CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 1.0871 1.0884 0.0013 0.1% 1.0660
High 1.0924 1.0938 0.0014 0.1% 1.0880
Low 1.0850 1.0852 0.0002 0.0% 1.0645
Close 1.0881 1.0915 0.0034 0.3% 1.0858
Range 0.0074 0.0086 0.0012 16.2% 0.0235
ATR 0.0067 0.0069 0.0001 2.0% 0.0000
Volume 28,624 26,188 -2,436 -8.5% 102,698
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1160 1.1123 1.0962
R3 1.1074 1.1037 1.0939
R2 1.0988 1.0988 1.0931
R1 1.0951 1.0951 1.0923 1.0970
PP 1.0902 1.0902 1.0902 1.0911
S1 1.0865 1.0865 1.0907 1.0884
S2 1.0816 1.0816 1.0899
S3 1.0730 1.0779 1.0891
S4 1.0644 1.0693 1.0868
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 1.0938 1.0710 0.0228 2.1% 0.0072 0.7% 90% True False 22,949
10 1.0938 1.0579 0.0359 3.3% 0.0072 0.7% 94% True False 21,943
20 1.0938 1.0513 0.0425 3.9% 0.0066 0.6% 95% True False 21,944
40 1.0938 1.0392 0.0546 5.0% 0.0071 0.7% 96% True False 18,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1304
2.618 1.1163
1.618 1.1077
1.000 1.1024
0.618 1.0991
HIGH 1.0938
0.618 1.0905
0.500 1.0895
0.382 1.0885
LOW 1.0852
0.618 1.0799
1.000 1.0766
1.618 1.0713
2.618 1.0627
4.250 1.0487
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 1.0908 1.0902
PP 1.0902 1.0889
S1 1.0895 1.0876

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

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