CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 1.0580 1.0597 0.0017 0.2% 1.0540
High 1.0611 1.0631 0.0020 0.2% 1.0643
Low 1.0556 1.0587 0.0031 0.3% 1.0522
Close 1.0590 1.0590 0.0000 0.0% 1.0578
Range 0.0055 0.0044 -0.0011 -20.0% 0.0121
ATR 0.0070 0.0068 -0.0002 -2.6% 0.0000
Volume 20,537 17,199 -3,338 -16.3% 84,837
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0735 1.0706 1.0614
R3 1.0691 1.0662 1.0602
R2 1.0647 1.0647 1.0598
R1 1.0618 1.0618 1.0594 1.0611
PP 1.0603 1.0603 1.0603 1.0599
S1 1.0574 1.0574 1.0586 1.0567
S2 1.0559 1.0559 1.0582
S3 1.0515 1.0530 1.0578
S4 1.0471 1.0486 1.0566
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 1.0631 1.0513 0.0118 1.1% 0.0062 0.6% 65% True False 20,019
10 1.0643 1.0513 0.0130 1.2% 0.0061 0.6% 59% False False 18,534
20 1.0695 1.0392 0.0303 2.9% 0.0075 0.7% 65% False False 17,387
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0818
2.618 1.0746
1.618 1.0702
1.000 1.0675
0.618 1.0658
HIGH 1.0631
0.618 1.0614
0.500 1.0609
0.382 1.0604
LOW 1.0587
0.618 1.0560
1.000 1.0543
1.618 1.0516
2.618 1.0472
4.250 1.0400
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 1.0609 1.0584
PP 1.0603 1.0578
S1 1.0596 1.0572

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

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