CME Swiss Franc Future September 2020

Trading Metrics calculated at close of trading on 31-Jul-2020

Day Change Summary
	Previous	Current
	30-Jul-2020	31-Jul-2020	Change	Change %	Previous Week
Open	1.0974	1.1014	0.0040	0.4%	1.0871
High	1.1017	1.1056	0.0039	0.4%	1.1056
Low	1.0941	1.0943	0.0002	0.0%	1.0850
Close	1.1007	1.0956	-0.0051	-0.5%	1.0956
Range	0.0076	0.0113	0.0037	48.7%	0.0206
ATR	0.0070	0.0073	0.0003	4.4%	0.0000
Volume	29,905	44,769	14,864	49.7%	159,166

Daily Pivots for day following 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1324	1.1253	1.1018
R3	1.1211	1.1140	1.0987
R2	1.1098	1.1098	1.0977
R1	1.1027	1.1027	1.0966	1.1006
PP	1.0985	1.0985	1.0985	1.0975
S1	1.0914	1.0914	1.0946	1.0893
S2	1.0872	1.0872	1.0935
S3	1.0759	1.0801	1.0925
S4	1.0646	1.0688	1.0894

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1572	1.1470	1.1069
R3	1.1366	1.1264	1.1013
R2	1.1160	1.1160	1.0994
R1	1.1058	1.1058	1.0975	1.1109
PP	1.0954	1.0954	1.0954	1.0980
S1	1.0852	1.0852	1.0937	1.0903
S2	1.0748	1.0748	1.0918
S3	1.0542	1.0646	1.0899
S4	1.0336	1.0440	1.0843

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1056	1.0850	0.0206	1.9%	0.0087	0.8%	51%	True	False	31,833
10	1.1056	1.0645	0.0411	3.8%	0.0076	0.7%	76%	True	False	26,186
20	1.1056	1.0579	0.0477	4.4%	0.0071	0.6%	79%	True	False	23,982
40	1.1056	1.0392	0.0664	6.1%	0.0073	0.7%	85%	True	False	20,685

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1.1536
2.618	1.1352
1.618	1.1239
1.000	1.1169
0.618	1.1126
HIGH	1.1056
0.618	1.1013
0.500	1.1000
0.382	1.0986
LOW	1.0943
0.618	1.0873
1.000	1.0830
1.618	1.0760
2.618	1.0647
4.250	1.0463

Fisher Pivots for day following 31-Jul-2020
Pivot	1 day	3 day
R1	1.1000	1.0978
PP	1.0985	1.0970
S1	1.0971	1.0963

Download as Excel Spreadsheet

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

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