CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 16-Jul-2020
Day Change Summary
Previous Current
15-Jul-2020 16-Jul-2020 Change Change % Previous Week
Open 1.0662 1.0605 -0.0057 -0.5% 1.0604
High 1.0691 1.0622 -0.0069 -0.6% 1.0701
Low 1.0591 1.0579 -0.0012 -0.1% 1.0581
Close 1.0595 1.0600 0.0005 0.0% 1.0641
Range 0.0100 0.0043 -0.0057 -57.0% 0.0120
ATR 0.0067 0.0065 -0.0002 -2.6% 0.0000
Volume 23,544 20,283 -3,261 -13.9% 114,921
Daily Pivots for day following 16-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0729 1.0708 1.0624
R3 1.0686 1.0665 1.0612
R2 1.0643 1.0643 1.0608
R1 1.0622 1.0622 1.0604 1.0611
PP 1.0600 1.0600 1.0600 1.0595
S1 1.0579 1.0579 1.0596 1.0568
S2 1.0557 1.0557 1.0592
S3 1.0514 1.0536 1.0588
S4 1.0471 1.0493 1.0576
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 1.0691 1.0579 0.0112 1.1% 0.0059 0.6% 19% False True 21,333
10 1.0701 1.0579 0.0122 1.2% 0.0062 0.6% 17% False True 21,689
20 1.0701 1.0513 0.0188 1.8% 0.0061 0.6% 46% False False 19,920
40 1.0701 1.0305 0.0396 3.7% 0.0071 0.7% 74% False False 13,755
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0805
2.618 1.0735
1.618 1.0692
1.000 1.0665
0.618 1.0649
HIGH 1.0622
0.618 1.0606
0.500 1.0601
0.382 1.0595
LOW 1.0579
0.618 1.0552
1.000 1.0536
1.618 1.0509
2.618 1.0466
4.250 1.0396
Fisher Pivots for day following 16-Jul-2020
Pivot 1 day 3 day
R1 1.0601 1.0635
PP 1.0600 1.0623
S1 1.0600 1.0612

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

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