CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 28-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0352 |
-0.0038 |
-0.4% |
1.0328 |
| High |
1.0392 |
1.0415 |
0.0023 |
0.2% |
1.0408 |
| Low |
1.0313 |
1.0322 |
0.0009 |
0.1% |
1.0284 |
| Close |
1.0354 |
1.0412 |
0.0058 |
0.6% |
1.0315 |
| Range |
0.0079 |
0.0093 |
0.0014 |
17.7% |
0.0124 |
| ATR |
|
|
|
|
|
| Volume |
184 |
106 |
-78 |
-42.4% |
293 |
|
| Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0662 |
1.0630 |
1.0463 |
|
| R3 |
1.0569 |
1.0537 |
1.0438 |
|
| R2 |
1.0476 |
1.0476 |
1.0429 |
|
| R1 |
1.0444 |
1.0444 |
1.0421 |
1.0460 |
| PP |
1.0383 |
1.0383 |
1.0383 |
1.0391 |
| S1 |
1.0351 |
1.0351 |
1.0403 |
1.0367 |
| S2 |
1.0290 |
1.0290 |
1.0395 |
|
| S3 |
1.0197 |
1.0258 |
1.0386 |
|
| S4 |
1.0104 |
1.0165 |
1.0361 |
|
|
| 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 |
1.0810 |
|
2.618 |
1.0658 |
|
1.618 |
1.0565 |
|
1.000 |
1.0508 |
|
0.618 |
1.0472 |
|
HIGH |
1.0415 |
|
0.618 |
1.0379 |
|
0.500 |
1.0369 |
|
0.382 |
1.0358 |
|
LOW |
1.0322 |
|
0.618 |
1.0265 |
|
1.000 |
1.0229 |
|
1.618 |
1.0172 |
|
2.618 |
1.0079 |
|
4.250 |
0.9927 |
|
|
| Fisher Pivots for day following 28-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0398 |
1.0395 |
| PP |
1.0383 |
1.0377 |
| S1 |
1.0369 |
1.0360 |
|