CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 1.0917 1.0964 0.0047 0.4% 1.0871
High 1.0965 1.1062 0.0097 0.9% 1.1056
Low 1.0897 1.0954 0.0057 0.5% 1.0850
Close 1.0947 1.1020 0.0073 0.7% 1.0956
Range 0.0068 0.0108 0.0040 58.8% 0.0206
ATR 0.0077 0.0080 0.0003 3.5% 0.0000
Volume 23,709 29,788 6,079 25.6% 159,166
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1336 1.1286 1.1079
R3 1.1228 1.1178 1.1050
R2 1.1120 1.1120 1.1040
R1 1.1070 1.1070 1.1030 1.1095
PP 1.1012 1.1012 1.1012 1.1025
S1 1.0962 1.0962 1.1010 1.0987
S2 1.0904 1.0904 1.1000
S3 1.0796 1.0854 1.0990
S4 1.0688 1.0746 1.0961
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1572 1.1470 1.1069
R3 1.1366 1.1264 1.1013
R2 1.1160 1.1160 1.0994
R1 1.1058 1.1058 1.0975 1.1109
PP 1.0954 1.0954 1.0954 1.0980
S1 1.0852 1.0852 1.0937 1.0903
S2 1.0748 1.0748 1.0918
S3 1.0542 1.0646 1.0899
S4 1.0336 1.0440 1.0843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1062 1.0829 0.0233 2.1% 0.0101 0.9% 82% True False 31,496
10 1.1062 1.0770 0.0292 2.6% 0.0088 0.8% 86% True False 27,980
20 1.1062 1.0579 0.0483 4.4% 0.0076 0.7% 91% True False 24,695
40 1.1062 1.0497 0.0565 5.1% 0.0073 0.7% 93% True False 22,434
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1521
2.618 1.1345
1.618 1.1237
1.000 1.1170
0.618 1.1129
HIGH 1.1062
0.618 1.1021
0.500 1.1008
0.382 1.0995
LOW 1.0954
0.618 1.0887
1.000 1.0846
1.618 1.0779
2.618 1.0671
4.250 1.0495
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 1.1016 1.0995
PP 1.1012 1.0970
S1 1.1008 1.0946

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

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