CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0317 |
1.0390 |
0.0073 |
0.7% |
1.0328 |
| High |
1.0398 |
1.0392 |
-0.0006 |
-0.1% |
1.0408 |
| Low |
1.0305 |
1.0313 |
0.0008 |
0.1% |
1.0284 |
| Close |
1.0395 |
1.0354 |
-0.0041 |
-0.4% |
1.0315 |
| Range |
0.0093 |
0.0079 |
-0.0014 |
-15.1% |
0.0124 |
| ATR |
|
|
|
|
|
| Volume |
120 |
184 |
64 |
53.3% |
293 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0551 |
1.0397 |
|
| R3 |
1.0511 |
1.0472 |
1.0376 |
|
| R2 |
1.0432 |
1.0432 |
1.0368 |
|
| R1 |
1.0393 |
1.0393 |
1.0361 |
1.0373 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0343 |
| S1 |
1.0314 |
1.0314 |
1.0347 |
1.0294 |
| S2 |
1.0274 |
1.0274 |
1.0340 |
|
| S3 |
1.0195 |
1.0235 |
1.0332 |
|
| S4 |
1.0116 |
1.0156 |
1.0311 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0708 |
1.0635 |
1.0383 |
|
| R3 |
1.0584 |
1.0511 |
1.0349 |
|
| R2 |
1.0460 |
1.0460 |
1.0338 |
|
| R1 |
1.0387 |
1.0387 |
1.0326 |
1.0362 |
| PP |
1.0336 |
1.0336 |
1.0336 |
1.0323 |
| S1 |
1.0263 |
1.0263 |
1.0304 |
1.0238 |
| S2 |
1.0212 |
1.0212 |
1.0292 |
|
| S3 |
1.0088 |
1.0139 |
1.0281 |
|
| S4 |
0.9964 |
1.0015 |
1.0247 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0728 |
|
2.618 |
1.0599 |
|
1.618 |
1.0520 |
|
1.000 |
1.0471 |
|
0.618 |
1.0441 |
|
HIGH |
1.0392 |
|
0.618 |
1.0362 |
|
0.500 |
1.0353 |
|
0.382 |
1.0343 |
|
LOW |
1.0313 |
|
0.618 |
1.0264 |
|
1.000 |
1.0234 |
|
1.618 |
1.0185 |
|
2.618 |
1.0106 |
|
4.250 |
0.9977 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0354 |
1.0353 |
| PP |
1.0353 |
1.0352 |
| S1 |
1.0353 |
1.0352 |
|