CME Swiss Franc Future September 2020

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	1.0913	1.0974	0.0061	0.6%	1.0660
High	1.0984	1.1017	0.0033	0.3%	1.0880
Low	1.0899	1.0941	0.0042	0.4%	1.0645
Close	1.0957	1.1007	0.0050	0.5%	1.0858
Range	0.0085	0.0076	-0.0009	-10.6%	0.0235
ATR	0.0070	0.0070	0.0000	0.6%	0.0000
Volume	29,680	29,905	225	0.8%	102,698

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1216	1.1188	1.1049
R3	1.1140	1.1112	1.1028
R2	1.1064	1.1064	1.1021
R1	1.1036	1.1036	1.1014	1.1050
PP	1.0988	1.0988	1.0988	1.0996
S1	1.0960	1.0960	1.1000	1.0974
S2	1.0912	1.0912	1.0993
S3	1.0836	1.0884	1.0986
S4	1.0760	1.0808	1.0965

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1499	1.1414	1.0987
R3	1.1264	1.1179	1.0923
R2	1.1029	1.1029	1.0901
R1	1.0944	1.0944	1.0880	1.0987
PP	1.0794	1.0794	1.0794	1.0816
S1	1.0709	1.0709	1.0836	1.0752
S2	1.0559	1.0559	1.0815
S3	1.0324	1.0474	1.0793
S4	1.0089	1.0239	1.0729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1017	1.0814	0.0203	1.8%	0.0077	0.7%	95%	True	False	26,738
10	1.1017	1.0589	0.0428	3.9%	0.0074	0.7%	98%	True	False	23,518
20	1.1017	1.0579	0.0438	4.0%	0.0068	0.6%	98%	True	False	22,603
40	1.1017	1.0392	0.0625	5.7%	0.0072	0.7%	98%	True	False	19,591

Crabel Price Patterns
NR	True
NR4	False
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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1340
2.618	1.1216
1.618	1.1140
1.000	1.1093
0.618	1.1064
HIGH	1.1017
0.618	1.0988
0.500	1.0979
0.382	1.0970
LOW	1.0941
0.618	1.0894
1.000	1.0865
1.618	1.0818
2.618	1.0742
4.250	1.0618

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	1.0998	1.0983
PP	1.0988	1.0959
S1	1.0979	1.0935

Download as Excel Spreadsheet

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

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