CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 1.1088 1.1111 0.0023 0.2% 1.0977
High 1.1135 1.1123 -0.0012 -0.1% 1.1046
Low 1.1065 1.0960 -0.0105 -0.9% 1.0910
Close 1.1112 1.0980 -0.0132 -1.2% 1.1033
Range 0.0070 0.0163 0.0093 132.9% 0.0136
ATR 0.0072 0.0078 0.0007 9.1% 0.0000
Volume 17 55 38 223.5% 112
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1510 1.1408 1.1070
R3 1.1347 1.1245 1.1025
R2 1.1184 1.1184 1.1010
R1 1.1082 1.1082 1.0995 1.1052
PP 1.1021 1.1021 1.1021 1.1006
S1 1.0919 1.0919 1.0965 1.0889
S2 1.0858 1.0858 1.0950
S3 1.0695 1.0756 1.0935
S4 1.0532 1.0593 1.0890
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 1.1135 1.0960 0.0175 1.6% 0.0074 0.7% 11% False True 31
10 1.1135 1.0910 0.0225 2.0% 0.0080 0.7% 31% False False 30
20 1.1135 1.0799 0.0336 3.1% 0.0079 0.7% 54% False False 26
40 1.1135 1.0544 0.0591 5.4% 0.0069 0.6% 74% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 1.1816
2.618 1.1550
1.618 1.1387
1.000 1.1286
0.618 1.1224
HIGH 1.1123
0.618 1.1061
0.500 1.1042
0.382 1.1022
LOW 1.0960
0.618 1.0859
1.000 1.0797
1.618 1.0696
2.618 1.0533
4.250 1.0267
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 1.1042 1.1048
PP 1.1021 1.1025
S1 1.1001 1.1003

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

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