CME Swiss Franc Future September 2020

Trading Metrics calculated at close of trading on 13-Jul-2020

Day Change Summary
	Previous	Current
	10-Jul-2020	13-Jul-2020	Change	Change %	Previous Week
Open	1.0655	1.0653	-0.0002	0.0%	1.0604
High	1.0675	1.0666	-0.0009	-0.1%	1.0701
Low	1.0622	1.0616	-0.0006	-0.1%	1.0581
Close	1.0641	1.0641	0.0000	0.0%	1.0641
Range	0.0053	0.0050	-0.0003	-5.7%	0.0120
ATR	0.0067	0.0066	-0.0001	-1.8%	0.0000
Volume	21,895	20,526	-1,369	-6.3%	114,921

Daily Pivots for day following 13-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0791	1.0766	1.0669
R3	1.0741	1.0716	1.0655
R2	1.0691	1.0691	1.0650
R1	1.0666	1.0666	1.0646	1.0654
PP	1.0641	1.0641	1.0641	1.0635
S1	1.0616	1.0616	1.0636	1.0604
S2	1.0591	1.0591	1.0632
S3	1.0541	1.0566	1.0627
S4	1.0491	1.0516	1.0614

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1001	1.0941	1.0707
R3	1.0881	1.0821	1.0674
R2	1.0761	1.0761	1.0663
R1	1.0701	1.0701	1.0652	1.0731
PP	1.0641	1.0641	1.0641	1.0656
S1	1.0581	1.0581	1.0630	1.0611
S2	1.0521	1.0521	1.0619
S3	1.0401	1.0461	1.0608
S4	1.0281	1.0341	1.0575

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0701	1.0599	0.0102	1.0%	0.0056	0.5%	41%	False	False	20,963
10	1.0701	1.0513	0.0188	1.8%	0.0065	0.6%	68%	False	False	22,051
20	1.0701	1.0503	0.0198	1.9%	0.0062	0.6%	70%	False	False	19,594
40	1.0701	1.0284	0.0417	3.9%	0.0070	0.7%	86%	False	False	12,151

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0879
2.618	1.0797
1.618	1.0747
1.000	1.0716
0.618	1.0697
HIGH	1.0666
0.618	1.0647
0.500	1.0641
0.382	1.0635
LOW	1.0616
0.618	1.0585
1.000	1.0566
1.618	1.0535
2.618	1.0485
4.250	1.0404

Fisher Pivots for day following 13-Jul-2020
Pivot	1 day	3 day
R1	1.0641	1.0659
PP	1.0641	1.0653
S1	1.0641	1.0647

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols