CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 24-Jun-2020
Day Change Summary
Previous Current
23-Jun-2020 24-Jun-2020 Change Change % Previous Week
Open 1.0645 1.0607 -0.0038 -0.4% 1.0605
High 1.0665 1.0654 -0.0011 -0.1% 1.0623
Low 1.0590 1.0598 0.0008 0.1% 1.0553
Close 1.0645 1.0604 -0.0041 -0.4% 1.0562
Range 0.0075 0.0056 -0.0019 -25.3% 0.0070
ATR
Volume 0 2 2 11
Daily Pivots for day following 24-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0787 1.0751 1.0635
R3 1.0731 1.0695 1.0619
R2 1.0675 1.0675 1.0614
R1 1.0639 1.0639 1.0609 1.0629
PP 1.0619 1.0619 1.0619 1.0614
S1 1.0583 1.0583 1.0599 1.0573
S2 1.0563 1.0563 1.0594
S3 1.0507 1.0527 1.0589
S4 1.0451 1.0471 1.0573
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0789 1.0746 1.0601
R3 1.0719 1.0676 1.0581
R2 1.0649 1.0649 1.0575
R1 1.0606 1.0606 1.0568 1.0593
PP 1.0579 1.0579 1.0579 1.0573
S1 1.0536 1.0536 1.0556 1.0523
S2 1.0509 1.0509 1.0549
S3 1.0439 1.0466 1.0543
S4 1.0369 1.0396 1.0524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0665 1.0553 0.0112 1.1% 0.0054 0.5% 46% False False 1
10 1.0705 1.0535 0.0170 1.6% 0.0053 0.5% 41% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0892
2.618 1.0801
1.618 1.0745
1.000 1.0710
0.618 1.0689
HIGH 1.0654
0.618 1.0633
0.500 1.0626
0.382 1.0619
LOW 1.0598
0.618 1.0563
1.000 1.0542
1.618 1.0507
2.618 1.0451
4.250 1.0360
Fisher Pivots for day following 24-Jun-2020
Pivot 1 day 3 day
R1 1.0626 1.0609
PP 1.0619 1.0607
S1 1.0611 1.0606

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

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