CME Swiss Franc Future December 2020

Trading Metrics calculated at close of trading on 10-Aug-2020

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	1.0997	1.0977	-0.0020	-0.2%	1.0959
High	1.1036	1.0999	-0.0037	-0.3%	1.1087
Low	1.0959	1.0927	-0.0032	-0.3%	1.0859
Close	1.0987	1.0963	-0.0024	-0.2%	1.0987
Range	0.0077	0.0072	-0.0005	-6.5%	0.0228
ATR	0.0075	0.0074	0.0000	-0.3%	0.0000
Volume	42	46	4	9.5%	229

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1179	1.1143	1.1003
R3	1.1107	1.1071	1.0983
R2	1.1035	1.1035	1.0976
R1	1.0999	1.0999	1.0970	1.0981
PP	1.0963	1.0963	1.0963	1.0954
S1	1.0927	1.0927	1.0956	1.0909
S2	1.0891	1.0891	1.0950
S3	1.0819	1.0855	1.0943
S4	1.0747	1.0783	1.0923

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1662	1.1552	1.1112
R3	1.1434	1.1324	1.1050
R2	1.1206	1.1206	1.1029
R1	1.1096	1.1096	1.1008	1.1151
PP	1.0978	1.0978	1.0978	1.1005
S1	1.0868	1.0868	1.0966	1.0923
S2	1.0750	1.0750	1.0945
S3	1.0522	1.0640	1.0924
S4	1.0294	1.0412	1.0862

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1087	1.0925	0.0162	1.5%	0.0075	0.7%	23%	False	False	37
10	1.1087	1.0859	0.0228	2.1%	0.0085	0.8%	46%	False	False	31
20	1.1087	1.0608	0.0479	4.4%	0.0073	0.7%	74%	False	False	17
40	1.1087	1.0544	0.0543	5.0%	0.0063	0.6%	77%	False	False	11

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1305
2.618	1.1187
1.618	1.1115
1.000	1.1071
0.618	1.1043
HIGH	1.0999
0.618	1.0971
0.500	1.0963
0.382	1.0955
LOW	1.0927
0.618	1.0883
1.000	1.0855
1.618	1.0811
2.618	1.0739
4.250	1.0621

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	1.0963	1.0998
PP	1.0963	1.0986
S1	1.0963	1.0975

Download as Excel Spreadsheet

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

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