CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 17-Jul-2020
Day Change Summary
Previous Current
16-Jul-2020 17-Jul-2020 Change Change % Previous Week
Open 1.0605 1.0594 -0.0011 -0.1% 1.0653
High 1.0622 1.0678 0.0056 0.5% 1.0691
Low 1.0579 1.0589 0.0010 0.1% 1.0579
Close 1.0600 1.0674 0.0074 0.7% 1.0674
Range 0.0043 0.0089 0.0046 107.0% 0.0112
ATR 0.0065 0.0067 0.0002 2.6% 0.0000
Volume 20,283 18,093 -2,190 -10.8% 102,864
Daily Pivots for day following 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0914 1.0883 1.0723
R3 1.0825 1.0794 1.0698
R2 1.0736 1.0736 1.0690
R1 1.0705 1.0705 1.0682 1.0721
PP 1.0647 1.0647 1.0647 1.0655
S1 1.0616 1.0616 1.0666 1.0632
S2 1.0558 1.0558 1.0658
S3 1.0469 1.0527 1.0650
S4 1.0380 1.0438 1.0625
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0984 1.0941 1.0736
R3 1.0872 1.0829 1.0705
R2 1.0760 1.0760 1.0695
R1 1.0717 1.0717 1.0684 1.0739
PP 1.0648 1.0648 1.0648 1.0659
S1 1.0605 1.0605 1.0664 1.0627
S2 1.0536 1.0536 1.0653
S3 1.0424 1.0493 1.0643
S4 1.0312 1.0381 1.0612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0691 1.0579 0.0112 1.0% 0.0066 0.6% 85% False False 20,572
10 1.0701 1.0579 0.0122 1.1% 0.0066 0.6% 78% False False 21,778
20 1.0701 1.0513 0.0188 1.8% 0.0063 0.6% 86% False False 20,156
40 1.0701 1.0305 0.0396 3.7% 0.0071 0.7% 93% False False 14,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1056
2.618 1.0911
1.618 1.0822
1.000 1.0767
0.618 1.0733
HIGH 1.0678
0.618 1.0644
0.500 1.0634
0.382 1.0623
LOW 1.0589
0.618 1.0534
1.000 1.0500
1.618 1.0445
2.618 1.0356
4.250 1.0211
Fisher Pivots for day following 17-Jul-2020
Pivot 1 day 3 day
R1 1.0661 1.0661
PP 1.0647 1.0648
S1 1.0634 1.0635

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

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