CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0580 |
1.0563 |
-0.0017 |
-0.2% |
1.0540 |
| High |
1.0580 |
1.0587 |
0.0007 |
0.1% |
1.0643 |
| Low |
1.0541 |
1.0551 |
0.0010 |
0.1% |
1.0522 |
| Close |
1.0564 |
1.0578 |
0.0014 |
0.1% |
1.0578 |
| Range |
0.0039 |
0.0036 |
-0.0003 |
-7.7% |
0.0121 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
18,408 |
15,025 |
-3,383 |
-18.4% |
84,837 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0680 |
1.0665 |
1.0598 |
|
| R3 |
1.0644 |
1.0629 |
1.0588 |
|
| R2 |
1.0608 |
1.0608 |
1.0585 |
|
| R1 |
1.0593 |
1.0593 |
1.0581 |
1.0601 |
| PP |
1.0572 |
1.0572 |
1.0572 |
1.0576 |
| S1 |
1.0557 |
1.0557 |
1.0575 |
1.0565 |
| S2 |
1.0536 |
1.0536 |
1.0571 |
|
| S3 |
1.0500 |
1.0521 |
1.0568 |
|
| S4 |
1.0464 |
1.0485 |
1.0558 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0882 |
1.0645 |
|
| R3 |
1.0823 |
1.0761 |
1.0611 |
|
| R2 |
1.0702 |
1.0702 |
1.0600 |
|
| R1 |
1.0640 |
1.0640 |
1.0589 |
1.0671 |
| PP |
1.0581 |
1.0581 |
1.0581 |
1.0597 |
| S1 |
1.0519 |
1.0519 |
1.0567 |
1.0550 |
| S2 |
1.0460 |
1.0460 |
1.0556 |
|
| S3 |
1.0339 |
1.0398 |
1.0545 |
|
| S4 |
1.0218 |
1.0277 |
1.0511 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0740 |
|
2.618 |
1.0681 |
|
1.618 |
1.0645 |
|
1.000 |
1.0623 |
|
0.618 |
1.0609 |
|
HIGH |
1.0587 |
|
0.618 |
1.0573 |
|
0.500 |
1.0569 |
|
0.382 |
1.0565 |
|
LOW |
1.0551 |
|
0.618 |
1.0529 |
|
1.000 |
1.0515 |
|
1.618 |
1.0493 |
|
2.618 |
1.0457 |
|
4.250 |
1.0398 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0575 |
1.0584 |
| PP |
1.0572 |
1.0582 |
| S1 |
1.0569 |
1.0580 |
|