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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0476 1.0313 0.0163 1.6% 0.0068 0.7% 68% True False 241
10 1.0476 1.0305 0.0171 1.6% 0.0065 0.6% 70% True False 159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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