CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 1.0822 1.0871 0.0049 0.5% 1.0660
High 1.0880 1.0924 0.0044 0.4% 1.0880
Low 1.0814 1.0850 0.0036 0.3% 1.0645
Close 1.0858 1.0881 0.0023 0.2% 1.0858
Range 0.0066 0.0074 0.0008 12.1% 0.0235
ATR 0.0067 0.0067 0.0001 0.8% 0.0000
Volume 19,293 28,624 9,331 48.4% 102,698
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1107 1.1068 1.0922
R3 1.1033 1.0994 1.0901
R2 1.0959 1.0959 1.0895
R1 1.0920 1.0920 1.0888 1.0940
PP 1.0885 1.0885 1.0885 1.0895
S1 1.0846 1.0846 1.0874 1.0866
S2 1.0811 1.0811 1.0867
S3 1.0737 1.0772 1.0861
S4 1.0663 1.0698 1.0840
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1499 1.1414 1.0987
R3 1.1264 1.1179 1.0923
R2 1.1029 1.1029 1.0901
R1 1.0944 1.0944 1.0880 1.0987
PP 1.0794 1.0794 1.0794 1.0816
S1 1.0709 1.0709 1.0836 1.0752
S2 1.0559 1.0559 1.0815
S3 1.0324 1.0474 1.0793
S4 1.0089 1.0239 1.0729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0924 1.0658 0.0266 2.4% 0.0072 0.7% 84% True False 22,125
10 1.0924 1.0579 0.0345 3.2% 0.0069 0.6% 88% True False 21,366
20 1.0924 1.0513 0.0411 3.8% 0.0067 0.6% 90% True False 21,708
40 1.0924 1.0392 0.0532 4.9% 0.0070 0.6% 92% True False 17,466
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1239
2.618 1.1118
1.618 1.1044
1.000 1.0998
0.618 1.0970
HIGH 1.0924
0.618 1.0896
0.500 1.0887
0.382 1.0878
LOW 1.0850
0.618 1.0804
1.000 1.0776
1.618 1.0730
2.618 1.0656
4.250 1.0536
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 1.0887 1.0870
PP 1.0885 1.0858
S1 1.0883 1.0847

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.