CME Swiss Franc Future September 2020

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Trading Metrics calculated at close of trading on 13-Jul-2020
Day Change Summary Previous Current 10-Jul-2020 13-Jul-2020 Change Change % Previous Week Open 1.0655 1.0653 -0.0002 0.0% 1.0604 High 1.0675 1.0666 -0.0009 -0.1% 1.0701 Low 1.0622 1.0616 -0.0006 -0.1% 1.0581 Close 1.0641 1.0641 0.0000 0.0% 1.0641 Range 0.0053 0.0050 -0.0003 -5.7% 0.0120 ATR 0.0067 0.0066 -0.0001 -1.8% 0.0000 Volume 21,895 20,526 -1,369 -6.3% 114,921
Daily Pivots for day following 13-Jul-2020 Classic Woodie Camarilla DeMark R4 1.0791 1.0766 1.0669 R3 1.0741 1.0716 1.0655 R2 1.0691 1.0691 1.0650 R1 1.0666 1.0666 1.0646 1.0654 PP 1.0641 1.0641 1.0641 1.0635 S1 1.0616 1.0616 1.0636 1.0604 S2 1.0591 1.0591 1.0632 S3 1.0541 1.0566 1.0627 S4 1.0491 1.0516 1.0614	Weekly Pivots for week ending 10-Jul-2020 Classic Woodie Camarilla DeMark R4 1.1001 1.0941 1.0707 R3 1.0881 1.0821 1.0674 R2 1.0761 1.0761 1.0663 R1 1.0701 1.0701 1.0652 1.0731 PP 1.0641 1.0641 1.0641 1.0656 S1 1.0581 1.0581 1.0630 1.0611 S2 1.0521 1.0521 1.0619 S3 1.0401 1.0461 1.0608 S4 1.0281 1.0341 1.0575
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0701 1.0599 0.0102 1.0% 0.0056 0.5% 41% False False 20,963 10 1.0701 1.0513 0.0188 1.8% 0.0065 0.6% 68% False False 22,051 20 1.0701 1.0503 0.0198 1.9% 0.0062 0.6% 70% False False 19,594 40 1.0701 1.0284 0.0417 3.9% 0.0070 0.7% 86% False False 12,151
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0020 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1.0879 2.618 1.0797 1.618 1.0747 1.000 1.0716 0.618 1.0697 HIGH 1.0666 0.618 1.0647 0.500 1.0641 0.382 1.0635 LOW 1.0616 0.618 1.0585 1.000 1.0566 1.618 1.0535 2.618 1.0485 4.250 1.0404
Fisher Pivots for day following 13-Jul-2020 Pivot 1 day 3 day R1 1.0641 1.0659 PP 1.0641 1.0653 S1 1.0641 1.0647

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