CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 1.0947 1.0997 0.0050 0.5% 1.1002
High 1.1018 1.1060 0.0042 0.4% 1.1024
Low 1.0927 1.0994 0.0067 0.6% 1.0931
Close 1.1005 1.1047 0.0042 0.4% 1.0944
Range 0.0091 0.0066 -0.0025 -27.5% 0.0093
ATR 0.0065 0.0065 0.0000 0.1% 0.0000
Volume 17,907 20,681 2,774 15.5% 84,102
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1232 1.1205 1.1083
R3 1.1166 1.1139 1.1065
R2 1.1100 1.1100 1.1059
R1 1.1073 1.1073 1.1053 1.1087
PP 1.1034 1.1034 1.1034 1.1040
S1 1.1007 1.1007 1.1041 1.1021
S2 1.0968 1.0968 1.1035
S3 1.0902 1.0941 1.1029
S4 1.0836 1.0875 1.1011
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 1.1060 1.0927 0.0133 1.2% 0.0059 0.5% 90% True False 17,846
10 1.1060 1.0891 0.0169 1.5% 0.0060 0.5% 92% True False 16,673
20 1.1060 1.0781 0.0279 2.5% 0.0062 0.6% 95% True False 20,808
40 1.1145 1.0781 0.0364 3.3% 0.0068 0.6% 73% False False 16,298
60 1.1145 1.0781 0.0364 3.3% 0.0074 0.7% 73% False False 10,878
80 1.1145 1.0544 0.0601 5.4% 0.0070 0.6% 84% False False 8,160
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1341
2.618 1.1233
1.618 1.1167
1.000 1.1126
0.618 1.1101
HIGH 1.1060
0.618 1.1035
0.500 1.1027
0.382 1.1019
LOW 1.0994
0.618 1.0953
1.000 1.0928
1.618 1.0887
2.618 1.0821
4.250 1.0714
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 1.1040 1.1029
PP 1.1034 1.1011
S1 1.1027 1.0994

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

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