CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 22-Jul-2020
Day Change Summary
Previous Current
21-Jul-2020 22-Jul-2020 Change Change % Previous Week
Open 1.0666 1.0740 0.0074 0.7% 1.0653
High 1.0745 1.0784 0.0039 0.4% 1.0691
Low 1.0658 1.0710 0.0052 0.5% 1.0579
Close 1.0737 1.0772 0.0035 0.3% 1.0674
Range 0.0087 0.0074 -0.0013 -14.9% 0.0112
ATR 0.0067 0.0067 0.0001 0.8% 0.0000
Volume 22,066 22,111 45 0.2% 102,864
Daily Pivots for day following 22-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0977 1.0949 1.0813
R3 1.0903 1.0875 1.0792
R2 1.0829 1.0829 1.0786
R1 1.0801 1.0801 1.0779 1.0815
PP 1.0755 1.0755 1.0755 1.0763
S1 1.0727 1.0727 1.0765 1.0741
S2 1.0681 1.0681 1.0758
S3 1.0607 1.0653 1.0752
S4 1.0533 1.0579 1.0731
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 1.0784 1.0579 0.0205 1.9% 0.0067 0.6% 94% True False 20,649
10 1.0784 1.0579 0.0205 1.9% 0.0064 0.6% 94% True False 21,411
20 1.0784 1.0513 0.0271 2.5% 0.0064 0.6% 96% True False 20,864
40 1.0784 1.0313 0.0471 4.4% 0.0071 0.7% 97% True False 15,820
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1099
2.618 1.0978
1.618 1.0904
1.000 1.0858
0.618 1.0830
HIGH 1.0784
0.618 1.0756
0.500 1.0747
0.382 1.0738
LOW 1.0710
0.618 1.0664
1.000 1.0636
1.618 1.0590
2.618 1.0516
4.250 1.0396
Fisher Pivots for day following 22-Jul-2020
Pivot 1 day 3 day
R1 1.0764 1.0753
PP 1.0755 1.0734
S1 1.0747 1.0715

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

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