CME Swiss Franc Future September 2020

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

Day Change Summary
	Previous	Current
	27-Jul-2020	28-Jul-2020	Change	Change %	Previous Week
Open	1.0871	1.0884	0.0013	0.1%	1.0660
High	1.0924	1.0938	0.0014	0.1%	1.0880
Low	1.0850	1.0852	0.0002	0.0%	1.0645
Close	1.0881	1.0915	0.0034	0.3%	1.0858
Range	0.0074	0.0086	0.0012	16.2%	0.0235
ATR	0.0067	0.0069	0.0001	2.0%	0.0000
Volume	28,624	26,188	-2,436	-8.5%	102,698

Daily Pivots for day following 28-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1160	1.1123	1.0962
R3	1.1074	1.1037	1.0939
R2	1.0988	1.0988	1.0931
R1	1.0951	1.0951	1.0923	1.0970
PP	1.0902	1.0902	1.0902	1.0911
S1	1.0865	1.0865	1.0907	1.0884
S2	1.0816	1.0816	1.0899
S3	1.0730	1.0779	1.0891
S4	1.0644	1.0693	1.0868

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	1.0938	1.0710	0.0228	2.1%	0.0072	0.7%	90%	True	False	22,949
10	1.0938	1.0579	0.0359	3.3%	0.0072	0.7%	94%	True	False	21,943
20	1.0938	1.0513	0.0425	3.9%	0.0066	0.6%	95%	True	False	21,944
40	1.0938	1.0392	0.0546	5.0%	0.0071	0.7%	96%	True	False	18,117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1304
2.618	1.1163
1.618	1.1077
1.000	1.1024
0.618	1.0991
HIGH	1.0938
0.618	1.0905
0.500	1.0895
0.382	1.0885
LOW	1.0852
0.618	1.0799
1.000	1.0766
1.618	1.0713
2.618	1.0627
4.250	1.0487

Fisher Pivots for day following 28-Jul-2020
Pivot	1 day	3 day
R1	1.0908	1.0902
PP	1.0902	1.0889
S1	1.0895	1.0876

Download as Excel Spreadsheet

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

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