CME Swiss Franc Future December 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0645 |
1.0607 |
-0.0038 |
-0.4% |
1.0605 |
| High |
1.0665 |
1.0654 |
-0.0011 |
-0.1% |
1.0623 |
| Low |
1.0590 |
1.0598 |
0.0008 |
0.1% |
1.0553 |
| Close |
1.0645 |
1.0604 |
-0.0041 |
-0.4% |
1.0562 |
| Range |
0.0075 |
0.0056 |
-0.0019 |
-25.3% |
0.0070 |
| ATR |
|
|
|
|
|
| Volume |
0 |
2 |
2 |
|
11 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0787 |
1.0751 |
1.0635 |
|
| R3 |
1.0731 |
1.0695 |
1.0619 |
|
| R2 |
1.0675 |
1.0675 |
1.0614 |
|
| R1 |
1.0639 |
1.0639 |
1.0609 |
1.0629 |
| PP |
1.0619 |
1.0619 |
1.0619 |
1.0614 |
| S1 |
1.0583 |
1.0583 |
1.0599 |
1.0573 |
| S2 |
1.0563 |
1.0563 |
1.0594 |
|
| S3 |
1.0507 |
1.0527 |
1.0589 |
|
| S4 |
1.0451 |
1.0471 |
1.0573 |
|
|
| 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 |
1.0892 |
|
2.618 |
1.0801 |
|
1.618 |
1.0745 |
|
1.000 |
1.0710 |
|
0.618 |
1.0689 |
|
HIGH |
1.0654 |
|
0.618 |
1.0633 |
|
0.500 |
1.0626 |
|
0.382 |
1.0619 |
|
LOW |
1.0598 |
|
0.618 |
1.0563 |
|
1.000 |
1.0542 |
|
1.618 |
1.0507 |
|
2.618 |
1.0451 |
|
4.250 |
1.0360 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0626 |
1.0609 |
| PP |
1.0619 |
1.0607 |
| S1 |
1.0611 |
1.0606 |
|