CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0628 |
1.0617 |
-0.0011 |
-0.1% |
1.0426 |
| High |
1.0695 |
1.0627 |
-0.0068 |
-0.6% |
1.0695 |
| Low |
1.0600 |
1.0497 |
-0.0103 |
-1.0% |
1.0405 |
| Close |
1.0631 |
1.0506 |
-0.0125 |
-1.2% |
1.0506 |
| Range |
0.0095 |
0.0130 |
0.0035 |
36.8% |
0.0290 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
5.3% |
0.0000 |
| Volume |
20,645 |
30,075 |
9,430 |
45.7% |
88,776 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0933 |
1.0850 |
1.0578 |
|
| R3 |
1.0803 |
1.0720 |
1.0542 |
|
| R2 |
1.0673 |
1.0673 |
1.0530 |
|
| R1 |
1.0590 |
1.0590 |
1.0518 |
1.0567 |
| PP |
1.0543 |
1.0543 |
1.0543 |
1.0532 |
| S1 |
1.0460 |
1.0460 |
1.0494 |
1.0437 |
| S2 |
1.0413 |
1.0413 |
1.0482 |
|
| S3 |
1.0283 |
1.0330 |
1.0470 |
|
| S4 |
1.0153 |
1.0200 |
1.0435 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1246 |
1.0666 |
|
| R3 |
1.1115 |
1.0956 |
1.0586 |
|
| R2 |
1.0825 |
1.0825 |
1.0559 |
|
| R1 |
1.0666 |
1.0666 |
1.0533 |
1.0746 |
| PP |
1.0535 |
1.0535 |
1.0535 |
1.0575 |
| S1 |
1.0376 |
1.0376 |
1.0479 |
1.0456 |
| S2 |
1.0245 |
1.0245 |
1.0453 |
|
| S3 |
0.9955 |
1.0086 |
1.0426 |
|
| S4 |
0.9665 |
0.9796 |
1.0347 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1180 |
|
2.618 |
1.0967 |
|
1.618 |
1.0837 |
|
1.000 |
1.0757 |
|
0.618 |
1.0707 |
|
HIGH |
1.0627 |
|
0.618 |
1.0577 |
|
0.500 |
1.0562 |
|
0.382 |
1.0547 |
|
LOW |
1.0497 |
|
0.618 |
1.0417 |
|
1.000 |
1.0367 |
|
1.618 |
1.0287 |
|
2.618 |
1.0157 |
|
4.250 |
0.9945 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0562 |
1.0596 |
| PP |
1.0543 |
1.0566 |
| S1 |
1.0525 |
1.0536 |
|