CME Swiss Franc Future December 2020

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	1.0933	1.1032	0.0099	0.9%	1.0959
High	1.1029	1.1046	0.0017	0.2%	1.1087
Low	1.0910	1.1004	0.0094	0.9%	1.0859
Close	1.1001	1.1017	0.0016	0.1%	1.0987
Range	0.0119	0.0042	-0.0077	-64.7%	0.0228
ATR	0.0078	0.0076	-0.0002	-3.0%	0.0000
Volume	27	10	-17	-63.0%	229

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1148	1.1125	1.1040
R3	1.1106	1.1083	1.1029
R2	1.1064	1.1064	1.1025
R1	1.1041	1.1041	1.1021	1.1032
PP	1.1022	1.1022	1.1022	1.1018
S1	1.0999	1.0999	1.1013	1.0990
S2	1.0980	1.0980	1.1009
S3	1.0938	1.0957	1.1005
S4	1.0896	1.0915	1.0994

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	1.1046	1.0910	0.0136	1.2%	0.0079	0.7%	79%	True	False	29
10	1.1087	1.0859	0.0228	2.1%	0.0086	0.8%	69%	False	False	35
20	1.1087	1.0619	0.0468	4.2%	0.0076	0.7%	85%	False	False	19
40	1.1087	1.0544	0.0543	4.9%	0.0066	0.6%	87%	False	False	12

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.1225
2.618	1.1156
1.618	1.1114
1.000	1.1088
0.618	1.1072
HIGH	1.1046
0.618	1.1030
0.500	1.1025
0.382	1.1020
LOW	1.1004
0.618	1.0978
1.000	1.0962
1.618	1.0936
2.618	1.0894
4.250	1.0826

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	1.1025	1.1004
PP	1.1022	1.0991
S1	1.1020	1.0978

Download as Excel Spreadsheet

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

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