CME Swiss Franc Future December 2020

Trading Metrics calculated at close of trading on 26-Aug-2020

Day Change Summary
	Previous	Current
	25-Aug-2020	26-Aug-2020	Change	Change %	Previous Week
Open	1.1020	1.1034	0.0014	0.1%	1.1038
High	1.1053	1.1055	0.0002	0.0%	1.1135
Low	1.0993	1.0999	0.0006	0.1%	1.0951
Close	1.1050	1.1039	-0.0011	-0.1%	1.0996
Range	0.0060	0.0056	-0.0004	-6.7%	0.0184
ATR	0.0078	0.0077	-0.0002	-2.0%	0.0000
Volume	124	58	-66	-53.2%	363

Daily Pivots for day following 26-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1199	1.1175	1.1070
R3	1.1143	1.1119	1.1054
R2	1.1087	1.1087	1.1049
R1	1.1063	1.1063	1.1044	1.1075
PP	1.1031	1.1031	1.1031	1.1037
S1	1.1007	1.1007	1.1034	1.1019
S2	1.0975	1.0975	1.1029
S3	1.0919	1.0951	1.1024
S4	1.0863	1.0895	1.1008

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	1.1069	1.0951	0.0118	1.1%	0.0075	0.7%	75%	False	False	83
10	1.1135	1.0951	0.0184	1.7%	0.0075	0.7%	48%	False	False	57
20	1.1135	1.0859	0.0276	2.5%	0.0082	0.7%	65%	False	False	46
40	1.1135	1.0587	0.0548	5.0%	0.0071	0.6%	82%	False	False	26

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1293
2.618	1.1202
1.618	1.1146
1.000	1.1111
0.618	1.1090
HIGH	1.1055
0.618	1.1034
0.500	1.1027
0.382	1.1020
LOW	1.0999
0.618	1.0964
1.000	1.0943
1.618	1.0908
2.618	1.0852
4.250	1.0761

Fisher Pivots for day following 26-Aug-2020
Pivot	1 day	3 day
R1	1.1035	1.1034
PP	1.1031	1.1028
S1	1.1027	1.1023

Download as Excel Spreadsheet

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

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