CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0515 |
-0.0102 |
-1.0% |
1.0426 |
| High |
1.0627 |
1.0578 |
-0.0049 |
-0.5% |
1.0695 |
| Low |
1.0497 |
1.0503 |
0.0006 |
0.1% |
1.0405 |
| Close |
1.0506 |
1.0575 |
0.0069 |
0.7% |
1.0506 |
| Range |
0.0130 |
0.0075 |
-0.0055 |
-42.3% |
0.0290 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
30,075 |
24,358 |
-5,717 |
-19.0% |
88,776 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0751 |
1.0616 |
|
| R3 |
1.0702 |
1.0676 |
1.0596 |
|
| R2 |
1.0627 |
1.0627 |
1.0589 |
|
| R1 |
1.0601 |
1.0601 |
1.0582 |
1.0614 |
| PP |
1.0552 |
1.0552 |
1.0552 |
1.0559 |
| S1 |
1.0526 |
1.0526 |
1.0568 |
1.0539 |
| S2 |
1.0477 |
1.0477 |
1.0561 |
|
| S3 |
1.0402 |
1.0451 |
1.0554 |
|
| S4 |
1.0327 |
1.0376 |
1.0534 |
|
|
| 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 |
1.0897 |
|
2.618 |
1.0774 |
|
1.618 |
1.0699 |
|
1.000 |
1.0653 |
|
0.618 |
1.0624 |
|
HIGH |
1.0578 |
|
0.618 |
1.0549 |
|
0.500 |
1.0541 |
|
0.382 |
1.0532 |
|
LOW |
1.0503 |
|
0.618 |
1.0457 |
|
1.000 |
1.0428 |
|
1.618 |
1.0382 |
|
2.618 |
1.0307 |
|
4.250 |
1.0184 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0564 |
1.0596 |
| PP |
1.0552 |
1.0589 |
| S1 |
1.0541 |
1.0582 |
|