CME Swiss Franc Future December 2020

Trading Metrics calculated at close of trading on 24-Aug-2020

Day Change Summary
	Previous	Current
	21-Aug-2020	24-Aug-2020	Change	Change %	Previous Week
Open	1.1051	1.0998	-0.0053	-0.5%	1.1038
High	1.1069	1.1053	-0.0016	-0.1%	1.1135
Low	1.0977	1.0990	0.0013	0.1%	1.0951
Close	1.0996	1.1007	0.0011	0.1%	1.0996
Range	0.0092	0.0063	-0.0029	-31.5%	0.0184
ATR	0.0081	0.0080	-0.0001	-1.6%	0.0000
Volume	52	13	-39	-75.0%	363

Daily Pivots for day following 24-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1206	1.1169	1.1042
R3	1.1143	1.1106	1.1024
R2	1.1080	1.1080	1.1019
R1	1.1043	1.1043	1.1013	1.1062
PP	1.1017	1.1017	1.1017	1.1026
S1	1.0980	1.0980	1.1001	1.0999
S2	1.0954	1.0954	1.0995
S3	1.0891	1.0917	1.0990
S4	1.0828	1.0854	1.0972

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1579	1.1472	1.1097
R3	1.1395	1.1288	1.1047
R2	1.1211	1.1211	1.1030
R1	1.1104	1.1104	1.1013	1.1066
PP	1.1027	1.1027	1.1027	1.1008
S1	1.0920	1.0920	1.0979	1.0882
S2	1.0843	1.0843	1.0962
S3	1.0659	1.0736	1.0945
S4	1.0475	1.0552	1.0895

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%	0.0099	0.9%	30%	False	False	61
10	1.1135	1.0910	0.0225	2.0%	0.0083	0.8%	43%	False	False	44
20	1.1135	1.0859	0.0276	2.5%	0.0084	0.8%	54%	False	False	37
40	1.1135	1.0544	0.0591	5.4%	0.0073	0.7%	78%	False	False	21

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1321
2.618	1.1218
1.618	1.1155
1.000	1.1116
0.618	1.1092
HIGH	1.1053
0.618	1.1029
0.500	1.1022
0.382	1.1014
LOW	1.0990
0.618	1.0951
1.000	1.0927
1.618	1.0888
2.618	1.0825
4.250	1.0722

Fisher Pivots for day following 24-Aug-2020
Pivot	1 day	3 day
R1	1.1022	1.1010
PP	1.1017	1.1009
S1	1.1012	1.1008

Download as Excel Spreadsheet

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

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