CME Swiss Franc Future September 2020

Trading Metrics calculated at close of trading on 03-Aug-2020

Day Change Summary
	Previous	Current
	31-Jul-2020	03-Aug-2020	Change	Change %	Previous Week
Open	1.1014	1.0967	-0.0047	-0.4%	1.0871
High	1.1056	1.0967	-0.0089	-0.8%	1.1056
Low	1.0943	1.0829	-0.0114	-1.0%	1.0850
Close	1.0956	1.0908	-0.0048	-0.4%	1.0956
Range	0.0113	0.0138	0.0025	22.1%	0.0206
ATR	0.0073	0.0078	0.0005	6.3%	0.0000
Volume	44,769	29,312	-15,457	-34.5%	159,166

Daily Pivots for day following 03-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1315	1.1250	1.0984
R3	1.1177	1.1112	1.0946
R2	1.1039	1.1039	1.0933
R1	1.0974	1.0974	1.0921	1.0938
PP	1.0901	1.0901	1.0901	1.0883
S1	1.0836	1.0836	1.0895	1.0800
S2	1.0763	1.0763	1.0883
S3	1.0625	1.0698	1.0870
S4	1.0487	1.0560	1.0832

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	1.0829	0.0227	2.1%	0.0100	0.9%	35%	False	True	31,970
10	1.1056	1.0658	0.0398	3.6%	0.0086	0.8%	63%	False	False	27,048
20	1.1056	1.0579	0.0477	4.4%	0.0073	0.7%	69%	False	False	23,916
40	1.1056	1.0405	0.0651	6.0%	0.0074	0.7%	77%	False	False	21,354

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	0.0020
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	1.1554
2.618	1.1328
1.618	1.1190
1.000	1.1105
0.618	1.1052
HIGH	1.0967
0.618	1.0914
0.500	1.0898
0.382	1.0882
LOW	1.0829
0.618	1.0744
1.000	1.0691
1.618	1.0606
2.618	1.0468
4.250	1.0243

Fisher Pivots for day following 03-Aug-2020
Pivot	1 day	3 day
R1	1.0905	1.0943
PP	1.0901	1.0931
S1	1.0898	1.0920

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

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