CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 17-Jul-2020
Day Change Summary
Previous Current
16-Jul-2020 17-Jul-2020 Change Change % Previous Week
Open 1.0618 1.0703 0.0085 0.8% 1.0688
High 1.0647 1.0704 0.0057 0.5% 1.0718
Low 1.0608 1.0619 0.0011 0.1% 1.0608
Close 1.0628 1.0703 0.0075 0.7% 1.0703
Range 0.0039 0.0085 0.0046 117.9% 0.0110
ATR 0.0060 0.0062 0.0002 3.0% 0.0000
Volume 3 0 -3 -100.0% 33
Daily Pivots for day following 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0930 1.0902 1.0750
R3 1.0845 1.0817 1.0726
R2 1.0760 1.0760 1.0719
R1 1.0732 1.0732 1.0711 1.0746
PP 1.0675 1.0675 1.0675 1.0682
S1 1.0647 1.0647 1.0695 1.0661
S2 1.0590 1.0590 1.0687
S3 1.0505 1.0562 1.0680
S4 1.0420 1.0477 1.0656
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1006 1.0965 1.0764
R3 1.0896 1.0855 1.0733
R2 1.0786 1.0786 1.0723
R1 1.0745 1.0745 1.0713 1.0766
PP 1.0676 1.0676 1.0676 1.0687
S1 1.0635 1.0635 1.0693 1.0656
S2 1.0566 1.0566 1.0683
S3 1.0456 1.0525 1.0673
S4 1.0346 1.0415 1.0643
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0718 1.0608 0.0110 1.0% 0.0062 0.6% 86% False False 6
10 1.0729 1.0608 0.0121 1.1% 0.0062 0.6% 79% False False 7
20 1.0729 1.0544 0.0185 1.7% 0.0058 0.5% 86% False False 4
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1065
2.618 1.0927
1.618 1.0842
1.000 1.0789
0.618 1.0757
HIGH 1.0704
0.618 1.0672
0.500 1.0662
0.382 1.0651
LOW 1.0619
0.618 1.0566
1.000 1.0534
1.618 1.0481
2.618 1.0396
4.250 1.0258
Fisher Pivots for day following 17-Jul-2020
Pivot 1 day 3 day
R1 1.0689 1.0690
PP 1.0675 1.0676
S1 1.0662 1.0663

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

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