CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 08-Jul-2020
Day Change Summary
Previous Current
07-Jul-2020 08-Jul-2020 Change Change % Previous Week
Open 1.0655 1.0670 0.0015 0.1% 1.0618
High 1.0676 1.0719 0.0043 0.4% 1.0659
Low 1.0630 1.0654 0.0024 0.2% 1.0544
Close 1.0667 1.0713 0.0046 0.4% 1.0620
Range 0.0046 0.0065 0.0019 41.3% 0.0115
ATR 0.0062 0.0062 0.0000 0.3% 0.0000
Volume 2 6 4 200.0% 18
Daily Pivots for day following 08-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0890 1.0867 1.0749
R3 1.0825 1.0802 1.0731
R2 1.0760 1.0760 1.0725
R1 1.0737 1.0737 1.0719 1.0749
PP 1.0695 1.0695 1.0695 1.0701
S1 1.0672 1.0672 1.0707 1.0684
S2 1.0630 1.0630 1.0701
S3 1.0565 1.0607 1.0695
S4 1.0500 1.0542 1.0677
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 1.0719 1.0587 0.0132 1.2% 0.0058 0.5% 95% True False 6
10 1.0719 1.0544 0.0175 1.6% 0.0057 0.5% 97% True False 4
20 1.0719 1.0535 0.0184 1.7% 0.0056 0.5% 97% True False 6
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0995
2.618 1.0889
1.618 1.0824
1.000 1.0784
0.618 1.0759
HIGH 1.0719
0.618 1.0694
0.500 1.0687
0.382 1.0679
LOW 1.0654
0.618 1.0614
1.000 1.0589
1.618 1.0549
2.618 1.0484
4.250 1.0378
Fisher Pivots for day following 08-Jul-2020
Pivot 1 day 3 day
R1 1.0704 1.0697
PP 1.0695 1.0681
S1 1.0687 1.0666

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

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