CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 1.1038 1.1088 0.0050 0.5% 1.0977
High 1.1084 1.1135 0.0051 0.5% 1.1046
Low 1.1031 1.1065 0.0034 0.3% 1.0910
Close 1.1070 1.1112 0.0042 0.4% 1.1033
Range 0.0053 0.0070 0.0017 32.1% 0.0136
ATR 0.0072 0.0072 0.0000 -0.2% 0.0000
Volume 70 17 -53 -75.7% 112
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1314 1.1283 1.1151
R3 1.1244 1.1213 1.1131
R2 1.1174 1.1174 1.1125
R1 1.1143 1.1143 1.1118 1.1159
PP 1.1104 1.1104 1.1104 1.1112
S1 1.1073 1.1073 1.1106 1.1089
S2 1.1034 1.1034 1.1099
S3 1.0964 1.1003 1.1093
S4 1.0894 1.0933 1.1074
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1404 1.1355 1.1108
R3 1.1268 1.1219 1.1070
R2 1.1132 1.1132 1.1058
R1 1.1083 1.1083 1.1045 1.1108
PP 1.0996 1.0996 1.0996 1.1009
S1 1.0947 1.0947 1.1021 1.0972
S2 1.0860 1.0860 1.1008
S3 1.0724 1.0811 1.0996
S4 1.0588 1.0675 1.0958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1135 1.0910 0.0225 2.0% 0.0065 0.6% 90% True False 25
10 1.1135 1.0910 0.0225 2.0% 0.0072 0.6% 90% True False 31
20 1.1135 1.0739 0.0396 3.6% 0.0074 0.7% 94% True False 24
40 1.1135 1.0544 0.0591 5.3% 0.0067 0.6% 96% True False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1433
2.618 1.1318
1.618 1.1248
1.000 1.1205
0.618 1.1178
HIGH 1.1135
0.618 1.1108
0.500 1.1100
0.382 1.1092
LOW 1.1065
0.618 1.1022
1.000 1.0995
1.618 1.0952
2.618 1.0882
4.250 1.0768
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 1.1108 1.1097
PP 1.1104 1.1082
S1 1.1100 1.1067

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

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