CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 1.0612 1.0599 -0.0013 -0.1% 1.0609
High 1.0618 1.0637 0.0019 0.2% 1.0665
Low 1.0544 1.0587 0.0043 0.4% 1.0553
Close 1.0610 1.0620 0.0010 0.1% 1.0607
Range 0.0074 0.0050 -0.0024 -32.4% 0.0112
ATR 0.0064 0.0063 -0.0001 -1.6% 0.0000
Volume 1 2 1 100.0% 4
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0765 1.0742 1.0648
R3 1.0715 1.0692 1.0634
R2 1.0665 1.0665 1.0629
R1 1.0642 1.0642 1.0625 1.0654
PP 1.0615 1.0615 1.0615 1.0620
S1 1.0592 1.0592 1.0615 1.0604
S2 1.0565 1.0565 1.0611
S3 1.0515 1.0542 1.0606
S4 1.0465 1.0492 1.0593
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0944 1.0888 1.0669
R3 1.0832 1.0776 1.0638
R2 1.0720 1.0720 1.0628
R1 1.0664 1.0664 1.0617 1.0636
PP 1.0608 1.0608 1.0608 1.0595
S1 1.0552 1.0552 1.0597 1.0524
S2 1.0496 1.0496 1.0586
S3 1.0384 1.0440 1.0576
S4 1.0272 1.0328 1.0545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0644 1.0544 0.0100 0.9% 0.0055 0.5% 76% False False 1
10 1.0665 1.0544 0.0121 1.1% 0.0055 0.5% 63% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0850
2.618 1.0768
1.618 1.0718
1.000 1.0687
0.618 1.0668
HIGH 1.0637
0.618 1.0618
0.500 1.0612
0.382 1.0606
LOW 1.0587
0.618 1.0556
1.000 1.0537
1.618 1.0506
2.618 1.0456
4.250 1.0375
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 1.0617 1.0611
PP 1.0615 1.0603
S1 1.0612 1.0594

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

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