CME Swiss Franc Future December 2020

Trading Metrics calculated at close of trading on 23-Jun-2020

Day Change Summary
	Previous	Current
	22-Jun-2020	23-Jun-2020	Change	Change %	Previous Week
Open	1.0609	1.0645	0.0036	0.3%	1.0605
High	1.0615	1.0665	0.0050	0.5%	1.0623
Low	1.0553	1.0590	0.0037	0.4%	1.0553
Close	1.0609	1.0645	0.0036	0.3%	1.0562
Range	0.0062	0.0075	0.0013	21.0%	0.0070
ATR
Volume

Daily Pivots for day following 23-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0858	1.0827	1.0686
R3	1.0783	1.0752	1.0666
R2	1.0708	1.0708	1.0659
R1	1.0677	1.0677	1.0652	1.0683
PP	1.0633	1.0633	1.0633	1.0636
S1	1.0602	1.0602	1.0638	1.0608
S2	1.0558	1.0558	1.0631
S3	1.0483	1.0527	1.0624
S4	1.0408	1.0452	1.0604

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0789	1.0746	1.0601
R3	1.0719	1.0676	1.0581
R2	1.0649	1.0649	1.0575
R1	1.0606	1.0606	1.0568	1.0593
PP	1.0579	1.0579	1.0579	1.0573
S1	1.0536	1.0536	1.0556	1.0523
S2	1.0509	1.0509	1.0549
S3	1.0439	1.0466	1.0543
S4	1.0369	1.0396	1.0524

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0665	1.0553	0.0112	1.1%	0.0052	0.5%	82%	True	False	1
10	1.0705	1.0535	0.0170	1.6%	0.0055	0.5%	65%	False	False	8

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	0.0011
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0984
2.618	1.0861
1.618	1.0786
1.000	1.0740
0.618	1.0711
HIGH	1.0665
0.618	1.0636
0.500	1.0628
0.382	1.0619
LOW	1.0590
0.618	1.0544
1.000	1.0515
1.618	1.0469
2.618	1.0394
4.250	1.0271

Fisher Pivots for day following 23-Jun-2020
Pivot	1 day	3 day
R1	1.0639	1.0633
PP	1.0633	1.0621
S1	1.0628	1.0609

Download as Excel Spreadsheet

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

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