CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 22-Jul-2020
Day Change Summary
Previous Current
21-Jul-2020 22-Jul-2020 Change Change % Previous Week
Open 1.0768 1.0751 -0.0017 -0.2% 1.0688
High 1.0770 1.0809 0.0039 0.4% 1.0718
Low 1.0687 1.0739 0.0052 0.5% 1.0608
Close 1.0765 1.0800 0.0035 0.3% 1.0703
Range 0.0083 0.0070 -0.0013 -15.7% 0.0110
ATR 0.0061 0.0062 0.0001 1.0% 0.0000
Volume 2 2 0 0.0% 33
Daily Pivots for day following 22-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0993 1.0966 1.0839
R3 1.0923 1.0896 1.0819
R2 1.0853 1.0853 1.0813
R1 1.0826 1.0826 1.0806 1.0840
PP 1.0783 1.0783 1.0783 1.0789
S1 1.0756 1.0756 1.0794 1.0770
S2 1.0713 1.0713 1.0787
S3 1.0643 1.0686 1.0781
S4 1.0573 1.0616 1.0762
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 1.0809 1.0608 0.0201 1.9% 0.0062 0.6% 96% True False 1
10 1.0809 1.0608 0.0201 1.9% 0.0060 0.6% 96% True False 5
20 1.0809 1.0544 0.0265 2.5% 0.0059 0.5% 97% True False 4
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1107
2.618 1.0992
1.618 1.0922
1.000 1.0879
0.618 1.0852
HIGH 1.0809
0.618 1.0782
0.500 1.0774
0.382 1.0766
LOW 1.0739
0.618 1.0696
1.000 1.0669
1.618 1.0626
2.618 1.0556
4.250 1.0442
Fisher Pivots for day following 22-Jul-2020
Pivot 1 day 3 day
R1 1.0791 1.0781
PP 1.0783 1.0761
S1 1.0774 1.0742

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

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