CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0538 |
1.0569 |
0.0031 |
0.3% |
1.0426 |
| High |
1.0575 |
1.0572 |
-0.0003 |
0.0% |
1.0695 |
| Low |
1.0522 |
1.0523 |
0.0001 |
0.0% |
1.0405 |
| Close |
1.0560 |
1.0541 |
-0.0019 |
-0.2% |
1.0506 |
| Range |
0.0053 |
0.0049 |
-0.0004 |
-7.5% |
0.0290 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
13,929 |
13,371 |
-558 |
-4.0% |
88,776 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0692 |
1.0666 |
1.0568 |
|
| R3 |
1.0643 |
1.0617 |
1.0554 |
|
| R2 |
1.0594 |
1.0594 |
1.0550 |
|
| R1 |
1.0568 |
1.0568 |
1.0545 |
1.0557 |
| PP |
1.0545 |
1.0545 |
1.0545 |
1.0540 |
| S1 |
1.0519 |
1.0519 |
1.0537 |
1.0508 |
| S2 |
1.0496 |
1.0496 |
1.0532 |
|
| S3 |
1.0447 |
1.0470 |
1.0528 |
|
| S4 |
1.0398 |
1.0421 |
1.0514 |
|
|
| 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 |
1.0780 |
|
2.618 |
1.0700 |
|
1.618 |
1.0651 |
|
1.000 |
1.0621 |
|
0.618 |
1.0602 |
|
HIGH |
1.0572 |
|
0.618 |
1.0553 |
|
0.500 |
1.0548 |
|
0.382 |
1.0542 |
|
LOW |
1.0523 |
|
0.618 |
1.0493 |
|
1.000 |
1.0474 |
|
1.618 |
1.0444 |
|
2.618 |
1.0395 |
|
4.250 |
1.0315 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0548 |
1.0560 |
| PP |
1.0545 |
1.0553 |
| S1 |
1.0543 |
1.0547 |
|