CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 1.1052 1.0997 -0.0055 -0.5% 1.0959
High 1.1068 1.1036 -0.0032 -0.3% 1.1087
Low 1.0994 1.0959 -0.0035 -0.3% 1.0859
Close 1.1025 1.0987 -0.0038 -0.3% 1.0987
Range 0.0074 0.0077 0.0003 4.1% 0.0228
ATR 0.0074 0.0075 0.0000 0.2% 0.0000
Volume 13 42 29 223.1% 229
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1225 1.1183 1.1029
R3 1.1148 1.1106 1.1008
R2 1.1071 1.1071 1.1001
R1 1.1029 1.1029 1.0994 1.1012
PP 1.0994 1.0994 1.0994 1.0985
S1 1.0952 1.0952 1.0980 1.0935
S2 1.0917 1.0917 1.0973
S3 1.0840 1.0875 1.0966
S4 1.0763 1.0798 1.0945
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1662 1.1552 1.1112
R3 1.1434 1.1324 1.1050
R2 1.1206 1.1206 1.1029
R1 1.1096 1.1096 1.1008 1.1151
PP 1.0978 1.0978 1.0978 1.1005
S1 1.0868 1.0868 1.0966 1.0923
S2 1.0750 1.0750 1.0945
S3 1.0522 1.0640 1.0924
S4 1.0294 1.0412 1.0862
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% 0.0087 0.8% 56% False False 45
10 1.1087 1.0859 0.0228 2.1% 0.0082 0.7% 56% False False 27
20 1.1087 1.0608 0.0479 4.4% 0.0072 0.7% 79% False False 16
40 1.1087 1.0535 0.0552 5.0% 0.0063 0.6% 82% False False 11
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1363
2.618 1.1238
1.618 1.1161
1.000 1.1113
0.618 1.1084
HIGH 1.1036
0.618 1.1007
0.500 1.0998
0.382 1.0988
LOW 1.0959
0.618 1.0911
1.000 1.0882
1.618 1.0834
2.618 1.0757
4.250 1.0632
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 1.0998 1.1023
PP 1.0994 1.1011
S1 1.0991 1.0999

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

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