CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 1.0832 1.0888 0.0056 0.5% 1.1003
High 1.0903 1.0936 0.0033 0.3% 1.1031
Low 1.0832 1.0840 0.0008 0.1% 1.0781
Close 1.0899 1.0877 -0.0022 -0.2% 1.0790
Range 0.0071 0.0096 0.0025 35.2% 0.0250
ATR 0.0072 0.0073 0.0002 2.4% 0.0000
Volume 26,133 39,762 13,629 52.2% 130,303
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1172 1.1121 1.0930
R3 1.1076 1.1025 1.0903
R2 1.0980 1.0980 1.0895
R1 1.0929 1.0929 1.0886 1.0907
PP 1.0884 1.0884 1.0884 1.0873
S1 1.0833 1.0833 1.0868 1.0811
S2 1.0788 1.0788 1.0859
S3 1.0692 1.0737 1.0851
S4 1.0596 1.0641 1.0824
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 1.0936 1.0781 0.0155 1.4% 0.0071 0.7% 62% True False 27,619
10 1.1046 1.0781 0.0265 2.4% 0.0073 0.7% 36% False False 25,636
20 1.1081 1.0781 0.0300 2.8% 0.0070 0.6% 32% False False 19,992
40 1.1145 1.0781 0.0364 3.3% 0.0076 0.7% 26% False False 10,041
60 1.1145 1.0608 0.0537 4.9% 0.0074 0.7% 50% False False 6,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1344
2.618 1.1187
1.618 1.1091
1.000 1.1032
0.618 1.0995
HIGH 1.0936
0.618 1.0899
0.500 1.0888
0.382 1.0877
LOW 1.0840
0.618 1.0781
1.000 1.0744
1.618 1.0685
2.618 1.0589
4.250 1.0432
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 1.0888 1.0871
PP 1.0884 1.0865
S1 1.0881 1.0859

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

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