CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 1.1097 1.1093 -0.0004 0.0% 1.0998
High 1.1145 1.1144 -0.0001 0.0% 1.1116
Low 1.1080 1.1020 -0.0060 -0.5% 1.0990
Close 1.1104 1.1028 -0.0076 -0.7% 1.1084
Range 0.0065 0.0124 0.0059 90.8% 0.0126
ATR 0.0079 0.0082 0.0003 4.1% 0.0000
Volume 222 364 142 64.0% 644
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1436 1.1356 1.1096
R3 1.1312 1.1232 1.1062
R2 1.1188 1.1188 1.1051
R1 1.1108 1.1108 1.1039 1.1086
PP 1.1064 1.1064 1.1064 1.1053
S1 1.0984 1.0984 1.1017 1.0962
S2 1.0940 1.0940 1.1005
S3 1.0816 1.0860 1.0994
S4 1.0692 1.0736 1.0960
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1441 1.1389 1.1153
R3 1.1315 1.1263 1.1119
R2 1.1189 1.1189 1.1107
R1 1.1137 1.1137 1.1096 1.1163
PP 1.1063 1.1063 1.1063 1.1077
S1 1.1011 1.1011 1.1072 1.1037
S2 1.0937 1.0937 1.1061
S3 1.0811 1.0885 1.1049
S4 1.0685 1.0759 1.1015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1145 1.0995 0.0150 1.4% 0.0088 0.8% 22% False False 218
10 1.1145 1.0951 0.0194 1.8% 0.0093 0.8% 40% False False 150
20 1.1145 1.0910 0.0235 2.1% 0.0082 0.7% 50% False False 91
40 1.1145 1.0608 0.0537 4.9% 0.0075 0.7% 78% False False 51
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 0.0022
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1671
2.618 1.1469
1.618 1.1345
1.000 1.1268
0.618 1.1221
HIGH 1.1144
0.618 1.1097
0.500 1.1082
0.382 1.1067
LOW 1.1020
0.618 1.0943
1.000 1.0896
1.618 1.0819
2.618 1.0695
4.250 1.0493
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 1.1082 1.1083
PP 1.1064 1.1064
S1 1.1046 1.1046

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

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