CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 01-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0437 |
0.0037 |
0.4% |
1.0317 |
| High |
1.0447 |
1.0470 |
0.0023 |
0.2% |
1.0447 |
| Low |
1.0395 |
1.0422 |
0.0027 |
0.3% |
1.0305 |
| Close |
1.0428 |
1.0430 |
0.0002 |
0.0% |
1.0428 |
| Range |
0.0052 |
0.0048 |
-0.0004 |
-7.7% |
0.0142 |
| ATR |
0.0000 |
0.0065 |
0.0065 |
|
0.0000 |
| Volume |
307 |
139 |
-168 |
-54.7% |
717 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0585 |
1.0555 |
1.0456 |
|
| R3 |
1.0537 |
1.0507 |
1.0443 |
|
| R2 |
1.0489 |
1.0489 |
1.0439 |
|
| R1 |
1.0459 |
1.0459 |
1.0434 |
1.0450 |
| PP |
1.0441 |
1.0441 |
1.0441 |
1.0436 |
| S1 |
1.0411 |
1.0411 |
1.0426 |
1.0402 |
| S2 |
1.0393 |
1.0393 |
1.0421 |
|
| S3 |
1.0345 |
1.0363 |
1.0417 |
|
| S4 |
1.0297 |
1.0315 |
1.0404 |
|
|
| 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 |
1.0674 |
|
2.618 |
1.0596 |
|
1.618 |
1.0548 |
|
1.000 |
1.0518 |
|
0.618 |
1.0500 |
|
HIGH |
1.0470 |
|
0.618 |
1.0452 |
|
0.500 |
1.0446 |
|
0.382 |
1.0440 |
|
LOW |
1.0422 |
|
0.618 |
1.0392 |
|
1.000 |
1.0374 |
|
1.618 |
1.0344 |
|
2.618 |
1.0296 |
|
4.250 |
1.0218 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0446 |
1.0419 |
| PP |
1.0441 |
1.0407 |
| S1 |
1.0435 |
1.0396 |
|