CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 1.0974 1.1014 0.0040 0.4% 1.0871
High 1.1017 1.1056 0.0039 0.4% 1.1056
Low 1.0941 1.0943 0.0002 0.0% 1.0850
Close 1.1007 1.0956 -0.0051 -0.5% 1.0956
Range 0.0076 0.0113 0.0037 48.7% 0.0206
ATR 0.0070 0.0073 0.0003 4.4% 0.0000
Volume 29,905 44,769 14,864 49.7% 159,166
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1324 1.1253 1.1018
R3 1.1211 1.1140 1.0987
R2 1.1098 1.1098 1.0977
R1 1.1027 1.1027 1.0966 1.1006
PP 1.0985 1.0985 1.0985 1.0975
S1 1.0914 1.0914 1.0946 1.0893
S2 1.0872 1.0872 1.0935
S3 1.0759 1.0801 1.0925
S4 1.0646 1.0688 1.0894
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1572 1.1470 1.1069
R3 1.1366 1.1264 1.1013
R2 1.1160 1.1160 1.0994
R1 1.1058 1.1058 1.0975 1.1109
PP 1.0954 1.0954 1.0954 1.0980
S1 1.0852 1.0852 1.0937 1.0903
S2 1.0748 1.0748 1.0918
S3 1.0542 1.0646 1.0899
S4 1.0336 1.0440 1.0843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1056 1.0850 0.0206 1.9% 0.0087 0.8% 51% True False 31,833
10 1.1056 1.0645 0.0411 3.8% 0.0076 0.7% 76% True False 26,186
20 1.1056 1.0579 0.0477 4.4% 0.0071 0.6% 79% True False 23,982
40 1.1056 1.0392 0.0664 6.1% 0.0073 0.7% 85% True False 20,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.1536
2.618 1.1352
1.618 1.1239
1.000 1.1169
0.618 1.1126
HIGH 1.1056
0.618 1.1013
0.500 1.1000
0.382 1.0986
LOW 1.0943
0.618 1.0873
1.000 1.0830
1.618 1.0760
2.618 1.0647
4.250 1.0463
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 1.1000 1.0978
PP 1.0985 1.0970
S1 1.0971 1.0963

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

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