CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 1.0515 1.0566 0.0051 0.5% 1.0426
High 1.0578 1.0597 0.0019 0.2% 1.0695
Low 1.0503 1.0528 0.0025 0.2% 1.0405
Close 1.0575 1.0560 -0.0015 -0.1% 1.0506
Range 0.0075 0.0069 -0.0006 -8.0% 0.0290
ATR 0.0081 0.0080 -0.0001 -1.0% 0.0000
Volume 24,358 19,443 -4,915 -20.2% 88,776
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0769 1.0733 1.0598
R3 1.0700 1.0664 1.0579
R2 1.0631 1.0631 1.0573
R1 1.0595 1.0595 1.0566 1.0579
PP 1.0562 1.0562 1.0562 1.0553
S1 1.0526 1.0526 1.0554 1.0510
S2 1.0493 1.0493 1.0547
S3 1.0424 1.0457 1.0541
S4 1.0355 1.0388 1.0522
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1405 1.1246 1.0666
R3 1.1115 1.0956 1.0586
R2 1.0825 1.0825 1.0559
R1 1.0666 1.0666 1.0533 1.0746
PP 1.0535 1.0535 1.0535 1.0575
S1 1.0376 1.0376 1.0479 1.0456
S2 1.0245 1.0245 1.0453
S3 0.9955 1.0086 1.0426
S4 0.9665 0.9796 1.0347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0695 1.0497 0.0198 1.9% 0.0094 0.9% 32% False False 24,455
10 1.0695 1.0392 0.0303 2.9% 0.0092 0.9% 55% False False 13,630
20 1.0695 1.0305 0.0390 3.7% 0.0079 0.7% 65% False False 6,895
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0890
2.618 1.0778
1.618 1.0709
1.000 1.0666
0.618 1.0640
HIGH 1.0597
0.618 1.0571
0.500 1.0563
0.382 1.0554
LOW 1.0528
0.618 1.0485
1.000 1.0459
1.618 1.0416
2.618 1.0347
4.250 1.0235
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 1.0563 1.0562
PP 1.0562 1.0561
S1 1.0561 1.0561

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

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