CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 1.0535 1.0580 0.0045 0.4% 1.0540
High 1.0592 1.0611 0.0019 0.2% 1.0643
Low 1.0513 1.0556 0.0043 0.4% 1.0522
Close 1.0580 1.0590 0.0010 0.1% 1.0578
Range 0.0079 0.0055 -0.0024 -30.4% 0.0121
ATR 0.0071 0.0070 -0.0001 -1.6% 0.0000
Volume 25,854 20,537 -5,317 -20.6% 84,837
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0751 1.0725 1.0620
R3 1.0696 1.0670 1.0605
R2 1.0641 1.0641 1.0600
R1 1.0615 1.0615 1.0595 1.0628
PP 1.0586 1.0586 1.0586 1.0592
S1 1.0560 1.0560 1.0585 1.0573
S2 1.0531 1.0531 1.0580
S3 1.0476 1.0505 1.0575
S4 1.0421 1.0450 1.0560
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 1.0616 1.0513 0.0103 1.0% 0.0061 0.6% 75% False False 20,260
10 1.0643 1.0513 0.0130 1.2% 0.0061 0.6% 59% False False 18,151
20 1.0695 1.0392 0.0303 2.9% 0.0077 0.7% 65% False False 16,579
Crabel Price Patterns
NR True
NR4 False
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0845
2.618 1.0755
1.618 1.0700
1.000 1.0666
0.618 1.0645
HIGH 1.0611
0.618 1.0590
0.500 1.0584
0.382 1.0577
LOW 1.0556
0.618 1.0522
1.000 1.0501
1.618 1.0467
2.618 1.0412
4.250 1.0322
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 1.0588 1.0582
PP 1.0586 1.0573
S1 1.0584 1.0565

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

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