CME Swiss Franc Future December 2020

Trading Metrics calculated at close of trading on 27-Aug-2020

Day Change Summary
	Previous	Current
	26-Aug-2020	27-Aug-2020	Change	Change %	Previous Week
Open	1.1034	1.1045	0.0011	0.1%	1.1038
High	1.1055	1.1098	0.0043	0.4%	1.1135
Low	1.0999	1.0995	-0.0004	0.0%	1.0951
Close	1.1039	1.1039	0.0000	0.0%	1.0996
Range	0.0056	0.0103	0.0047	83.9%	0.0184
ATR	0.0077	0.0079	0.0002	2.4%	0.0000
Volume	58	181	123	212.1%	363

Daily Pivots for day following 27-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1353	1.1299	1.1096
R3	1.1250	1.1196	1.1067
R2	1.1147	1.1147	1.1058
R1	1.1093	1.1093	1.1048	1.1069
PP	1.1044	1.1044	1.1044	1.1032
S1	1.0990	1.0990	1.1030	1.0966
S2	1.0941	1.0941	1.1020
S3	1.0838	1.0887	1.1011
S4	1.0735	1.0784	1.0982

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	1.1098	1.0977	0.0121	1.1%	0.0075	0.7%	51%	True	False	85
10	1.1135	1.0951	0.0184	1.7%	0.0081	0.7%	48%	False	False	74
20	1.1135	1.0859	0.0276	2.5%	0.0083	0.8%	65%	False	False	55
40	1.1135	1.0608	0.0527	4.8%	0.0073	0.7%	82%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1536
2.618	1.1368
1.618	1.1265
1.000	1.1201
0.618	1.1162
HIGH	1.1098
0.618	1.1059
0.500	1.1047
0.382	1.1034
LOW	1.0995
0.618	1.0931
1.000	1.0892
1.618	1.0828
2.618	1.0725
4.250	1.0557

Fisher Pivots for day following 27-Aug-2020
Pivot	1 day	3 day
R1	1.1047	1.1046
PP	1.1044	1.1043
S1	1.1042	1.1041

Download as Excel Spreadsheet

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

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