CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 1.0653 1.0642 -0.0011 -0.1% 1.0604
High 1.0666 1.0681 0.0015 0.1% 1.0701
Low 1.0616 1.0631 0.0015 0.1% 1.0581
Close 1.0641 1.0667 0.0026 0.2% 1.0641
Range 0.0050 0.0050 0.0000 0.0% 0.0120
ATR 0.0066 0.0064 -0.0001 -1.7% 0.0000
Volume 20,526 20,418 -108 -0.5% 114,921
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0810 1.0788 1.0695
R3 1.0760 1.0738 1.0681
R2 1.0710 1.0710 1.0676
R1 1.0688 1.0688 1.0672 1.0699
PP 1.0660 1.0660 1.0660 1.0665
S1 1.0638 1.0638 1.0662 1.0649
S2 1.0610 1.0610 1.0658
S3 1.0560 1.0588 1.0653
S4 1.0510 1.0538 1.0640
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 1.0616 0.0085 0.8% 0.0056 0.5% 60% False False 21,083
10 1.0701 1.0513 0.0188 1.8% 0.0061 0.6% 82% False False 21,945
20 1.0701 1.0513 0.0188 1.8% 0.0060 0.6% 82% False False 19,397
40 1.0701 1.0284 0.0417 3.9% 0.0070 0.7% 92% False False 12,660
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0017
Fibonacci Retracements and Extensions
4.250 1.0894
2.618 1.0812
1.618 1.0762
1.000 1.0731
0.618 1.0712
HIGH 1.0681
0.618 1.0662
0.500 1.0656
0.382 1.0650
LOW 1.0631
0.618 1.0600
1.000 1.0581
1.618 1.0550
2.618 1.0500
4.250 1.0419
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 1.0663 1.0661
PP 1.0660 1.0655
S1 1.0656 1.0649

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

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