CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 1.0997 1.0977 -0.0020 -0.2% 1.0959
High 1.1036 1.0999 -0.0037 -0.3% 1.1087
Low 1.0959 1.0927 -0.0032 -0.3% 1.0859
Close 1.0987 1.0963 -0.0024 -0.2% 1.0987
Range 0.0077 0.0072 -0.0005 -6.5% 0.0228
ATR 0.0075 0.0074 0.0000 -0.3% 0.0000
Volume 42 46 4 9.5% 229
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1179 1.1143 1.1003
R3 1.1107 1.1071 1.0983
R2 1.1035 1.1035 1.0976
R1 1.0999 1.0999 1.0970 1.0981
PP 1.0963 1.0963 1.0963 1.0954
S1 1.0927 1.0927 1.0956 1.0909
S2 1.0891 1.0891 1.0950
S3 1.0819 1.0855 1.0943
S4 1.0747 1.0783 1.0923
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1662 1.1552 1.1112
R3 1.1434 1.1324 1.1050
R2 1.1206 1.1206 1.1029
R1 1.1096 1.1096 1.1008 1.1151
PP 1.0978 1.0978 1.0978 1.1005
S1 1.0868 1.0868 1.0966 1.0923
S2 1.0750 1.0750 1.0945
S3 1.0522 1.0640 1.0924
S4 1.0294 1.0412 1.0862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1087 1.0925 0.0162 1.5% 0.0075 0.7% 23% False False 37
10 1.1087 1.0859 0.0228 2.1% 0.0085 0.8% 46% False False 31
20 1.1087 1.0608 0.0479 4.4% 0.0073 0.7% 74% False False 17
40 1.1087 1.0544 0.0543 5.0% 0.0063 0.6% 77% False False 11
Crabel Price Patterns
NR True
NR4 True
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 0.0024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1305
2.618 1.1187
1.618 1.1115
1.000 1.1071
0.618 1.1043
HIGH 1.0999
0.618 1.0971
0.500 1.0963
0.382 1.0955
LOW 1.0927
0.618 1.0883
1.000 1.0855
1.618 1.0811
2.618 1.0739
4.250 1.0621
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 1.0963 1.0998
PP 1.0963 1.0986
S1 1.0963 1.0975

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

View Archives - Comment on this page... - Back to Index of Symbols