CME Swiss Franc Future September 2020

Trading Metrics calculated at close of trading on 05-Aug-2020

Day Change Summary
	Previous	Current
	04-Aug-2020	05-Aug-2020	Change	Change %	Previous Week
Open	1.0917	1.0964	0.0047	0.4%	1.0871
High	1.0965	1.1062	0.0097	0.9%	1.1056
Low	1.0897	1.0954	0.0057	0.5%	1.0850
Close	1.0947	1.1020	0.0073	0.7%	1.0956
Range	0.0068	0.0108	0.0040	58.8%	0.0206
ATR	0.0077	0.0080	0.0003	3.5%	0.0000
Volume	23,709	29,788	6,079	25.6%	159,166

Daily Pivots for day following 05-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1336	1.1286	1.1079
R3	1.1228	1.1178	1.1050
R2	1.1120	1.1120	1.1040
R1	1.1070	1.1070	1.1030	1.1095
PP	1.1012	1.1012	1.1012	1.1025
S1	1.0962	1.0962	1.1010	1.0987
S2	1.0904	1.0904	1.1000
S3	1.0796	1.0854	1.0990
S4	1.0688	1.0746	1.0961

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	1.1062	1.0829	0.0233	2.1%	0.0101	0.9%	82%	True	False	31,496
10	1.1062	1.0770	0.0292	2.6%	0.0088	0.8%	86%	True	False	27,980
20	1.1062	1.0579	0.0483	4.4%	0.0076	0.7%	91%	True	False	24,695
40	1.1062	1.0497	0.0565	5.1%	0.0073	0.7%	93%	True	False	22,434

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1521
2.618	1.1345
1.618	1.1237
1.000	1.1170
0.618	1.1129
HIGH	1.1062
0.618	1.1021
0.500	1.1008
0.382	1.0995
LOW	1.0954
0.618	1.0887
1.000	1.0846
1.618	1.0779
2.618	1.0671
4.250	1.0495

Fisher Pivots for day following 05-Aug-2020
Pivot	1 day	3 day
R1	1.1016	1.0995
PP	1.1012	1.0970
S1	1.1008	1.0946

Download as Excel Spreadsheet

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

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