CME Swiss Franc Future December 2020

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	1.1032	1.1031	-0.0001	0.0%	1.0977
High	1.1046	1.1040	-0.0006	-0.1%	1.1046
Low	1.1004	1.0998	-0.0006	-0.1%	1.0910
Close	1.1017	1.1033	0.0016	0.1%	1.1033
Range	0.0042	0.0042	0.0000	0.0%	0.0136
ATR	0.0076	0.0073	-0.0002	-3.2%	0.0000
Volume	10	5	-5	-50.0%	112

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1150	1.1133	1.1056
R3	1.1108	1.1091	1.1045
R2	1.1066	1.1066	1.1041
R1	1.1049	1.1049	1.1037	1.1058
PP	1.1024	1.1024	1.1024	1.1028
S1	1.1007	1.1007	1.1029	1.1016
S2	1.0982	1.0982	1.1025
S3	1.0940	1.0965	1.1021
S4	1.0898	1.0923	1.1010

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1404	1.1355	1.1108
R3	1.1268	1.1219	1.1070
R2	1.1132	1.1132	1.1058
R1	1.1083	1.1083	1.1045	1.1108
PP	1.0996	1.0996	1.0996	1.1009
S1	1.0947	1.0947	1.1021	1.0972
S2	1.0860	1.0860	1.1008
S3	1.0724	1.0811	1.0996
S4	1.0588	1.0675	1.0958

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%	0.0072	0.7%	90%	False	False	22
10	1.1087	1.0859	0.0228	2.1%	0.0079	0.7%	76%	False	False	34
20	1.1087	1.0675	0.0412	3.7%	0.0074	0.7%	87%	False	False	20
40	1.1087	1.0544	0.0543	4.9%	0.0066	0.6%	90%	False	False	12

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

Fibonacci Retracements and Extensions
4.250	1.1219
2.618	1.1150
1.618	1.1108
1.000	1.1082
0.618	1.1066
HIGH	1.1040
0.618	1.1024
0.500	1.1019
0.382	1.1014
LOW	1.0998
0.618	1.0972
1.000	1.0956
1.618	1.0930
2.618	1.0888
4.250	1.0820

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	1.1028	1.1015
PP	1.1024	1.0996
S1	1.1019	1.0978

Download as Excel Spreadsheet

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

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