CME Swiss Franc Future September 2020
| Trading Metrics calculated at close of trading on 05-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0426 |
1.0498 |
0.0072 |
0.7% |
1.0437 |
| High |
1.0510 |
1.0511 |
0.0001 |
0.0% |
1.0511 |
| Low |
1.0423 |
1.0392 |
-0.0031 |
-0.3% |
1.0392 |
| Close |
1.0504 |
1.0424 |
-0.0080 |
-0.8% |
1.0424 |
| Range |
0.0087 |
0.0119 |
0.0032 |
36.8% |
0.0119 |
| ATR |
0.0065 |
0.0069 |
0.0004 |
5.9% |
0.0000 |
| Volume |
1,030 |
2,538 |
1,508 |
146.4% |
4,341 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0799 |
1.0731 |
1.0489 |
|
| R3 |
1.0680 |
1.0612 |
1.0457 |
|
| R2 |
1.0561 |
1.0561 |
1.0446 |
|
| R1 |
1.0493 |
1.0493 |
1.0435 |
1.0468 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0430 |
| S1 |
1.0374 |
1.0374 |
1.0413 |
1.0349 |
| S2 |
1.0323 |
1.0323 |
1.0402 |
|
| S3 |
1.0204 |
1.0255 |
1.0391 |
|
| S4 |
1.0085 |
1.0136 |
1.0359 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0799 |
1.0731 |
1.0489 |
|
| R3 |
1.0680 |
1.0612 |
1.0457 |
|
| R2 |
1.0561 |
1.0561 |
1.0446 |
|
| R1 |
1.0493 |
1.0493 |
1.0435 |
1.0468 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0430 |
| S1 |
1.0374 |
1.0374 |
1.0413 |
1.0349 |
| S2 |
1.0323 |
1.0323 |
1.0402 |
|
| S3 |
1.0204 |
1.0255 |
1.0391 |
|
| S4 |
1.0085 |
1.0136 |
1.0359 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1017 |
|
2.618 |
1.0823 |
|
1.618 |
1.0704 |
|
1.000 |
1.0630 |
|
0.618 |
1.0585 |
|
HIGH |
1.0511 |
|
0.618 |
1.0466 |
|
0.500 |
1.0452 |
|
0.382 |
1.0437 |
|
LOW |
1.0392 |
|
0.618 |
1.0318 |
|
1.000 |
1.0273 |
|
1.618 |
1.0199 |
|
2.618 |
1.0080 |
|
4.250 |
0.9886 |
|
|
| Fisher Pivots for day following 05-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0452 |
1.0452 |
| PP |
1.0442 |
1.0442 |
| S1 |
1.0433 |
1.0433 |
|