CME Swiss Franc Future September 2020

Trading Metrics calculated at close of trading on 04-Aug-2020

Day Change Summary
	Previous	Current
	03-Aug-2020	04-Aug-2020	Change	Change %	Previous Week
Open	1.0967	1.0917	-0.0050	-0.5%	1.0871
High	1.0967	1.0965	-0.0002	0.0%	1.1056
Low	1.0829	1.0897	0.0068	0.6%	1.0850
Close	1.0908	1.0947	0.0039	0.4%	1.0956
Range	0.0138	0.0068	-0.0070	-50.7%	0.0206
ATR	0.0078	0.0077	-0.0001	-0.9%	0.0000
Volume	29,312	23,709	-5,603	-19.1%	159,166

Daily Pivots for day following 04-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1140	1.1112	1.0984
R3	1.1072	1.1044	1.0966
R2	1.1004	1.1004	1.0959
R1	1.0976	1.0976	1.0953	1.0990
PP	1.0936	1.0936	1.0936	1.0944
S1	1.0908	1.0908	1.0941	1.0922
S2	1.0868	1.0868	1.0935
S3	1.0800	1.0840	1.0928
S4	1.0732	1.0772	1.0910

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%	0.0096	0.9%	52%	False	False	31,475
10	1.1056	1.0710	0.0346	3.2%	0.0084	0.8%	68%	False	False	27,212
20	1.1056	1.0579	0.0477	4.4%	0.0074	0.7%	77%	False	False	24,111
40	1.1056	1.0464	0.0592	5.4%	0.0073	0.7%	82%	False	False	21,850

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1254
2.618	1.1143
1.618	1.1075
1.000	1.1033
0.618	1.1007
HIGH	1.0965
0.618	1.0939
0.500	1.0931
0.382	1.0923
LOW	1.0897
0.618	1.0855
1.000	1.0829
1.618	1.0787
2.618	1.0719
4.250	1.0608

Fisher Pivots for day following 04-Aug-2020
Pivot	1 day	3 day
R1	1.0942	1.0946
PP	1.0936	1.0944
S1	1.0931	1.0943

Download as Excel Spreadsheet

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

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