CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 1.1003 1.0957 -0.0046 -0.4% 1.1036
High 1.1031 1.0971 -0.0060 -0.5% 1.1077
Low 1.0929 1.0886 -0.0043 -0.4% 1.0969
Close 1.0953 1.0896 -0.0057 -0.5% 1.1015
Range 0.0102 0.0085 -0.0017 -16.7% 0.0108
ATR 0.0074 0.0075 0.0001 1.1% 0.0000
Volume 29,907 25,316 -4,591 -15.4% 88,120
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1173 1.1119 1.0943
R3 1.1088 1.1034 1.0919
R2 1.1003 1.1003 1.0912
R1 1.0949 1.0949 1.0904 1.0934
PP 1.0918 1.0918 1.0918 1.0910
S1 1.0864 1.0864 1.0888 1.0849
S2 1.0833 1.0833 1.0880
S3 1.0748 1.0779 1.0873
S4 1.0663 1.0694 1.0849
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1344 1.1288 1.1074
R3 1.1236 1.1180 1.1045
R2 1.1128 1.1128 1.1035
R1 1.1072 1.1072 1.1025 1.1046
PP 1.1020 1.1020 1.1020 1.1008
S1 1.0964 1.0964 1.1005 1.0938
S2 1.0912 1.0912 1.0995
S3 1.0804 1.0856 1.0985
S4 1.0696 1.0748 1.0956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1072 1.0886 0.0186 1.7% 0.0075 0.7% 5% False True 22,612
10 1.1081 1.0886 0.0195 1.8% 0.0068 0.6% 5% False True 22,022
20 1.1145 1.0886 0.0259 2.4% 0.0074 0.7% 4% False True 11,789
40 1.1145 1.0859 0.0286 2.6% 0.0079 0.7% 13% False False 5,913
60 1.1145 1.0544 0.0601 5.5% 0.0073 0.7% 59% False False 3,944
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1332
2.618 1.1194
1.618 1.1109
1.000 1.1056
0.618 1.1024
HIGH 1.0971
0.618 1.0939
0.500 1.0929
0.382 1.0918
LOW 1.0886
0.618 1.0833
1.000 1.0801
1.618 1.0748
2.618 1.0663
4.250 1.0525
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 1.0929 1.0966
PP 1.0918 1.0943
S1 1.0907 1.0919

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

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