CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 04-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0430 |
1.0426 |
-0.0004 |
0.0% |
1.0317 |
| High |
1.0441 |
1.0510 |
0.0069 |
0.7% |
1.0447 |
| Low |
1.0397 |
1.0423 |
0.0026 |
0.3% |
1.0305 |
| Close |
1.0426 |
1.0504 |
0.0078 |
0.7% |
1.0428 |
| Range |
0.0044 |
0.0087 |
0.0043 |
97.7% |
0.0142 |
| ATR |
0.0064 |
0.0065 |
0.0002 |
2.6% |
0.0000 |
| Volume |
163 |
1,030 |
867 |
531.9% |
717 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0740 |
1.0709 |
1.0552 |
|
| R3 |
1.0653 |
1.0622 |
1.0528 |
|
| R2 |
1.0566 |
1.0566 |
1.0520 |
|
| R1 |
1.0535 |
1.0535 |
1.0512 |
1.0551 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0487 |
| S1 |
1.0448 |
1.0448 |
1.0496 |
1.0464 |
| S2 |
1.0392 |
1.0392 |
1.0488 |
|
| S3 |
1.0305 |
1.0361 |
1.0480 |
|
| S4 |
1.0218 |
1.0274 |
1.0456 |
|
|
| 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 |
1.0880 |
|
2.618 |
1.0738 |
|
1.618 |
1.0651 |
|
1.000 |
1.0597 |
|
0.618 |
1.0564 |
|
HIGH |
1.0510 |
|
0.618 |
1.0477 |
|
0.500 |
1.0467 |
|
0.382 |
1.0456 |
|
LOW |
1.0423 |
|
0.618 |
1.0369 |
|
1.000 |
1.0336 |
|
1.618 |
1.0282 |
|
2.618 |
1.0195 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0492 |
1.0487 |
| PP |
1.0479 |
1.0470 |
| S1 |
1.0467 |
1.0454 |
|