CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0574 |
1.0535 |
-0.0039 |
-0.4% |
1.0540 |
| High |
1.0616 |
1.0592 |
-0.0024 |
-0.2% |
1.0643 |
| Low |
1.0521 |
1.0513 |
-0.0008 |
-0.1% |
1.0522 |
| Close |
1.0535 |
1.0580 |
0.0045 |
0.4% |
1.0578 |
| Range |
0.0095 |
0.0079 |
-0.0016 |
-16.8% |
0.0121 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
0.9% |
0.0000 |
| Volume |
21,480 |
25,854 |
4,374 |
20.4% |
84,837 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0799 |
1.0768 |
1.0623 |
|
| R3 |
1.0720 |
1.0689 |
1.0602 |
|
| R2 |
1.0641 |
1.0641 |
1.0594 |
|
| R1 |
1.0610 |
1.0610 |
1.0587 |
1.0626 |
| PP |
1.0562 |
1.0562 |
1.0562 |
1.0569 |
| S1 |
1.0531 |
1.0531 |
1.0573 |
1.0547 |
| S2 |
1.0483 |
1.0483 |
1.0566 |
|
| S3 |
1.0404 |
1.0452 |
1.0558 |
|
| S4 |
1.0325 |
1.0373 |
1.0537 |
|
|
| 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 |
1.0928 |
|
2.618 |
1.0799 |
|
1.618 |
1.0720 |
|
1.000 |
1.0671 |
|
0.618 |
1.0641 |
|
HIGH |
1.0592 |
|
0.618 |
1.0562 |
|
0.500 |
1.0553 |
|
0.382 |
1.0543 |
|
LOW |
1.0513 |
|
0.618 |
1.0464 |
|
1.000 |
1.0434 |
|
1.618 |
1.0385 |
|
2.618 |
1.0306 |
|
4.250 |
1.0177 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0571 |
1.0575 |
| PP |
1.0562 |
1.0570 |
| S1 |
1.0553 |
1.0565 |
|