CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 1.0660 1.0666 0.0006 0.1% 1.0653
High 1.0686 1.0745 0.0059 0.6% 1.0691
Low 1.0645 1.0658 0.0013 0.1% 1.0579
Close 1.0663 1.0737 0.0074 0.7% 1.0674
Range 0.0041 0.0087 0.0046 112.2% 0.0112
ATR 0.0065 0.0067 0.0002 2.4% 0.0000
Volume 20,696 22,066 1,370 6.6% 102,864
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0974 1.0943 1.0785
R3 1.0887 1.0856 1.0761
R2 1.0800 1.0800 1.0753
R1 1.0769 1.0769 1.0745 1.0785
PP 1.0713 1.0713 1.0713 1.0721
S1 1.0682 1.0682 1.0729 1.0698
S2 1.0626 1.0626 1.0721
S3 1.0539 1.0595 1.0713
S4 1.0452 1.0508 1.0689
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 1.0745 1.0579 0.0166 1.5% 0.0072 0.7% 95% True False 20,936
10 1.0745 1.0579 0.0166 1.5% 0.0064 0.6% 95% True False 21,009
20 1.0745 1.0513 0.0232 2.2% 0.0064 0.6% 97% True False 20,787
40 1.0745 1.0305 0.0440 4.1% 0.0071 0.7% 98% True False 15,270
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1115
2.618 1.0973
1.618 1.0886
1.000 1.0832
0.618 1.0799
HIGH 1.0745
0.618 1.0712
0.500 1.0702
0.382 1.0691
LOW 1.0658
0.618 1.0604
1.000 1.0571
1.618 1.0517
2.618 1.0430
4.250 1.0288
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 1.0725 1.0714
PP 1.0713 1.0690
S1 1.0702 1.0667

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

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