CME Swiss Franc Future December 2020

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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

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