618 |
1.0602 |
|
0.500 |
1.0591 |
|
0.382 |
1.0579 |
|
LOW |
1.0540 |
|
0.618 |
1.0478 |
|
1.000 |
1.0439 |
|
1.618 |
1.0377 |
|
2.618 |
1.0276 |
|
4.250 |
1.0111 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0614 |
1.0592 |
| PP |
1.0602 |
1.0557 |
| S1 |
1.0591 |
1.0523 |
|