CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 1.0884 1.0913 0.0029 0.3% 1.0660
High 1.0938 1.0984 0.0046 0.4% 1.0880
Low 1.0852 1.0899 0.0047 0.4% 1.0645
Close 1.0915 1.0957 0.0042 0.4% 1.0858
Range 0.0086 0.0085 -0.0001 -1.2% 0.0235
ATR 0.0069 0.0070 0.0001 1.7% 0.0000
Volume 26,188 29,680 3,492 13.3% 102,698
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1202 1.1164 1.1004
R3 1.1117 1.1079 1.0980
R2 1.1032 1.1032 1.0973
R1 1.0994 1.0994 1.0965 1.1013
PP 1.0947 1.0947 1.0947 1.0956
S1 1.0909 1.0909 1.0949 1.0928
S2 1.0862 1.0862 1.0941
S3 1.0777 1.0824 1.0934
S4 1.0692 1.0739 1.0910
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 1.0984 1.0770 0.0214 2.0% 0.0074 0.7% 87% True False 24,463
10 1.0984 1.0579 0.0405 3.7% 0.0071 0.6% 93% True False 22,556
20 1.0984 1.0556 0.0428 3.9% 0.0067 0.6% 94% True False 22,135
40 1.0984 1.0392 0.0592 5.4% 0.0072 0.7% 95% True False 18,848
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1345
2.618 1.1207
1.618 1.1122
1.000 1.1069
0.618 1.1037
HIGH 1.0984
0.618 1.0952
0.500 1.0942
0.382 1.0931
LOW 1.0899
0.618 1.0846
1.000 1.0814
1.618 1.0761
2.618 1.0676
4.250 1.0538
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 1.0952 1.0944
PP 1.0947 1.0930
S1 1.0942 1.0917

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

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