CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 1.0628 1.0617 -0.0011 -0.1% 1.0426
High 1.0695 1.0627 -0.0068 -0.6% 1.0695
Low 1.0600 1.0497 -0.0103 -1.0% 1.0405
Close 1.0631 1.0506 -0.0125 -1.2% 1.0506
Range 0.0095 0.0130 0.0035 36.8% 0.0290
ATR 0.0077 0.0081 0.0004 5.3% 0.0000
Volume 20,645 30,075 9,430 45.7% 88,776
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0933 1.0850 1.0578
R3 1.0803 1.0720 1.0542
R2 1.0673 1.0673 1.0530
R1 1.0590 1.0590 1.0518 1.0567
PP 1.0543 1.0543 1.0543 1.0532
S1 1.0460 1.0460 1.0494 1.0437
S2 1.0413 1.0413 1.0482
S3 1.0283 1.0330 1.0470
S4 1.0153 1.0200 1.0435
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1405 1.1246 1.0666
R3 1.1115 1.0956 1.0586
R2 1.0825 1.0825 1.0559
R1 1.0666 1.0666 1.0533 1.0746
PP 1.0535 1.0535 1.0535 1.0575
S1 1.0376 1.0376 1.0479 1.0456
S2 1.0245 1.0245 1.0453
S3 0.9955 1.0086 1.0426
S4 0.9665 0.9796 1.0347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0695 1.0405 0.0290 2.8% 0.0106 1.0% 35% False False 17,755
10 1.0695 1.0392 0.0303 2.9% 0.0089 0.9% 38% False False 9,311
20 1.0695 1.0284 0.0411 3.9% 0.0077 0.7% 54% False False 4,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 23 trading days
Fibonacci Retracements and Extensions
4.250 1.1180
2.618 1.0967
1.618 1.0837
1.000 1.0757
0.618 1.0707
HIGH 1.0627
0.618 1.0577
0.500 1.0562
0.382 1.0547
LOW 1.0497
0.618 1.0417
1.000 1.0367
1.618 1.0287
2.618 1.0157
4.250 0.9945
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 1.0562 1.0596
PP 1.0543 1.0566
S1 1.0525 1.0536

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

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