CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 1.0569 1.0536 -0.0033 -0.3% 1.0515
High 1.0572 1.0566 -0.0006 -0.1% 1.0597
Low 1.0523 1.0519 -0.0004 0.0% 1.0503
Close 1.0541 1.0533 -0.0008 -0.1% 1.0533
Range 0.0049 0.0047 -0.0002 -4.1% 0.0094
ATR 0.0076 0.0074 -0.0002 -2.7% 0.0000
Volume 13,371 15,435 2,064 15.4% 86,536
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0680 1.0654 1.0559
R3 1.0633 1.0607 1.0546
R2 1.0586 1.0586 1.0542
R1 1.0560 1.0560 1.0537 1.0550
PP 1.0539 1.0539 1.0539 1.0534
S1 1.0513 1.0513 1.0529 1.0503
S2 1.0492 1.0492 1.0524
S3 1.0445 1.0466 1.0520
S4 1.0398 1.0419 1.0507
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0826 1.0774 1.0585
R3 1.0732 1.0680 1.0559
R2 1.0638 1.0638 1.0550
R1 1.0586 1.0586 1.0542 1.0612
PP 1.0544 1.0544 1.0544 1.0558
S1 1.0492 1.0492 1.0524 1.0518
S2 1.0450 1.0450 1.0516
S3 1.0356 1.0398 1.0507
S4 1.0262 1.0304 1.0481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0597 1.0503 0.0094 0.9% 0.0059 0.6% 32% False False 17,307
10 1.0695 1.0405 0.0290 2.8% 0.0082 0.8% 44% False False 17,531
20 1.0695 1.0305 0.0390 3.7% 0.0077 0.7% 58% False False 9,025
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0766
2.618 1.0689
1.618 1.0642
1.000 1.0613
0.618 1.0595
HIGH 1.0566
0.618 1.0548
0.500 1.0543
0.382 1.0537
LOW 1.0519
0.618 1.0490
1.000 1.0472
1.618 1.0443
2.618 1.0396
4.250 1.0319
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 1.0543 1.0547
PP 1.0539 1.0542
S1 1.0536 1.0538

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

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