CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 1.0890 1.0943 0.0053 0.5% 1.0783
High 1.0956 1.0970 0.0014 0.1% 1.0936
Low 1.0890 1.0914 0.0024 0.2% 1.0782
Close 1.0939 1.0929 -0.0010 -0.1% 1.0885
Range 0.0066 0.0056 -0.0010 -15.2% 0.0154
ATR 0.0070 0.0069 -0.0001 -1.5% 0.0000
Volume 22,756 17,495 -5,261 -23.1% 134,096
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1106 1.1073 1.0960
R3 1.1050 1.1017 1.0944
R2 1.0994 1.0994 1.0939
R1 1.0961 1.0961 1.0934 1.0950
PP 1.0938 1.0938 1.0938 1.0932
S1 1.0905 1.0905 1.0924 1.0894
S2 1.0882 1.0882 1.0919
S3 1.0826 1.0849 1.0914
S4 1.0770 1.0793 1.0898
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1330 1.1261 1.0970
R3 1.1176 1.1107 1.0927
R2 1.1022 1.1022 1.0913
R1 1.0953 1.0953 1.0899 1.0988
PP 1.0868 1.0868 1.0868 1.0885
S1 1.0799 1.0799 1.0871 1.0834
S2 1.0714 1.0714 1.0857
S3 1.0560 1.0645 1.0843
S4 1.0406 1.0491 1.0800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0970 1.0840 0.0130 1.2% 0.0064 0.6% 68% True False 24,780
10 1.0970 1.0781 0.0189 1.7% 0.0065 0.6% 78% True False 24,942
20 1.1081 1.0781 0.0300 2.7% 0.0066 0.6% 49% False False 23,482
40 1.1145 1.0781 0.0364 3.3% 0.0074 0.7% 41% False False 12,141
60 1.1145 1.0608 0.0537 4.9% 0.0074 0.7% 60% False False 8,100
80 1.1145 1.0544 0.0601 5.5% 0.0068 0.6% 64% False False 6,076
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 1.1208
2.618 1.1117
1.618 1.1061
1.000 1.1026
0.618 1.1005
HIGH 1.0970
0.618 1.0949
0.500 1.0942
0.382 1.0935
LOW 1.0914
0.618 1.0879
1.000 1.0858
1.618 1.0823
2.618 1.0767
4.250 1.0676
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 1.0942 1.0926
PP 1.0938 1.0923
S1 1.0933 1.0920

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

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