CME Swiss Franc Future December 2020

Trading Metrics calculated at close of trading on 28-Aug-2020

Day Change Summary
	Previous	Current
	27-Aug-2020	28-Aug-2020	Change	Change %	Previous Week
Open	1.1045	1.1030	-0.0015	-0.1%	1.0998
High	1.1098	1.1116	0.0018	0.2%	1.1116
Low	1.0995	1.1023	0.0028	0.3%	1.0990
Close	1.1039	1.1084	0.0045	0.4%	1.1084
Range	0.0103	0.0093	-0.0010	-9.7%	0.0126
ATR	0.0079	0.0080	0.0001	1.3%	0.0000
Volume	181	268	87	48.1%	644

Daily Pivots for day following 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1353	1.1312	1.1135
R3	1.1260	1.1219	1.1110
R2	1.1167	1.1167	1.1101
R1	1.1126	1.1126	1.1093	1.1147
PP	1.1074	1.1074	1.1074	1.1085
S1	1.1033	1.1033	1.1075	1.1054
S2	1.0981	1.0981	1.1067
S3	1.0888	1.0940	1.1058
S4	1.0795	1.0847	1.1033

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	1.1116	1.0990	0.0126	1.1%	0.0075	0.7%	75%	True	False	128
10	1.1135	1.0951	0.0184	1.7%	0.0086	0.8%	72%	False	False	100
20	1.1135	1.0859	0.0276	2.5%	0.0083	0.7%	82%	False	False	67
40	1.1135	1.0608	0.0527	4.8%	0.0074	0.7%	90%	False	False	37

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1511
2.618	1.1359
1.618	1.1266
1.000	1.1209
0.618	1.1173
HIGH	1.1116
0.618	1.1080
0.500	1.1070
0.382	1.1059
LOW	1.1023
0.618	1.0966
1.000	1.0930
1.618	1.0873
2.618	1.0780
4.250	1.0628

Fisher Pivots for day following 28-Aug-2020
Pivot	1 day	3 day
R1	1.1079	1.1075
PP	1.1074	1.1065
S1	1.1070	1.1056

Download as Excel Spreadsheet

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

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