CME Swiss Franc Future March 2021


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 1.0906 1.0911 0.0005 0.0% 1.1020
High 1.0935 1.0965 0.0030 0.3% 1.1063
Low 1.0869 1.0877 0.0008 0.1% 1.0819
Close 1.0932 1.0909 -0.0023 -0.2% 1.0823
Range 0.0066 0.0088 0.0022 33.3% 0.0244
ATR
Volume 1 2 1 100.0% 31
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1181 1.1133 1.0957
R3 1.1093 1.1045 1.0933
R2 1.1005 1.1005 1.0925
R1 1.0957 1.0957 1.0917 1.0937
PP 1.0917 1.0917 1.0917 1.0907
S1 1.0869 1.0869 1.0901 1.0849
S2 1.0829 1.0829 1.0893
S3 1.0741 1.0781 1.0885
S4 1.0653 1.0693 1.0861
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1634 1.1472 1.0957
R3 1.1390 1.1228 1.0890
R2 1.1146 1.1146 1.0868
R1 1.0984 1.0984 1.0845 1.0943
PP 1.0902 1.0902 1.0902 1.0881
S1 1.0740 1.0740 1.0801 1.0699
S2 1.0658 1.0658 1.0778
S3 1.0414 1.0496 1.0756
S4 1.0170 1.0252 1.0689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0965 1.0816 0.0149 1.4% 0.0065 0.6% 62% True False 2
10 1.1078 1.0816 0.0262 2.4% 0.0068 0.6% 35% False False 8
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 0.0019
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1339
2.618 1.1195
1.618 1.1107
1.000 1.1053
0.618 1.1019
HIGH 1.0965
0.618 1.0931
0.500 1.0921
0.382 1.0911
LOW 1.0877
0.618 1.0823
1.000 1.0789
1.618 1.0735
2.618 1.0647
4.250 1.0503
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 1.0921 1.0903
PP 1.0917 1.0897
S1 1.0913 1.0891

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

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