CME Swiss Franc Future December 2020

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	1.1111	1.0964	-0.0147	-1.3%	1.0977
High	1.1123	1.1057	-0.0066	-0.6%	1.1046
Low	1.0960	1.0951	-0.0009	-0.1%	1.0910
Close	1.0980	1.1042	0.0062	0.6%	1.1033
Range	0.0163	0.0106	-0.0057	-35.0%	0.0136
ATR	0.0078	0.0080	0.0002	2.5%	0.0000
Volume	55	169	114	207.3%	112

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1335	1.1294	1.1100
R3	1.1229	1.1188	1.1071
R2	1.1123	1.1123	1.1061
R1	1.1082	1.1082	1.1052	1.1103
PP	1.1017	1.1017	1.1017	1.1027
S1	1.0976	1.0976	1.1032	1.0997
S2	1.0911	1.0911	1.1023
S3	1.0805	1.0870	1.1013
S4	1.0699	1.0764	1.0984

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	1.0951	0.0184	1.7%	0.0087	0.8%	49%	False	True	63
10	1.1135	1.0910	0.0225	2.0%	0.0083	0.7%	59%	False	False	46
20	1.1135	1.0843	0.0292	2.6%	0.0082	0.7%	68%	False	False	35
40	1.1135	1.0544	0.0591	5.4%	0.0070	0.6%	84%	False	False	20

Crabel Price Patterns
NR	True
NR4	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1508
2.618	1.1335
1.618	1.1229
1.000	1.1163
0.618	1.1123
HIGH	1.1057
0.618	1.1017
0.500	1.1004
0.382	1.0991
LOW	1.0951
0.618	1.0885
1.000	1.0845
1.618	1.0779
2.618	1.0673
4.250	1.0501

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	1.1029	1.1043
PP	1.1017	1.1043
S1	1.1004	1.1042

Download as Excel Spreadsheet

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

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