CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 29-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0352 |
1.0400 |
0.0048 |
0.5% |
1.0317 |
| High |
1.0415 |
1.0447 |
0.0032 |
0.3% |
1.0447 |
| Low |
1.0322 |
1.0395 |
0.0073 |
0.7% |
1.0305 |
| Close |
1.0412 |
1.0428 |
0.0016 |
0.2% |
1.0428 |
| Range |
0.0093 |
0.0052 |
-0.0041 |
-44.1% |
0.0142 |
| ATR |
|
|
|
|
|
| Volume |
106 |
307 |
201 |
189.6% |
717 |
|
| Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0556 |
1.0457 |
|
| R3 |
1.0527 |
1.0504 |
1.0442 |
|
| R2 |
1.0475 |
1.0475 |
1.0438 |
|
| R1 |
1.0452 |
1.0452 |
1.0433 |
1.0464 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0429 |
| S1 |
1.0400 |
1.0400 |
1.0423 |
1.0412 |
| S2 |
1.0371 |
1.0371 |
1.0418 |
|
| S3 |
1.0319 |
1.0348 |
1.0414 |
|
| S4 |
1.0267 |
1.0296 |
1.0399 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0819 |
1.0766 |
1.0506 |
|
| R3 |
1.0677 |
1.0624 |
1.0467 |
|
| R2 |
1.0535 |
1.0535 |
1.0454 |
|
| R1 |
1.0482 |
1.0482 |
1.0441 |
1.0509 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0407 |
| S1 |
1.0340 |
1.0340 |
1.0415 |
1.0367 |
| S2 |
1.0251 |
1.0251 |
1.0402 |
|
| S3 |
1.0109 |
1.0198 |
1.0389 |
|
| S4 |
0.9967 |
1.0056 |
1.0350 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0668 |
|
2.618 |
1.0583 |
|
1.618 |
1.0531 |
|
1.000 |
1.0499 |
|
0.618 |
1.0479 |
|
HIGH |
1.0447 |
|
0.618 |
1.0427 |
|
0.500 |
1.0421 |
|
0.382 |
1.0415 |
|
LOW |
1.0395 |
|
0.618 |
1.0363 |
|
1.000 |
1.0343 |
|
1.618 |
1.0311 |
|
2.618 |
1.0259 |
|
4.250 |
1.0174 |
|
|
| Fisher Pivots for day following 29-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0426 |
1.0412 |
| PP |
1.0423 |
1.0396 |
| S1 |
1.0421 |
1.0380 |
|