CME Swiss Franc Future September 2020

Trading Metrics calculated at close of trading on 08-Jul-2020

Day Change Summary
	Previous	Current
	07-Jul-2020	08-Jul-2020	Change	Change %	Previous Week
Open	1.0637	1.0631	-0.0006	-0.1%	1.0574
High	1.0651	1.0694	0.0043	0.4%	1.0631
Low	1.0599	1.0622	0.0023	0.2%	1.0513
Close	1.0637	1.0683	0.0046	0.4%	1.0590
Range	0.0052	0.0072	0.0020	38.5%	0.0118
ATR	0.0069	0.0069	0.0000	0.4%	0.0000
Volume	19,820	18,091	-1,729	-8.7%	85,070

Daily Pivots for day following 08-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0882	1.0855	1.0723
R3	1.0810	1.0783	1.0703
R2	1.0738	1.0738	1.0696
R1	1.0711	1.0711	1.0690	1.0725
PP	1.0666	1.0666	1.0666	1.0673
S1	1.0639	1.0639	1.0676	1.0653
S2	1.0594	1.0594	1.0670
S3	1.0522	1.0567	1.0663
S4	1.0450	1.0495	1.0643

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0932	1.0879	1.0655
R3	1.0814	1.0761	1.0622
R2	1.0696	1.0696	1.0612
R1	1.0643	1.0643	1.0601	1.0670
PP	1.0578	1.0578	1.0578	1.0591
S1	1.0525	1.0525	1.0579	1.0552
S2	1.0460	1.0460	1.0568
S3	1.0342	1.0407	1.0558
S4	1.0224	1.0289	1.0525

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0694	1.0556	0.0138	1.3%	0.0064	0.6%	92%	True	False	21,255
10	1.0694	1.0513	0.0181	1.7%	0.0063	0.6%	94%	True	False	20,317
20	1.0695	1.0497	0.0198	1.9%	0.0070	0.7%	94%	False	False	20,173

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1000
2.618	1.0882
1.618	1.0810
1.000	1.0766
0.618	1.0738
HIGH	1.0694
0.618	1.0666
0.500	1.0658
0.382	1.0650
LOW	1.0622
0.618	1.0578
1.000	1.0550
1.618	1.0506
2.618	1.0434
4.250	1.0316

Fisher Pivots for day following 08-Jul-2020
Pivot	1 day	3 day
R1	1.0675	1.0668
PP	1.0666	1.0653
S1	1.0658	1.0638

Download as Excel Spreadsheet

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

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