CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 1.0992 1.1015 0.0023 0.2% 1.0978
High 1.1081 1.1044 -0.0037 -0.3% 1.1081
Low 1.0989 1.1012 0.0023 0.2% 1.0901
Close 1.1021 1.1024 0.0003 0.0% 1.1024
Range 0.0092 0.0032 -0.0060 -65.2% 0.0180
ATR 0.0082 0.0078 -0.0004 -4.4% 0.0000
Volume 33,953 14,733 -19,220 -56.6% 86,535
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1123 1.1105 1.1042
R3 1.1091 1.1073 1.1033
R2 1.1059 1.1059 1.1030
R1 1.1041 1.1041 1.1027 1.1050
PP 1.1027 1.1027 1.1027 1.1031
S1 1.1009 1.1009 1.1021 1.1018
S2 1.0995 1.0995 1.1018
S3 1.0963 1.0977 1.1015
S4 1.0931 1.0945 1.1006
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1542 1.1463 1.1123
R3 1.1362 1.1283 1.1074
R2 1.1182 1.1182 1.1057
R1 1.1103 1.1103 1.1041 1.1143
PP 1.1002 1.1002 1.1002 1.1022
S1 1.0923 1.0923 1.1008 1.0963
S2 1.0822 1.0822 1.0991
S3 1.0642 1.0743 1.0975
S4 1.0462 1.0563 1.0925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1081 1.0901 0.0180 1.6% 0.0078 0.7% 68% False False 17,886
10 1.1145 1.0901 0.0244 2.2% 0.0080 0.7% 50% False False 9,208
20 1.1145 1.0901 0.0244 2.2% 0.0080 0.7% 50% False False 4,641
40 1.1145 1.0619 0.0526 4.8% 0.0078 0.7% 77% False False 2,330
60 1.1145 1.0544 0.0601 5.5% 0.0071 0.6% 80% False False 1,555
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1.1180
2.618 1.1128
1.618 1.1096
1.000 1.1076
0.618 1.1064
HIGH 1.1044
0.618 1.1032
0.500 1.1028
0.382 1.1024
LOW 1.1012
0.618 1.0992
1.000 1.0980
1.618 1.0960
2.618 1.0928
4.250 1.0876
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 1.1028 1.1015
PP 1.1027 1.1006
S1 1.1025 1.0997

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

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