CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 1.1028 1.0991 -0.0037 -0.3% 1.0998
High 1.1033 1.1042 0.0009 0.1% 1.1116
Low 1.0979 1.0971 -0.0008 -0.1% 1.0990
Close 1.0988 1.1033 0.0045 0.4% 1.1084
Range 0.0054 0.0071 0.0017 31.5% 0.0126
ATR 0.0080 0.0079 -0.0001 -0.8% 0.0000
Volume 948 847 -101 -10.7% 644
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1228 1.1202 1.1072
R3 1.1157 1.1131 1.1053
R2 1.1086 1.1086 1.1046
R1 1.1060 1.1060 1.1040 1.1073
PP 1.1015 1.1015 1.1015 1.1022
S1 1.0989 1.0989 1.1026 1.1002
S2 1.0944 1.0944 1.1020
S3 1.0873 1.0918 1.1013
S4 1.0802 1.0847 1.0994
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1441 1.1389 1.1153
R3 1.1315 1.1263 1.1119
R2 1.1189 1.1189 1.1107
R1 1.1137 1.1137 1.1096 1.1163
PP 1.1063 1.1063 1.1063 1.1077
S1 1.1011 1.1011 1.1072 1.1037
S2 1.0937 1.0937 1.1061
S3 1.0811 1.0885 1.1049
S4 1.0685 1.0759 1.1015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1145 1.0971 0.0174 1.6% 0.0081 0.7% 36% False True 529
10 1.1145 1.0971 0.0174 1.6% 0.0078 0.7% 36% False True 307
20 1.1145 1.0910 0.0235 2.1% 0.0080 0.7% 52% False False 177
40 1.1145 1.0608 0.0537 4.9% 0.0075 0.7% 79% False False 95
60 1.1145 1.0535 0.0610 5.5% 0.0069 0.6% 82% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1344
2.618 1.1228
1.618 1.1157
1.000 1.1113
0.618 1.1086
HIGH 1.1042
0.618 1.1015
0.500 1.1007
0.382 1.0998
LOW 1.0971
0.618 1.0927
1.000 1.0900
1.618 1.0856
2.618 1.0785
4.250 1.0669
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 1.1024 1.1058
PP 1.1015 1.1049
S1 1.1007 1.1041

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

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