CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 1.0911 1.0929 0.0018 0.2% 1.0686
High 1.0939 1.0964 0.0025 0.2% 1.0906
Low 1.0899 1.0881 -0.0018 -0.2% 1.0675
Close 1.0909 1.0944 0.0035 0.3% 1.0886
Range 0.0040 0.0083 0.0043 107.5% 0.0231
ATR 0.0061 0.0063 0.0002 2.6% 0.0000
Volume 10 7 -3 -30.0% 12
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1179 1.1144 1.0990
R3 1.1096 1.1061 1.0967
R2 1.1013 1.1013 1.0959
R1 1.0978 1.0978 1.0952 1.0996
PP 1.0930 1.0930 1.0930 1.0938
S1 1.0895 1.0895 1.0936 1.0913
S2 1.0847 1.0847 1.0929
S3 1.0764 1.0812 1.0921
S4 1.0681 1.0729 1.0898
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 1.0964 1.0739 0.0225 2.1% 0.0063 0.6% 91% True False 5
10 1.0964 1.0608 0.0356 3.3% 0.0065 0.6% 94% True False 3
20 1.0964 1.0544 0.0420 3.8% 0.0061 0.6% 95% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1317
2.618 1.1181
1.618 1.1098
1.000 1.1047
0.618 1.1015
HIGH 1.0964
0.618 1.0932
0.500 1.0923
0.382 1.0913
LOW 1.0881
0.618 1.0830
1.000 1.0798
1.618 1.0747
2.618 1.0664
4.250 1.0528
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 1.0937 1.0931
PP 1.0930 1.0917
S1 1.0923 1.0904

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

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