CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 06-Jul-2020 Change Change % Previous Week
Open 1.0645 1.0658 0.0013 0.1% 1.0618
High 1.0659 1.0704 0.0045 0.4% 1.0659
Low 1.0620 1.0612 -0.0008 -0.1% 1.0544
Close 1.0620 1.0674 0.0054 0.5% 1.0620
Range 0.0039 0.0092 0.0053 135.9% 0.0115
ATR 0.0061 0.0064 0.0002 3.6% 0.0000
Volume 12 10 -2 -16.7% 18
Daily Pivots for day following 06-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0939 1.0899 1.0725
R3 1.0847 1.0807 1.0699
R2 1.0755 1.0755 1.0691
R1 1.0715 1.0715 1.0682 1.0735
PP 1.0663 1.0663 1.0663 1.0674
S1 1.0623 1.0623 1.0666 1.0643
S2 1.0571 1.0571 1.0657
S3 1.0479 1.0531 1.0649
S4 1.0387 1.0439 1.0623
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0953 1.0901 1.0683
R3 1.0838 1.0786 1.0652
R2 1.0723 1.0723 1.0641
R1 1.0671 1.0671 1.0631 1.0697
PP 1.0608 1.0608 1.0608 1.0621
S1 1.0556 1.0556 1.0609 1.0582
S2 1.0493 1.0493 1.0599
S3 1.0378 1.0441 1.0588
S4 1.0263 1.0326 1.0557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0704 1.0544 0.0160 1.5% 0.0069 0.6% 81% True False 5
10 1.0704 1.0544 0.0160 1.5% 0.0060 0.6% 81% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1095
2.618 1.0945
1.618 1.0853
1.000 1.0796
0.618 1.0761
HIGH 1.0704
0.618 1.0669
0.500 1.0658
0.382 1.0647
LOW 1.0612
0.618 1.0555
1.000 1.0520
1.618 1.0463
2.618 1.0371
4.250 1.0221
Fisher Pivots for day following 06-Jul-2020
Pivot 1 day 3 day
R1 1.0669 1.0665
PP 1.0663 1.0655
S1 1.0658 1.0646

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

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