CME Swiss Franc Future December 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 1.0854 1.0911 0.0057 0.5% 1.0686
High 1.0906 1.0939 0.0033 0.3% 1.0906
Low 1.0843 1.0899 0.0056 0.5% 1.0675
Close 1.0886 1.0909 0.0023 0.2% 1.0886
Range 0.0063 0.0040 -0.0023 -36.5% 0.0231
ATR 0.0062 0.0061 -0.0001 -1.0% 0.0000
Volume 2 10 8 400.0% 12
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1036 1.1012 1.0931
R3 1.0996 1.0972 1.0920
R2 1.0956 1.0956 1.0916
R1 1.0932 1.0932 1.0913 1.0924
PP 1.0916 1.0916 1.0916 1.0912
S1 1.0892 1.0892 1.0905 1.0884
S2 1.0876 1.0876 1.0902
S3 1.0836 1.0852 1.0898
S4 1.0796 1.0812 1.0887
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1515 1.1432 1.1013
R3 1.1284 1.1201 1.0950
R2 1.1053 1.1053 1.0928
R1 1.0970 1.0970 1.0907 1.1012
PP 1.0822 1.0822 1.0822 1.0843
S1 1.0739 1.0739 1.0865 1.0781
S2 1.0591 1.0591 1.0844
S3 1.0360 1.0508 1.0822
S4 1.0129 1.0277 1.0759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0939 1.0687 0.0252 2.3% 0.0063 0.6% 88% True False 4
10 1.0939 1.0608 0.0331 3.0% 0.0061 0.6% 91% True False 3
20 1.0939 1.0544 0.0395 3.6% 0.0061 0.6% 92% True False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1109
2.618 1.1044
1.618 1.1004
1.000 1.0979
0.618 1.0964
HIGH 1.0939
0.618 1.0924
0.500 1.0919
0.382 1.0914
LOW 1.0899
0.618 1.0874
1.000 1.0859
1.618 1.0834
2.618 1.0794
4.250 1.0729
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 1.0919 1.0896
PP 1.0916 1.0882
S1 1.0912 1.0869

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

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