CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 1.0969 1.0954 -0.0015 -0.1% 1.1002
High 1.0975 1.0978 0.0003 0.0% 1.1024
Low 1.0940 1.0931 -0.0009 -0.1% 1.0931
Close 1.0945 1.0944 -0.0001 0.0% 1.0944
Range 0.0035 0.0047 0.0012 34.3% 0.0093
ATR 0.0064 0.0063 -0.0001 -1.9% 0.0000
Volume 16,241 17,212 971 6.0% 84,102
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1092 1.1065 1.0970
R3 1.1045 1.1018 1.0957
R2 1.0998 1.0998 1.0953
R1 1.0971 1.0971 1.0948 1.0961
PP 1.0951 1.0951 1.0951 1.0946
S1 1.0924 1.0924 1.0940 1.0914
S2 1.0904 1.0904 1.0935
S3 1.0857 1.0877 1.0931
S4 1.0810 1.0830 1.0918
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1245 1.1188 1.0995
R3 1.1152 1.1095 1.0970
R2 1.1059 1.1059 1.0961
R1 1.1002 1.1002 1.0953 1.0984
PP 1.0966 1.0966 1.0966 1.0958
S1 1.0909 1.0909 1.0935 1.0891
S2 1.0873 1.0873 1.0927
S3 1.0780 1.0816 1.0918
S4 1.0687 1.0723 1.0893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1024 1.0931 0.0093 0.8% 0.0053 0.5% 14% False True 16,820
10 1.1024 1.0890 0.0134 1.2% 0.0056 0.5% 40% False False 16,840
20 1.1031 1.0781 0.0250 2.3% 0.0064 0.6% 65% False False 21,639
40 1.1145 1.0781 0.0364 3.3% 0.0068 0.6% 45% False False 15,335
60 1.1145 1.0781 0.0364 3.3% 0.0073 0.7% 45% False False 10,235
80 1.1145 1.0544 0.0601 5.5% 0.0069 0.6% 67% False False 7,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1178
2.618 1.1101
1.618 1.1054
1.000 1.1025
0.618 1.1007
HIGH 1.0978
0.618 1.0960
0.500 1.0955
0.382 1.0949
LOW 1.0931
0.618 1.0902
1.000 1.0884
1.618 1.0855
2.618 1.0808
4.250 1.0731
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 1.0955 1.0961
PP 1.0951 1.0955
S1 1.0948 1.0950

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

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