CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 24-Jul-2020
Day Change Summary
Previous Current
23-Jul-2020 24-Jul-2020 Change Change % Previous Week
Open 1.0779 1.0822 0.0043 0.4% 1.0660
High 1.0831 1.0880 0.0049 0.5% 1.0880
Low 1.0770 1.0814 0.0044 0.4% 1.0645
Close 1.0823 1.0858 0.0035 0.3% 1.0858
Range 0.0061 0.0066 0.0005 8.2% 0.0235
ATR 0.0067 0.0067 0.0000 -0.1% 0.0000
Volume 18,532 19,293 761 4.1% 102,698
Daily Pivots for day following 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1049 1.1019 1.0894
R3 1.0983 1.0953 1.0876
R2 1.0917 1.0917 1.0870
R1 1.0887 1.0887 1.0864 1.0902
PP 1.0851 1.0851 1.0851 1.0858
S1 1.0821 1.0821 1.0852 1.0836
S2 1.0785 1.0785 1.0846
S3 1.0719 1.0755 1.0840
S4 1.0653 1.0689 1.0822
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1499 1.1414 1.0987
R3 1.1264 1.1179 1.0923
R2 1.1029 1.1029 1.0901
R1 1.0944 1.0944 1.0880 1.0987
PP 1.0794 1.0794 1.0794 1.0816
S1 1.0709 1.0709 1.0836 1.0752
S2 1.0559 1.0559 1.0815
S3 1.0324 1.0474 1.0793
S4 1.0089 1.0239 1.0729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0880 1.0645 0.0235 2.2% 0.0066 0.6% 91% True False 20,539
10 1.0880 1.0579 0.0301 2.8% 0.0066 0.6% 93% True False 20,556
20 1.0880 1.0513 0.0367 3.4% 0.0065 0.6% 94% True False 21,028
40 1.0880 1.0392 0.0488 4.5% 0.0070 0.6% 95% True False 16,758
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 1.1161
2.618 1.1053
1.618 1.0987
1.000 1.0946
0.618 1.0921
HIGH 1.0880
0.618 1.0855
0.500 1.0847
0.382 1.0839
LOW 1.0814
0.618 1.0773
1.000 1.0748
1.618 1.0707
2.618 1.0641
4.250 1.0534
Fisher Pivots for day following 24-Jul-2020
Pivot 1 day 3 day
R1 1.0854 1.0837
PP 1.0851 1.0816
S1 1.0847 1.0795

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

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