CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0609 |
1.0580 |
-0.0029 |
-0.3% |
1.0515 |
| High |
1.0626 |
1.0580 |
-0.0046 |
-0.4% |
1.0597 |
| Low |
1.0566 |
1.0541 |
-0.0025 |
-0.2% |
1.0503 |
| Close |
1.0575 |
1.0564 |
-0.0011 |
-0.1% |
1.0533 |
| Range |
0.0060 |
0.0039 |
-0.0021 |
-35.0% |
0.0094 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
16,129 |
18,408 |
2,279 |
14.1% |
86,536 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0660 |
1.0585 |
|
| R3 |
1.0640 |
1.0621 |
1.0575 |
|
| R2 |
1.0601 |
1.0601 |
1.0571 |
|
| R1 |
1.0582 |
1.0582 |
1.0568 |
1.0572 |
| PP |
1.0562 |
1.0562 |
1.0562 |
1.0557 |
| S1 |
1.0543 |
1.0543 |
1.0560 |
1.0533 |
| S2 |
1.0523 |
1.0523 |
1.0557 |
|
| S3 |
1.0484 |
1.0504 |
1.0553 |
|
| S4 |
1.0445 |
1.0465 |
1.0543 |
|
|
| 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 |
1.0746 |
|
2.618 |
1.0682 |
|
1.618 |
1.0643 |
|
1.000 |
1.0619 |
|
0.618 |
1.0604 |
|
HIGH |
1.0580 |
|
0.618 |
1.0565 |
|
0.500 |
1.0561 |
|
0.382 |
1.0556 |
|
LOW |
1.0541 |
|
0.618 |
1.0517 |
|
1.000 |
1.0502 |
|
1.618 |
1.0478 |
|
2.618 |
1.0439 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0563 |
1.0592 |
| PP |
1.0562 |
1.0583 |
| S1 |
1.0561 |
1.0573 |
|