CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 1.0991 1.1028 0.0037 0.3% 1.1097
High 1.1042 1.1032 -0.0010 -0.1% 1.1145
Low 1.0971 1.0945 -0.0026 -0.2% 1.0945
Close 1.1033 1.0994 -0.0039 -0.4% 1.0994
Range 0.0071 0.0087 0.0016 22.5% 0.0200
ATR 0.0079 0.0080 0.0001 0.8% 0.0000
Volume 847 2,897 2,050 242.0% 5,278
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1251 1.1210 1.1042
R3 1.1164 1.1123 1.1018
R2 1.1077 1.1077 1.1010
R1 1.1036 1.1036 1.1002 1.1013
PP 1.0990 1.0990 1.0990 1.0979
S1 1.0949 1.0949 1.0986 1.0926
S2 1.0903 1.0903 1.0978
S3 1.0816 1.0862 1.0970
S4 1.0729 1.0775 1.0946
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1628 1.1511 1.1104
R3 1.1428 1.1311 1.1049
R2 1.1228 1.1228 1.1031
R1 1.1111 1.1111 1.1012 1.1070
PP 1.1028 1.1028 1.1028 1.1007
S1 1.0911 1.0911 1.0976 1.0870
S2 1.0828 1.0828 1.0957
S3 1.0628 1.0711 1.0939
S4 1.0428 1.0511 1.0884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1145 1.0945 0.0200 1.8% 0.0080 0.7% 25% False True 1,055
10 1.1145 1.0945 0.0200 1.8% 0.0078 0.7% 25% False True 592
20 1.1145 1.0910 0.0235 2.1% 0.0081 0.7% 36% False False 319
40 1.1145 1.0608 0.0537 4.9% 0.0076 0.7% 72% False False 168
60 1.1145 1.0535 0.0610 5.5% 0.0069 0.6% 75% False False 114
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1402
2.618 1.1260
1.618 1.1173
1.000 1.1119
0.618 1.1086
HIGH 1.1032
0.618 1.0999
0.500 1.0989
0.382 1.0978
LOW 1.0945
0.618 1.0891
1.000 1.0858
1.618 1.0804
2.618 1.0717
4.250 1.0575
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 1.0992 1.0994
PP 1.0990 1.0994
S1 1.0989 1.0994

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

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