CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 09-Jul-2020
Day Change Summary
Previous Current
08-Jul-2020 09-Jul-2020 Change Change % Previous Week
Open 1.0631 1.0678 0.0047 0.4% 1.0574
High 1.0694 1.0701 0.0007 0.1% 1.0631
Low 1.0622 1.0646 0.0024 0.2% 1.0513
Close 1.0683 1.0655 -0.0028 -0.3% 1.0590
Range 0.0072 0.0055 -0.0017 -23.6% 0.0118
ATR 0.0069 0.0068 -0.0001 -1.4% 0.0000
Volume 18,091 24,486 6,395 35.3% 85,070
Daily Pivots for day following 09-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0832 1.0799 1.0685
R3 1.0777 1.0744 1.0670
R2 1.0722 1.0722 1.0665
R1 1.0689 1.0689 1.0660 1.0678
PP 1.0667 1.0667 1.0667 1.0662
S1 1.0634 1.0634 1.0650 1.0623
S2 1.0612 1.0612 1.0645
S3 1.0557 1.0579 1.0640
S4 1.0502 1.0524 1.0625
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0932 1.0879 1.0655
R3 1.0814 1.0761 1.0622
R2 1.0696 1.0696 1.0612
R1 1.0643 1.0643 1.0601 1.0670
PP 1.0578 1.0578 1.0578 1.0591
S1 1.0525 1.0525 1.0579 1.0552
S2 1.0460 1.0460 1.0568
S3 1.0342 1.0407 1.0558
S4 1.0224 1.0289 1.0525
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0701 1.0581 0.0120 1.1% 0.0064 0.6% 62% True False 22,045
10 1.0701 1.0513 0.0188 1.8% 0.0062 0.6% 76% True False 21,152
20 1.0701 1.0497 0.0204 1.9% 0.0068 0.6% 77% True False 20,009
40 1.0701 1.0284 0.0417 3.9% 0.0070 0.7% 89% True False 11,092
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0935
2.618 1.0845
1.618 1.0790
1.000 1.0756
0.618 1.0735
HIGH 1.0701
0.618 1.0680
0.500 1.0674
0.382 1.0667
LOW 1.0646
0.618 1.0612
1.000 1.0591
1.618 1.0557
2.618 1.0502
4.250 1.0412
Fisher Pivots for day following 09-Jul-2020
Pivot 1 day 3 day
R1 1.0674 1.0653
PP 1.0667 1.0652
S1 1.0661 1.0650

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

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