CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 1.0783 1.0832 0.0049 0.5% 1.1003
High 1.0844 1.0903 0.0059 0.5% 1.1031
Low 1.0782 1.0832 0.0050 0.5% 1.0781
Close 1.0838 1.0899 0.0061 0.6% 1.0790
Range 0.0062 0.0071 0.0009 14.5% 0.0250
ATR 0.0072 0.0072 0.0000 -0.1% 0.0000
Volume 24,312 26,133 1,821 7.5% 130,303
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1091 1.1066 1.0938
R3 1.1020 1.0995 1.0919
R2 1.0949 1.0949 1.0912
R1 1.0924 1.0924 1.0906 1.0937
PP 1.0878 1.0878 1.0878 1.0884
S1 1.0853 1.0853 1.0892 1.0866
S2 1.0807 1.0807 1.0886
S3 1.0736 1.0782 1.0879
S4 1.0665 1.0711 1.0860
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1617 1.1454 1.0928
R3 1.1367 1.1204 1.0859
R2 1.1117 1.1117 1.0836
R1 1.0954 1.0954 1.0813 1.0911
PP 1.0867 1.0867 1.0867 1.0846
S1 1.0704 1.0704 1.0767 1.0661
S2 1.0617 1.0617 1.0744
S3 1.0367 1.0454 1.0721
S4 1.0117 1.0204 1.0653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0907 1.0781 0.0126 1.2% 0.0065 0.6% 94% False False 25,105
10 1.1072 1.0781 0.0291 2.7% 0.0070 0.6% 41% False False 23,858
20 1.1144 1.0781 0.0363 3.3% 0.0072 0.7% 33% False False 18,022
40 1.1145 1.0781 0.0364 3.3% 0.0075 0.7% 32% False False 9,048
60 1.1145 1.0608 0.0537 4.9% 0.0073 0.7% 54% False False 6,035
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1205
2.618 1.1089
1.618 1.1018
1.000 1.0974
0.618 1.0947
HIGH 1.0903
0.618 1.0876
0.500 1.0868
0.382 1.0859
LOW 1.0832
0.618 1.0788
1.000 1.0761
1.618 1.0717
2.618 1.0646
4.250 1.0530
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 1.0889 1.0880
PP 1.0878 1.0861
S1 1.0868 1.0842

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

View Archives - Comment on this page... - Back to Index of Symbols