CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0555 |
1.0628 |
0.0073 |
0.7% |
1.0437 |
| High |
1.0641 |
1.0695 |
0.0054 |
0.5% |
1.0511 |
| Low |
1.0540 |
1.0600 |
0.0060 |
0.6% |
1.0392 |
| Close |
1.0626 |
1.0631 |
0.0005 |
0.0% |
1.0424 |
| Range |
0.0101 |
0.0095 |
-0.0006 |
-5.9% |
0.0119 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.8% |
0.0000 |
| Volume |
27,757 |
20,645 |
-7,112 |
-25.6% |
4,341 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0874 |
1.0683 |
|
| R3 |
1.0832 |
1.0779 |
1.0657 |
|
| R2 |
1.0737 |
1.0737 |
1.0648 |
|
| R1 |
1.0684 |
1.0684 |
1.0640 |
1.0711 |
| PP |
1.0642 |
1.0642 |
1.0642 |
1.0655 |
| S1 |
1.0589 |
1.0589 |
1.0622 |
1.0616 |
| S2 |
1.0547 |
1.0547 |
1.0614 |
|
| S3 |
1.0452 |
1.0494 |
1.0605 |
|
| S4 |
1.0357 |
1.0399 |
1.0579 |
|
|
| 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 |
1.1099 |
|
2.618 |
1.0944 |
|
1.618 |
1.0849 |
|
1.000 |
1.0790 |
|
0.618 |
1.0754 |
|
HIGH |
1.0695 |
|
0.618 |
1.0659 |
|
0.500 |
1.0648 |
|
0.382 |
1.0636 |
|
LOW |
1.0600 |
|
0.618 |
1.0541 |
|
1.000 |
1.0505 |
|
1.618 |
1.0446 |
|
2.618 |
1.0351 |
|
4.250 |
1.0196 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0648 |
1.0614 |
| PP |
1.0642 |
1.0597 |
| S1 |
1.0637 |
1.0580 |
|