CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 1.0963 1.1010 0.0047 0.4% 1.0911
High 1.0988 1.1087 0.0099 0.9% 1.1082
Low 1.0925 1.1000 0.0075 0.7% 1.0881
Close 1.0974 1.1046 0.0072 0.7% 1.0983
Range 0.0063 0.0087 0.0024 38.1% 0.0201
ATR 0.0072 0.0075 0.0003 4.1% 0.0000
Volume 24 61 37 154.2% 50
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1305 1.1263 1.1094
R3 1.1218 1.1176 1.1070
R2 1.1131 1.1131 1.1062
R1 1.1089 1.1089 1.1054 1.1110
PP 1.1044 1.1044 1.1044 1.1055
S1 1.1002 1.1002 1.1038 1.1023
S2 1.0957 1.0957 1.1030
S3 1.0870 1.0915 1.1022
S4 1.0783 1.0828 1.0998
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1585 1.1485 1.1094
R3 1.1384 1.1284 1.1038
R2 1.1183 1.1183 1.1020
R1 1.1083 1.1083 1.1001 1.1133
PP 1.0982 1.0982 1.0982 1.1007
S1 1.0882 1.0882 1.0965 1.0932
S2 1.0781 1.0781 1.0946
S3 1.0580 1.0681 1.0928
S4 1.0379 1.0480 1.0872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1087 1.0859 0.0228 2.1% 0.0093 0.8% 82% True False 39
10 1.1087 1.0799 0.0288 2.6% 0.0079 0.7% 86% True False 23
20 1.1087 1.0608 0.0479 4.3% 0.0069 0.6% 91% True False 14
40 1.1087 1.0535 0.0552 5.0% 0.0063 0.6% 93% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1457
2.618 1.1315
1.618 1.1228
1.000 1.1174
0.618 1.1141
HIGH 1.1087
0.618 1.1054
0.500 1.1044
0.382 1.1033
LOW 1.1000
0.618 1.0946
1.000 1.0913
1.618 1.0859
2.618 1.0772
4.250 1.0630
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 1.1045 1.1022
PP 1.1044 1.0997
S1 1.1044 1.0973

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

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