CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 1.0977 1.0997 0.0020 0.2% 1.0959
High 1.0999 1.1019 0.0020 0.2% 1.1087
Low 1.0927 1.0935 0.0008 0.1% 1.0859
Close 1.0963 1.0940 -0.0023 -0.2% 1.0987
Range 0.0072 0.0084 0.0012 16.7% 0.0228
ATR 0.0074 0.0075 0.0001 0.9% 0.0000
Volume 46 24 -22 -47.8% 229
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1217 1.1162 1.0986
R3 1.1133 1.1078 1.0963
R2 1.1049 1.1049 1.0955
R1 1.0994 1.0994 1.0948 1.0980
PP 1.0965 1.0965 1.0965 1.0957
S1 1.0910 1.0910 1.0932 1.0896
S2 1.0881 1.0881 1.0925
S3 1.0797 1.0826 1.0917
S4 1.0713 1.0742 1.0894
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 1.0927 0.0160 1.5% 0.0079 0.7% 8% False False 37
10 1.1087 1.0859 0.0228 2.1% 0.0085 0.8% 36% False False 33
20 1.1087 1.0608 0.0479 4.4% 0.0075 0.7% 69% False False 18
40 1.1087 1.0544 0.0543 5.0% 0.0065 0.6% 73% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1376
2.618 1.1239
1.618 1.1155
1.000 1.1103
0.618 1.1071
HIGH 1.1019
0.618 1.0987
0.500 1.0977
0.382 1.0967
LOW 1.0935
0.618 1.0883
1.000 1.0851
1.618 1.0799
2.618 1.0715
4.250 1.0578
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 1.0977 1.0982
PP 1.0965 1.0968
S1 1.0952 1.0954

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

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