CME Swiss Franc Future September 2020

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	1.0822	1.0871	0.0049	0.5%	1.0660
High	1.0880	1.0924	0.0044	0.4%	1.0880
Low	1.0814	1.0850	0.0036	0.3%	1.0645
Close	1.0858	1.0881	0.0023	0.2%	1.0858
Range	0.0066	0.0074	0.0008	12.1%	0.0235
ATR	0.0067	0.0067	0.0001	0.8%	0.0000
Volume	19,293	28,624	9,331	48.4%	102,698

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1107	1.1068	1.0922
R3	1.1033	1.0994	1.0901
R2	1.0959	1.0959	1.0895
R1	1.0920	1.0920	1.0888	1.0940
PP	1.0885	1.0885	1.0885	1.0895
S1	1.0846	1.0846	1.0874	1.0866
S2	1.0811	1.0811	1.0867
S3	1.0737	1.0772	1.0861
S4	1.0663	1.0698	1.0840

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	1.0924	1.0658	0.0266	2.4%	0.0072	0.7%	84%	True	False	22,125
10	1.0924	1.0579	0.0345	3.2%	0.0069	0.6%	88%	True	False	21,366
20	1.0924	1.0513	0.0411	3.8%	0.0067	0.6%	90%	True	False	21,708
40	1.0924	1.0392	0.0532	4.9%	0.0070	0.6%	92%	True	False	17,466

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1239
2.618	1.1118
1.618	1.1044
1.000	1.0998
0.618	1.0970
HIGH	1.0924
0.618	1.0896
0.500	1.0887
0.382	1.0878
LOW	1.0850
0.618	1.0804
1.000	1.0776
1.618	1.0730
2.618	1.0656
4.250	1.0536

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	1.0887	1.0870
PP	1.0885	1.0858
S1	1.0883	1.0847

Download as Excel Spreadsheet

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

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