CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0536 |
1.0540 |
0.0004 |
0.0% |
1.0515 |
| High |
1.0566 |
1.0592 |
0.0026 |
0.2% |
1.0597 |
| Low |
1.0519 |
1.0522 |
0.0003 |
0.0% |
1.0503 |
| Close |
1.0533 |
1.0580 |
0.0047 |
0.4% |
1.0533 |
| Range |
0.0047 |
0.0070 |
0.0023 |
48.9% |
0.0094 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
15,435 |
14,702 |
-733 |
-4.7% |
86,536 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0775 |
1.0747 |
1.0619 |
|
| R3 |
1.0705 |
1.0677 |
1.0599 |
|
| R2 |
1.0635 |
1.0635 |
1.0593 |
|
| R1 |
1.0607 |
1.0607 |
1.0586 |
1.0621 |
| PP |
1.0565 |
1.0565 |
1.0565 |
1.0572 |
| S1 |
1.0537 |
1.0537 |
1.0574 |
1.0551 |
| S2 |
1.0495 |
1.0495 |
1.0567 |
|
| S3 |
1.0425 |
1.0467 |
1.0561 |
|
| S4 |
1.0355 |
1.0397 |
1.0542 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0826 |
1.0774 |
1.0585 |
|
| R3 |
1.0732 |
1.0680 |
1.0559 |
|
| R2 |
1.0638 |
1.0638 |
1.0550 |
|
| R1 |
1.0586 |
1.0586 |
1.0542 |
1.0612 |
| PP |
1.0544 |
1.0544 |
1.0544 |
1.0558 |
| S1 |
1.0492 |
1.0492 |
1.0524 |
1.0518 |
| S2 |
1.0450 |
1.0450 |
1.0516 |
|
| S3 |
1.0356 |
1.0398 |
1.0507 |
|
| S4 |
1.0262 |
1.0304 |
1.0481 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0890 |
|
2.618 |
1.0775 |
|
1.618 |
1.0705 |
|
1.000 |
1.0662 |
|
0.618 |
1.0635 |
|
HIGH |
1.0592 |
|
0.618 |
1.0565 |
|
0.500 |
1.0557 |
|
0.382 |
1.0549 |
|
LOW |
1.0522 |
|
0.618 |
1.0479 |
|
1.000 |
1.0452 |
|
1.618 |
1.0409 |
|
2.618 |
1.0339 |
|
4.250 |
1.0225 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0572 |
1.0572 |
| PP |
1.0565 |
1.0564 |
| S1 |
1.0557 |
1.0556 |
|