CME Swiss Franc Future September 2020

Trading Metrics calculated at close of trading on 20-Jul-2020

Day Change Summary
	Previous	Current
	17-Jul-2020	20-Jul-2020	Change	Change %	Previous Week
Open	1.0594	1.0660	0.0066	0.6%	1.0653
High	1.0678	1.0686	0.0008	0.1%	1.0691
Low	1.0589	1.0645	0.0056	0.5%	1.0579
Close	1.0674	1.0663	-0.0011	-0.1%	1.0674
Range	0.0089	0.0041	-0.0048	-53.9%	0.0112
ATR	0.0067	0.0065	-0.0002	-2.8%	0.0000
Volume	18,093	20,696	2,603	14.4%	102,864

Daily Pivots for day following 20-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0788	1.0766	1.0686
R3	1.0747	1.0725	1.0674
R2	1.0706	1.0706	1.0671
R1	1.0684	1.0684	1.0667	1.0695
PP	1.0665	1.0665	1.0665	1.0670
S1	1.0643	1.0643	1.0659	1.0654
S2	1.0624	1.0624	1.0655
S3	1.0583	1.0602	1.0652
S4	1.0542	1.0561	1.0640

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	1.1%	0.0065	0.6%	75%	False	False	20,606
10	1.0701	1.0579	0.0122	1.1%	0.0061	0.6%	69%	False	False	20,785
20	1.0701	1.0513	0.0188	1.8%	0.0063	0.6%	80%	False	False	20,419
40	1.0701	1.0305	0.0396	3.7%	0.0070	0.7%	90%	False	False	14,722

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0860
2.618	1.0793
1.618	1.0752
1.000	1.0727
0.618	1.0711
HIGH	1.0686
0.618	1.0670
0.500	1.0666
0.382	1.0661
LOW	1.0645
0.618	1.0620
1.000	1.0604
1.618	1.0579
2.618	1.0538
4.250	1.0471

Fisher Pivots for day following 20-Jul-2020
Pivot	1 day	3 day
R1	1.0666	1.0653
PP	1.0665	1.0643
S1	1.0664	1.0633

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols