CME Swiss Franc Future December 2020

Trading Metrics calculated at close of trading on 06-Aug-2020

Day Change Summary
	Previous	Current
	05-Aug-2020	06-Aug-2020	Change	Change %	Previous Week
Open	1.1010	1.1052	0.0042	0.4%	1.0911
High	1.1087	1.1068	-0.0019	-0.2%	1.1082
Low	1.1000	1.0994	-0.0006	-0.1%	1.0881
Close	1.1046	1.1025	-0.0021	-0.2%	1.0983
Range	0.0087	0.0074	-0.0013	-14.9%	0.0201
ATR	0.0075	0.0074	0.0000	-0.1%	0.0000
Volume	61	13	-48	-78.7%	50

Daily Pivots for day following 06-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1251	1.1212	1.1066
R3	1.1177	1.1138	1.1045
R2	1.1103	1.1103	1.1039
R1	1.1064	1.1064	1.1032	1.1047
PP	1.1029	1.1029	1.1029	1.1020
S1	1.0990	1.0990	1.1018	1.0973
S2	1.0955	1.0955	1.1011
S3	1.0881	1.0916	1.1005
S4	1.0807	1.0842	1.0984

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%	73%	False	False	41
10	1.1087	1.0843	0.0244	2.2%	0.0080	0.7%	75%	False	False	23
20	1.1087	1.0608	0.0479	4.3%	0.0070	0.6%	87%	False	False	14
40	1.1087	1.0535	0.0552	5.0%	0.0063	0.6%	89%	False	False	10

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1383
2.618	1.1262
1.618	1.1188
1.000	1.1142
0.618	1.1114
HIGH	1.1068
0.618	1.1040
0.500	1.1031
0.382	1.1022
LOW	1.0994
0.618	1.0948
1.000	1.0920
1.618	1.0874
2.618	1.0800
4.250	1.0680

Fisher Pivots for day following 06-Aug-2020
Pivot	1 day	3 day
R1	1.1031	1.1019
PP	1.1029	1.1012
S1	1.1027	1.1006

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols