CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 1.0426 1.0498 0.0072 0.7% 1.0437
High 1.0510 1.0511 0.0001 0.0% 1.0511
Low 1.0423 1.0392 -0.0031 -0.3% 1.0392
Close 1.0504 1.0424 -0.0080 -0.8% 1.0424
Range 0.0087 0.0119 0.0032 36.8% 0.0119
ATR 0.0065 0.0069 0.0004 5.9% 0.0000
Volume 1,030 2,538 1,508 146.4% 4,341
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0799 1.0731 1.0489
R3 1.0680 1.0612 1.0457
R2 1.0561 1.0561 1.0446
R1 1.0493 1.0493 1.0435 1.0468
PP 1.0442 1.0442 1.0442 1.0430
S1 1.0374 1.0374 1.0413 1.0349
S2 1.0323 1.0323 1.0402
S3 1.0204 1.0255 1.0391
S4 1.0085 1.0136 1.0359
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0799 1.0731 1.0489
R3 1.0680 1.0612 1.0457
R2 1.0561 1.0561 1.0446
R1 1.0493 1.0493 1.0435 1.0468
PP 1.0442 1.0442 1.0442 1.0430
S1 1.0374 1.0374 1.0413 1.0349
S2 1.0323 1.0323 1.0402
S3 1.0204 1.0255 1.0391
S4 1.0085 1.0136 1.0359
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0511 1.0392 0.0119 1.1% 0.0073 0.7% 27% True True 868
10 1.0511 1.0305 0.0206 2.0% 0.0072 0.7% 58% True False 519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1017
2.618 1.0823
1.618 1.0704
1.000 1.0630
0.618 1.0585
HIGH 1.0511
0.618 1.0466
0.500 1.0452
0.382 1.0437
LOW 1.0392
0.618 1.0318
1.000 1.0273
1.618 1.0199
2.618 1.0080
4.250 0.9886
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 1.0452 1.0452
PP 1.0442 1.0442
S1 1.0433 1.0433

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

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