CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 1.1017 1.0974 -0.0043 -0.4% 1.0949
High 1.1051 1.1017 -0.0034 -0.3% 1.1047
Low 1.0979 1.0965 -0.0014 -0.1% 1.0923
Close 1.0984 1.1001 0.0017 0.2% 1.1040
Range 0.0072 0.0052 -0.0020 -27.8% 0.0124
ATR 0.0060 0.0060 -0.0001 -1.0% 0.0000
Volume 2 2 0 0.0% 22
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1150 1.1128 1.1030
R3 1.1098 1.1076 1.1015
R2 1.1046 1.1046 1.1011
R1 1.1024 1.1024 1.1006 1.1035
PP 1.0994 1.0994 1.0994 1.1000
S1 1.0972 1.0972 1.0996 1.0983
S2 1.0942 1.0942 1.0991
S3 1.0890 1.0920 1.0987
S4 1.0838 1.0868 1.0972
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1375 1.1332 1.1108
R3 1.1251 1.1208 1.1074
R2 1.1127 1.1127 1.1063
R1 1.1084 1.1084 1.1051 1.1106
PP 1.1003 1.1003 1.1003 1.1014
S1 1.0960 1.0960 1.1029 1.0982
S2 1.0879 1.0879 1.1017
S3 1.0755 1.0836 1.1006
S4 1.0631 1.0712 1.0972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1051 1.0927 0.0124 1.1% 0.0060 0.5% 60% False False 2
10 1.1051 1.0902 0.0149 1.4% 0.0054 0.5% 66% False False 3
20 1.1078 1.0816 0.0262 2.4% 0.0061 0.6% 71% False False 5
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 True
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1238
2.618 1.1153
1.618 1.1101
1.000 1.1069
0.618 1.1049
HIGH 1.1017
0.618 1.0997
0.500 1.0991
0.382 1.0985
LOW 1.0965
0.618 1.0933
1.000 1.0913
1.618 1.0881
2.618 1.0829
4.250 1.0744
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 1.0998 1.1008
PP 1.0994 1.1006
S1 1.0991 1.1003

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

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