CME Swiss Franc Future September 2020

Trading Metrics calculated at close of trading on 15-Jul-2020

Day Change Summary
	Previous	Current
	14-Jul-2020	15-Jul-2020	Change	Change %	Previous Week
Open	1.0642	1.0662	0.0020	0.2%	1.0604
High	1.0681	1.0691	0.0010	0.1%	1.0701
Low	1.0631	1.0591	-0.0040	-0.4%	1.0581
Close	1.0667	1.0595	-0.0072	-0.7%	1.0641
Range	0.0050	0.0100	0.0050	100.0%	0.0120
ATR	0.0064	0.0067	0.0003	3.9%	0.0000
Volume	20,418	23,544	3,126	15.3%	114,921

Daily Pivots for day following 15-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0926	1.0860	1.0650
R3	1.0826	1.0760	1.0623
R2	1.0726	1.0726	1.0613
R1	1.0660	1.0660	1.0604	1.0643
PP	1.0626	1.0626	1.0626	1.0617
S1	1.0560	1.0560	1.0586	1.0543
S2	1.0526	1.0526	1.0577
S3	1.0426	1.0460	1.0568
S4	1.0326	1.0360	1.0540

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1001	1.0941	1.0707
R3	1.0881	1.0821	1.0674
R2	1.0761	1.0761	1.0663
R1	1.0701	1.0701	1.0652	1.0731
PP	1.0641	1.0641	1.0641	1.0656
S1	1.0581	1.0581	1.0630	1.0611
S2	1.0521	1.0521	1.0619
S3	1.0401	1.0461	1.0608
S4	1.0281	1.0341	1.0575

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0701	1.0591	0.0110	1.0%	0.0062	0.6%	4%	False	True	22,173
10	1.0701	1.0556	0.0145	1.4%	0.0063	0.6%	27%	False	False	21,714
20	1.0701	1.0513	0.0188	1.8%	0.0062	0.6%	44%	False	False	19,602
40	1.0701	1.0305	0.0396	3.7%	0.0070	0.7%	73%	False	False	13,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.1116
2.618	1.0953
1.618	1.0853
1.000	1.0791
0.618	1.0753
HIGH	1.0691
0.618	1.0653
0.500	1.0641
0.382	1.0629
LOW	1.0591
0.618	1.0529
1.000	1.0491
1.618	1.0429
2.618	1.0329
4.250	1.0166

Fisher Pivots for day following 15-Jul-2020
Pivot	1 day	3 day
R1	1.0641	1.0641
PP	1.0626	1.0626
S1	1.0610	1.0610

Download as Excel Spreadsheet

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

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