CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 1.0957 1.0899 -0.0058 -0.5% 1.1036
High 1.0971 1.0907 -0.0064 -0.6% 1.1077
Low 1.0886 1.0844 -0.0042 -0.4% 1.0969
Close 1.0896 1.0845 -0.0051 -0.5% 1.1015
Range 0.0085 0.0063 -0.0022 -25.9% 0.0108
ATR 0.0075 0.0074 -0.0001 -1.1% 0.0000
Volume 25,316 27,165 1,849 7.3% 88,120
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1054 1.1013 1.0880
R3 1.0991 1.0950 1.0862
R2 1.0928 1.0928 1.0857
R1 1.0887 1.0887 1.0851 1.0876
PP 1.0865 1.0865 1.0865 1.0860
S1 1.0824 1.0824 1.0839 1.0813
S2 1.0802 1.0802 1.0833
S3 1.0739 1.0761 1.0828
S4 1.0676 1.0698 1.0810
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1344 1.1288 1.1074
R3 1.1236 1.1180 1.1045
R2 1.1128 1.1128 1.1035
R1 1.1072 1.1072 1.1025 1.1046
PP 1.1020 1.1020 1.1020 1.1008
S1 1.0964 1.0964 1.1005 1.0938
S2 1.0912 1.0912 1.0995
S3 1.0804 1.0856 1.0985
S4 1.0696 1.0748 1.0956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1046 1.0844 0.0202 1.9% 0.0074 0.7% 0% False True 23,648
10 1.1081 1.0844 0.0237 2.2% 0.0066 0.6% 0% False True 21,919
20 1.1145 1.0844 0.0301 2.8% 0.0074 0.7% 0% False True 13,141
40 1.1145 1.0844 0.0301 2.8% 0.0079 0.7% 0% False True 6,592
60 1.1145 1.0544 0.0601 5.5% 0.0073 0.7% 50% False False 4,396
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1175
2.618 1.1072
1.618 1.1009
1.000 1.0970
0.618 1.0946
HIGH 1.0907
0.618 1.0883
0.500 1.0876
0.382 1.0868
LOW 1.0844
0.618 1.0805
1.000 1.0781
1.618 1.0742
2.618 1.0679
4.250 1.0576
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 1.0876 1.0938
PP 1.0865 1.0907
S1 1.0855 1.0876

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

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