CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 29-May-2020
Day Change Summary
Previous Current
28-May-2020 29-May-2020 Change Change % Previous Week
Open 1.0352 1.0400 0.0048 0.5% 1.0317
High 1.0415 1.0447 0.0032 0.3% 1.0447
Low 1.0322 1.0395 0.0073 0.7% 1.0305
Close 1.0412 1.0428 0.0016 0.2% 1.0428
Range 0.0093 0.0052 -0.0041 -44.1% 0.0142
ATR
Volume 106 307 201 189.6% 717
Daily Pivots for day following 29-May-2020
Classic Woodie Camarilla DeMark
R4 1.0579 1.0556 1.0457
R3 1.0527 1.0504 1.0442
R2 1.0475 1.0475 1.0438
R1 1.0452 1.0452 1.0433 1.0464
PP 1.0423 1.0423 1.0423 1.0429
S1 1.0400 1.0400 1.0423 1.0412
S2 1.0371 1.0371 1.0418
S3 1.0319 1.0348 1.0414
S4 1.0267 1.0296 1.0399
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 1.0447 1.0305 0.0142 1.4% 0.0071 0.7% 87% True False 169
10 1.0447 1.0284 0.0163 1.6% 0.0065 0.6% 88% True False 103
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0668
2.618 1.0583
1.618 1.0531
1.000 1.0499
0.618 1.0479
HIGH 1.0447
0.618 1.0427
0.500 1.0421
0.382 1.0415
LOW 1.0395
0.618 1.0363
1.000 1.0343
1.618 1.0311
2.618 1.0259
4.250 1.0174
Fisher Pivots for day following 29-May-2020
Pivot 1 day 3 day
R1 1.0426 1.0412
PP 1.0423 1.0396
S1 1.0421 1.0380

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

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