CME Swiss Franc Future December 2020

Trading Metrics calculated at close of trading on 18-Aug-2020

Day Change Summary
	Previous	Current
	17-Aug-2020	18-Aug-2020	Change	Change %	Previous Week
Open	1.1038	1.1088	0.0050	0.5%	1.0977
High	1.1084	1.1135	0.0051	0.5%	1.1046
Low	1.1031	1.1065	0.0034	0.3%	1.0910
Close	1.1070	1.1112	0.0042	0.4%	1.1033
Range	0.0053	0.0070	0.0017	32.1%	0.0136
ATR	0.0072	0.0072	0.0000	-0.2%	0.0000
Volume	70	17	-53	-75.7%	112

Daily Pivots for day following 18-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1314	1.1283	1.1151
R3	1.1244	1.1213	1.1131
R2	1.1174	1.1174	1.1125
R1	1.1143	1.1143	1.1118	1.1159
PP	1.1104	1.1104	1.1104	1.1112
S1	1.1073	1.1073	1.1106	1.1089
S2	1.1034	1.1034	1.1099
S3	1.0964	1.1003	1.1093
S4	1.0894	1.0933	1.1074

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	1.1135	1.0910	0.0225	2.0%	0.0065	0.6%	90%	True	False	25
10	1.1135	1.0910	0.0225	2.0%	0.0072	0.6%	90%	True	False	31
20	1.1135	1.0739	0.0396	3.6%	0.0074	0.7%	94%	True	False	24
40	1.1135	1.0544	0.0591	5.3%	0.0067	0.6%	96%	True	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1433
2.618	1.1318
1.618	1.1248
1.000	1.1205
0.618	1.1178
HIGH	1.1135
0.618	1.1108
0.500	1.1100
0.382	1.1092
LOW	1.1065
0.618	1.1022
1.000	1.0995
1.618	1.0952
2.618	1.0882
4.250	1.0768

Fisher Pivots for day following 18-Aug-2020
Pivot	1 day	3 day
R1	1.1108	1.1097
PP	1.1104	1.1082
S1	1.1100	1.1067

Download as Excel Spreadsheet

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

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