CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0609 |
1.0645 |
0.0036 |
0.3% |
1.0605 |
| High |
1.0615 |
1.0665 |
0.0050 |
0.5% |
1.0623 |
| Low |
1.0553 |
1.0590 |
0.0037 |
0.4% |
1.0553 |
| Close |
1.0609 |
1.0645 |
0.0036 |
0.3% |
1.0562 |
| Range |
0.0062 |
0.0075 |
0.0013 |
21.0% |
0.0070 |
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0858 |
1.0827 |
1.0686 |
|
| R3 |
1.0783 |
1.0752 |
1.0666 |
|
| R2 |
1.0708 |
1.0708 |
1.0659 |
|
| R1 |
1.0677 |
1.0677 |
1.0652 |
1.0683 |
| PP |
1.0633 |
1.0633 |
1.0633 |
1.0636 |
| S1 |
1.0602 |
1.0602 |
1.0638 |
1.0608 |
| S2 |
1.0558 |
1.0558 |
1.0631 |
|
| S3 |
1.0483 |
1.0527 |
1.0624 |
|
| S4 |
1.0408 |
1.0452 |
1.0604 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0746 |
1.0601 |
|
| R3 |
1.0719 |
1.0676 |
1.0581 |
|
| R2 |
1.0649 |
1.0649 |
1.0575 |
|
| R1 |
1.0606 |
1.0606 |
1.0568 |
1.0593 |
| PP |
1.0579 |
1.0579 |
1.0579 |
1.0573 |
| S1 |
1.0536 |
1.0536 |
1.0556 |
1.0523 |
| S2 |
1.0509 |
1.0509 |
1.0549 |
|
| S3 |
1.0439 |
1.0466 |
1.0543 |
|
| S4 |
1.0369 |
1.0396 |
1.0524 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0861 |
|
1.618 |
1.0786 |
|
1.000 |
1.0740 |
|
0.618 |
1.0711 |
|
HIGH |
1.0665 |
|
0.618 |
1.0636 |
|
0.500 |
1.0628 |
|
0.382 |
1.0619 |
|
LOW |
1.0590 |
|
0.618 |
1.0544 |
|
1.000 |
1.0515 |
|
1.618 |
1.0469 |
|
2.618 |
1.0394 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0639 |
1.0633 |
| PP |
1.0633 |
1.0621 |
| S1 |
1.0628 |
1.0609 |
|