CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 1.0599 1.0645 0.0046 0.4% 1.0609
High 1.0637 1.0659 0.0022 0.2% 1.0665
Low 1.0587 1.0620 0.0033 0.3% 1.0553
Close 1.0620 1.0620 0.0000 0.0% 1.0607
Range 0.0050 0.0039 -0.0011 -22.0% 0.0112
ATR 0.0063 0.0061 -0.0002 -2.7% 0.0000
Volume 2 12 10 500.0% 4
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0750 1.0724 1.0641
R3 1.0711 1.0685 1.0631
R2 1.0672 1.0672 1.0627
R1 1.0646 1.0646 1.0624 1.0640
PP 1.0633 1.0633 1.0633 1.0630
S1 1.0607 1.0607 1.0616 1.0601
S2 1.0594 1.0594 1.0613
S3 1.0555 1.0568 1.0609
S4 1.0516 1.0529 1.0599
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 1.0659 1.0544 0.0115 1.1% 0.0057 0.5% 66% True False 3
10 1.0665 1.0544 0.0121 1.1% 0.0055 0.5% 63% False False 2
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0825
2.618 1.0761
1.618 1.0722
1.000 1.0698
0.618 1.0683
HIGH 1.0659
0.618 1.0644
0.500 1.0640
0.382 1.0635
LOW 1.0620
0.618 1.0596
1.000 1.0581
1.618 1.0557
2.618 1.0518
4.250 1.0454
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 1.0640 1.0614
PP 1.0633 1.0608
S1 1.0627 1.0602

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

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