CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary
Previous Current
27-May-2020 28-May-2020 Change Change % Previous Week
Open 1.0390 1.0352 -0.0038 -0.4% 1.0328
High 1.0392 1.0415 0.0023 0.2% 1.0408
Low 1.0313 1.0322 0.0009 0.1% 1.0284
Close 1.0354 1.0412 0.0058 0.6% 1.0315
Range 0.0079 0.0093 0.0014 17.7% 0.0124
ATR
Volume 184 106 -78 -42.4% 293
Daily Pivots for day following 28-May-2020
Classic Woodie Camarilla DeMark
R4 1.0662 1.0630 1.0463
R3 1.0569 1.0537 1.0438
R2 1.0476 1.0476 1.0429
R1 1.0444 1.0444 1.0421 1.0460
PP 1.0383 1.0383 1.0383 1.0391
S1 1.0351 1.0351 1.0403 1.0367
S2 1.0290 1.0290 1.0395
S3 1.0197 1.0258 1.0386
S4 1.0104 1.0165 1.0361
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 1.0708 1.0635 1.0383
R3 1.0584 1.0511 1.0349
R2 1.0460 1.0460 1.0338
R1 1.0387 1.0387 1.0326 1.0362
PP 1.0336 1.0336 1.0336 1.0323
S1 1.0263 1.0263 1.0304 1.0238
S2 1.0212 1.0212 1.0292
S3 1.0088 1.0139 1.0281
S4 0.9964 1.0015 1.0247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0415 1.0305 0.0110 1.1% 0.0074 0.7% 97% True False 119
10 1.0415 1.0284 0.0131 1.3% 0.0064 0.6% 98% True False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0810
2.618 1.0658
1.618 1.0565
1.000 1.0508
0.618 1.0472
HIGH 1.0415
0.618 1.0379
0.500 1.0369
0.382 1.0358
LOW 1.0322
0.618 1.0265
1.000 1.0229
1.618 1.0172
2.618 1.0079
4.250 0.9927
Fisher Pivots for day following 28-May-2020
Pivot 1 day 3 day
R1 1.0398 1.0395
PP 1.0383 1.0377
S1 1.0369 1.0360

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

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