CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 1.0997 1.0933 -0.0064 -0.6% 1.0959
High 1.1019 1.1029 0.0010 0.1% 1.1087
Low 1.0935 1.0910 -0.0025 -0.2% 1.0859
Close 1.0940 1.1001 0.0061 0.6% 1.0987
Range 0.0084 0.0119 0.0035 41.7% 0.0228
ATR 0.0075 0.0078 0.0003 4.2% 0.0000
Volume 24 27 3 12.5% 229
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1337 1.1288 1.1066
R3 1.1218 1.1169 1.1034
R2 1.1099 1.1099 1.1023
R1 1.1050 1.1050 1.1012 1.1075
PP 1.0980 1.0980 1.0980 1.0992
S1 1.0931 1.0931 1.0990 1.0956
S2 1.0861 1.0861 1.0979
S3 1.0742 1.0812 1.0968
S4 1.0623 1.0693 1.0936
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 1.1068 1.0910 0.0158 1.4% 0.0085 0.8% 58% False True 30
10 1.1087 1.0859 0.0228 2.1% 0.0089 0.8% 62% False False 34
20 1.1087 1.0608 0.0479 4.4% 0.0076 0.7% 82% False False 19
40 1.1087 1.0544 0.0543 4.9% 0.0066 0.6% 84% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1535
2.618 1.1341
1.618 1.1222
1.000 1.1148
0.618 1.1103
HIGH 1.1029
0.618 1.0984
0.500 1.0970
0.382 1.0955
LOW 1.0910
0.618 1.0836
1.000 1.0791
1.618 1.0717
2.618 1.0598
4.250 1.0404
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 1.0991 1.0991
PP 1.0980 1.0980
S1 1.0970 1.0970

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

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