CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 1.1031 1.1038 0.0007 0.1% 1.0977
High 1.1040 1.1084 0.0044 0.4% 1.1046
Low 1.0998 1.1031 0.0033 0.3% 1.0910
Close 1.1033 1.1070 0.0037 0.3% 1.1033
Range 0.0042 0.0053 0.0011 26.2% 0.0136
ATR 0.0073 0.0072 -0.0001 -2.0% 0.0000
Volume 5 70 65 1,300.0% 112
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1221 1.1198 1.1099
R3 1.1168 1.1145 1.1085
R2 1.1115 1.1115 1.1080
R1 1.1092 1.1092 1.1075 1.1104
PP 1.1062 1.1062 1.1062 1.1067
S1 1.1039 1.1039 1.1065 1.1051
S2 1.1009 1.1009 1.1060
S3 1.0956 1.0986 1.1055
S4 1.0903 1.0933 1.1041
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 1.1084 1.0910 0.0174 1.6% 0.0068 0.6% 92% True False 27
10 1.1087 1.0910 0.0177 1.6% 0.0071 0.6% 90% False False 32
20 1.1087 1.0687 0.0400 3.6% 0.0075 0.7% 96% False False 23
40 1.1087 1.0544 0.0543 4.9% 0.0067 0.6% 97% False False 14
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1309
2.618 1.1223
1.618 1.1170
1.000 1.1137
0.618 1.1117
HIGH 1.1084
0.618 1.1064
0.500 1.1058
0.382 1.1051
LOW 1.1031
0.618 1.0998
1.000 1.0978
1.618 1.0945
2.618 1.0892
4.250 1.0806
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 1.1066 1.1060
PP 1.1062 1.1051
S1 1.1058 1.1041

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

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