CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 1.0740 1.0779 0.0039 0.4% 1.0653
High 1.0784 1.0831 0.0047 0.4% 1.0691
Low 1.0710 1.0770 0.0060 0.6% 1.0579
Close 1.0772 1.0823 0.0051 0.5% 1.0674
Range 0.0074 0.0061 -0.0013 -17.6% 0.0112
ATR 0.0067 0.0067 0.0000 -0.7% 0.0000
Volume 22,111 18,532 -3,579 -16.2% 102,864
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0991 1.0968 1.0857
R3 1.0930 1.0907 1.0840
R2 1.0869 1.0869 1.0834
R1 1.0846 1.0846 1.0829 1.0858
PP 1.0808 1.0808 1.0808 1.0814
S1 1.0785 1.0785 1.0817 1.0797
S2 1.0747 1.0747 1.0812
S3 1.0686 1.0724 1.0806
S4 1.0625 1.0663 1.0789
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 1.0831 1.0589 0.0242 2.2% 0.0070 0.7% 97% True False 20,299
10 1.0831 1.0579 0.0252 2.3% 0.0065 0.6% 97% True False 20,816
20 1.0831 1.0513 0.0318 2.9% 0.0064 0.6% 97% True False 20,984
40 1.0831 1.0322 0.0509 4.7% 0.0070 0.7% 98% True False 16,279
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1090
2.618 1.0991
1.618 1.0930
1.000 1.0892
0.618 1.0869
HIGH 1.0831
0.618 1.0808
0.500 1.0801
0.382 1.0793
LOW 1.0770
0.618 1.0732
1.000 1.0709
1.618 1.0671
2.618 1.0610
4.250 1.0511
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 1.0816 1.0797
PP 1.0808 1.0771
S1 1.0801 1.0745

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

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