CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0535 |
1.0580 |
0.0045 |
0.4% |
1.0540 |
| High |
1.0592 |
1.0611 |
0.0019 |
0.2% |
1.0643 |
| Low |
1.0513 |
1.0556 |
0.0043 |
0.4% |
1.0522 |
| Close |
1.0580 |
1.0590 |
0.0010 |
0.1% |
1.0578 |
| Range |
0.0079 |
0.0055 |
-0.0024 |
-30.4% |
0.0121 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
25,854 |
20,537 |
-5,317 |
-20.6% |
84,837 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0725 |
1.0620 |
|
| R3 |
1.0696 |
1.0670 |
1.0605 |
|
| R2 |
1.0641 |
1.0641 |
1.0600 |
|
| R1 |
1.0615 |
1.0615 |
1.0595 |
1.0628 |
| PP |
1.0586 |
1.0586 |
1.0586 |
1.0592 |
| S1 |
1.0560 |
1.0560 |
1.0585 |
1.0573 |
| S2 |
1.0531 |
1.0531 |
1.0580 |
|
| S3 |
1.0476 |
1.0505 |
1.0575 |
|
| S4 |
1.0421 |
1.0450 |
1.0560 |
|
|
| 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 |
1.0845 |
|
2.618 |
1.0755 |
|
1.618 |
1.0700 |
|
1.000 |
1.0666 |
|
0.618 |
1.0645 |
|
HIGH |
1.0611 |
|
0.618 |
1.0590 |
|
0.500 |
1.0584 |
|
0.382 |
1.0577 |
|
LOW |
1.0556 |
|
0.618 |
1.0522 |
|
1.000 |
1.0501 |
|
1.618 |
1.0467 |
|
2.618 |
1.0412 |
|
4.250 |
1.0322 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0588 |
1.0582 |
| PP |
1.0586 |
1.0573 |
| S1 |
1.0584 |
1.0565 |
|