CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 1.0678 1.0655 -0.0023 -0.2% 1.0604
High 1.0701 1.0675 -0.0026 -0.2% 1.0701
Low 1.0646 1.0622 -0.0024 -0.2% 1.0581
Close 1.0655 1.0641 -0.0014 -0.1% 1.0641
Range 0.0055 0.0053 -0.0002 -3.6% 0.0120
ATR 0.0068 0.0067 -0.0001 -1.6% 0.0000
Volume 24,486 21,895 -2,591 -10.6% 114,921
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0805 1.0776 1.0670
R3 1.0752 1.0723 1.0656
R2 1.0699 1.0699 1.0651
R1 1.0670 1.0670 1.0646 1.0658
PP 1.0646 1.0646 1.0646 1.0640
S1 1.0617 1.0617 1.0636 1.0605
S2 1.0593 1.0593 1.0631
S3 1.0540 1.0564 1.0626
S4 1.0487 1.0511 1.0612
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1001 1.0941 1.0707
R3 1.0881 1.0821 1.0674
R2 1.0761 1.0761 1.0663
R1 1.0701 1.0701 1.0652 1.0731
PP 1.0641 1.0641 1.0641 1.0656
S1 1.0581 1.0581 1.0630 1.0611
S2 1.0521 1.0521 1.0619
S3 1.0401 1.0461 1.0608
S4 1.0281 1.0341 1.0575
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% 0.0066 0.6% 50% False False 22,984
10 1.0701 1.0513 0.0188 1.8% 0.0064 0.6% 68% False False 21,501
20 1.0701 1.0497 0.0204 1.9% 0.0066 0.6% 71% False False 20,071
40 1.0701 1.0284 0.0417 3.9% 0.0069 0.7% 86% False False 11,638
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0900
2.618 1.0814
1.618 1.0761
1.000 1.0728
0.618 1.0708
HIGH 1.0675
0.618 1.0655
0.500 1.0649
0.382 1.0642
LOW 1.0622
0.618 1.0589
1.000 1.0569
1.618 1.0536
2.618 1.0483
4.250 1.0397
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 1.0649 1.0662
PP 1.0646 1.0655
S1 1.0644 1.0648

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

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