CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 1.1032 1.1031 -0.0001 0.0% 1.0977
High 1.1046 1.1040 -0.0006 -0.1% 1.1046
Low 1.1004 1.0998 -0.0006 -0.1% 1.0910
Close 1.1017 1.1033 0.0016 0.1% 1.1033
Range 0.0042 0.0042 0.0000 0.0% 0.0136
ATR 0.0076 0.0073 -0.0002 -3.2% 0.0000
Volume 10 5 -5 -50.0% 112
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1150 1.1133 1.1056
R3 1.1108 1.1091 1.1045
R2 1.1066 1.1066 1.1041
R1 1.1049 1.1049 1.1037 1.1058
PP 1.1024 1.1024 1.1024 1.1028
S1 1.1007 1.1007 1.1029 1.1016
S2 1.0982 1.0982 1.1025
S3 1.0940 1.0965 1.1021
S4 1.0898 1.0923 1.1010
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1404 1.1355 1.1108
R3 1.1268 1.1219 1.1070
R2 1.1132 1.1132 1.1058
R1 1.1083 1.1083 1.1045 1.1108
PP 1.0996 1.0996 1.0996 1.1009
S1 1.0947 1.0947 1.1021 1.0972
S2 1.0860 1.0860 1.1008
S3 1.0724 1.0811 1.0996
S4 1.0588 1.0675 1.0958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1046 1.0910 0.0136 1.2% 0.0072 0.7% 90% False False 22
10 1.1087 1.0859 0.0228 2.1% 0.0079 0.7% 76% False False 34
20 1.1087 1.0675 0.0412 3.7% 0.0074 0.7% 87% False False 20
40 1.1087 1.0544 0.0543 4.9% 0.0066 0.6% 90% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Fibonacci Retracements and Extensions
4.250 1.1219
2.618 1.1150
1.618 1.1108
1.000 1.1082
0.618 1.1066
HIGH 1.1040
0.618 1.1024
0.500 1.1019
0.382 1.1014
LOW 1.0998
0.618 1.0972
1.000 1.0956
1.618 1.0930
2.618 1.0888
4.250 1.0820
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 1.1028 1.1015
PP 1.1024 1.0996
S1 1.1019 1.0978

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

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