CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 1.0580 1.0563 -0.0017 -0.2% 1.0540
High 1.0580 1.0587 0.0007 0.1% 1.0643
Low 1.0541 1.0551 0.0010 0.1% 1.0522
Close 1.0564 1.0578 0.0014 0.1% 1.0578
Range 0.0039 0.0036 -0.0003 -7.7% 0.0121
ATR 0.0071 0.0068 -0.0002 -3.5% 0.0000
Volume 18,408 15,025 -3,383 -18.4% 84,837
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0680 1.0665 1.0598
R3 1.0644 1.0629 1.0588
R2 1.0608 1.0608 1.0585
R1 1.0593 1.0593 1.0581 1.0601
PP 1.0572 1.0572 1.0572 1.0576
S1 1.0557 1.0557 1.0575 1.0565
S2 1.0536 1.0536 1.0571
S3 1.0500 1.0521 1.0568
S4 1.0464 1.0485 1.0558
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0944 1.0882 1.0645
R3 1.0823 1.0761 1.0611
R2 1.0702 1.0702 1.0600
R1 1.0640 1.0640 1.0589 1.0671
PP 1.0581 1.0581 1.0581 1.0597
S1 1.0519 1.0519 1.0567 1.0550
S2 1.0460 1.0460 1.0556
S3 1.0339 1.0398 1.0545
S4 1.0218 1.0277 1.0511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0643 1.0522 0.0121 1.1% 0.0058 0.5% 46% False False 16,967
10 1.0643 1.0503 0.0140 1.3% 0.0058 0.5% 54% False False 17,137
20 1.0695 1.0392 0.0303 2.9% 0.0074 0.7% 61% False False 13,224
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.0740
2.618 1.0681
1.618 1.0645
1.000 1.0623
0.618 1.0609
HIGH 1.0587
0.618 1.0573
0.500 1.0569
0.382 1.0565
LOW 1.0551
0.618 1.0529
1.000 1.0515
1.618 1.0493
2.618 1.0457
4.250 1.0398
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 1.0575 1.0584
PP 1.0572 1.0582
S1 1.0569 1.0580

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

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