CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0441 |
1.0430 |
-0.0011 |
-0.1% |
1.0317 |
| High |
1.0476 |
1.0441 |
-0.0035 |
-0.3% |
1.0447 |
| Low |
1.0408 |
1.0397 |
-0.0011 |
-0.1% |
1.0305 |
| Close |
1.0424 |
1.0426 |
0.0002 |
0.0% |
1.0428 |
| Range |
0.0068 |
0.0044 |
-0.0024 |
-35.3% |
0.0142 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
471 |
163 |
-308 |
-65.4% |
717 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0553 |
1.0534 |
1.0450 |
|
| R3 |
1.0509 |
1.0490 |
1.0438 |
|
| R2 |
1.0465 |
1.0465 |
1.0434 |
|
| R1 |
1.0446 |
1.0446 |
1.0430 |
1.0434 |
| PP |
1.0421 |
1.0421 |
1.0421 |
1.0415 |
| S1 |
1.0402 |
1.0402 |
1.0422 |
1.0390 |
| S2 |
1.0377 |
1.0377 |
1.0418 |
|
| S3 |
1.0333 |
1.0358 |
1.0414 |
|
| S4 |
1.0289 |
1.0314 |
1.0402 |
|
|
| 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 |
1.0628 |
|
2.618 |
1.0556 |
|
1.618 |
1.0512 |
|
1.000 |
1.0485 |
|
0.618 |
1.0468 |
|
HIGH |
1.0441 |
|
0.618 |
1.0424 |
|
0.500 |
1.0419 |
|
0.382 |
1.0414 |
|
LOW |
1.0397 |
|
0.618 |
1.0370 |
|
1.000 |
1.0353 |
|
1.618 |
1.0326 |
|
2.618 |
1.0282 |
|
4.250 |
1.0210 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0424 |
1.0437 |
| PP |
1.0421 |
1.0433 |
| S1 |
1.0419 |
1.0430 |
|