CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 1.0978 1.0921 -0.0057 -0.5% 1.1097
High 1.0995 1.0996 0.0001 0.0% 1.1145
Low 1.0901 1.0912 0.0011 0.1% 1.0945
Close 1.0932 1.0989 0.0057 0.5% 1.0994
Range 0.0094 0.0084 -0.0010 -10.6% 0.0200
ATR 0.0081 0.0081 0.0000 0.3% 0.0000
Volume 9,650 28,199 18,549 192.2% 5,278
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1218 1.1187 1.1035
R3 1.1134 1.1103 1.1012
R2 1.1050 1.1050 1.1004
R1 1.1019 1.1019 1.0997 1.1035
PP 1.0966 1.0966 1.0966 1.0973
S1 1.0935 1.0935 1.0981 1.0951
S2 1.0882 1.0882 1.0974
S3 1.0798 1.0851 1.0966
S4 1.0714 1.0767 1.0943
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1628 1.1511 1.1104
R3 1.1428 1.1311 1.1049
R2 1.1228 1.1228 1.1031
R1 1.1111 1.1111 1.1012 1.1070
PP 1.1028 1.1028 1.1028 1.1007
S1 1.0911 1.0911 1.0976 1.0870
S2 1.0828 1.0828 1.0957
S3 1.0628 1.0711 1.0939
S4 1.0428 1.0511 1.0884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1042 1.0901 0.0141 1.3% 0.0078 0.7% 62% False False 8,508
10 1.1145 1.0901 0.0244 2.2% 0.0083 0.8% 36% False False 4,363
20 1.1145 1.0901 0.0244 2.2% 0.0082 0.7% 36% False False 2,208
40 1.1145 1.0608 0.0537 4.9% 0.0078 0.7% 71% False False 1,113
60 1.1145 1.0544 0.0601 5.5% 0.0070 0.6% 74% False False 744
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1353
2.618 1.1216
1.618 1.1132
1.000 1.1080
0.618 1.1048
HIGH 1.0996
0.618 1.0964
0.500 1.0954
0.382 1.0944
LOW 1.0912
0.618 1.0860
1.000 1.0828
1.618 1.0776
2.618 1.0692
4.250 1.0555
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 1.0977 1.0982
PP 1.0966 1.0974
S1 1.0954 1.0967

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

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