CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0437 |
1.0441 |
0.0004 |
0.0% |
1.0317 |
| High |
1.0470 |
1.0476 |
0.0006 |
0.1% |
1.0447 |
| Low |
1.0422 |
1.0408 |
-0.0014 |
-0.1% |
1.0305 |
| Close |
1.0430 |
1.0424 |
-0.0006 |
-0.1% |
1.0428 |
| Range |
0.0048 |
0.0068 |
0.0020 |
41.7% |
0.0142 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
139 |
471 |
332 |
238.8% |
717 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0640 |
1.0600 |
1.0461 |
|
| R3 |
1.0572 |
1.0532 |
1.0443 |
|
| R2 |
1.0504 |
1.0504 |
1.0436 |
|
| R1 |
1.0464 |
1.0464 |
1.0430 |
1.0450 |
| PP |
1.0436 |
1.0436 |
1.0436 |
1.0429 |
| S1 |
1.0396 |
1.0396 |
1.0418 |
1.0382 |
| S2 |
1.0368 |
1.0368 |
1.0412 |
|
| S3 |
1.0300 |
1.0328 |
1.0405 |
|
| S4 |
1.0232 |
1.0260 |
1.0387 |
|
|
| 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 |
1.0765 |
|
2.618 |
1.0654 |
|
1.618 |
1.0586 |
|
1.000 |
1.0544 |
|
0.618 |
1.0518 |
|
HIGH |
1.0476 |
|
0.618 |
1.0450 |
|
0.500 |
1.0442 |
|
0.382 |
1.0434 |
|
LOW |
1.0408 |
|
0.618 |
1.0366 |
|
1.000 |
1.0340 |
|
1.618 |
1.0298 |
|
2.618 |
1.0230 |
|
4.250 |
1.0119 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0442 |
1.0436 |
| PP |
1.0436 |
1.0432 |
| S1 |
1.0430 |
1.0428 |
|