CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 13-Oct-2020

Day Change Summary
	Previous	Current
	12-Oct-2020	13-Oct-2020	Change	Change %	Previous Week
Open	1.1040	1.1017	-0.0023	-0.2%	1.0949
High	1.1051	1.1051	0.0000	0.0%	1.1047
Low	1.1010	1.0979	-0.0031	-0.3%	1.0923
Close	1.1047	1.0984	-0.0063	-0.6%	1.1040
Range	0.0041	0.0072	0.0031	75.6%	0.0124
ATR	0.0060	0.0060	0.0001	1.5%	0.0000
Volume	3	2	-1	-33.3%	22

Daily Pivots for day following 13-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1221	1.1174	1.1024
R3	1.1149	1.1102	1.1004
R2	1.1077	1.1077	1.0997
R1	1.1030	1.1030	1.0991	1.1018
PP	1.1005	1.1005	1.1005	1.0998
S1	1.0958	1.0958	1.0977	1.0946
S2	1.0933	1.0933	1.0971
S3	1.0861	1.0886	1.0964
S4	1.0789	1.0814	1.0944

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1375	1.1332	1.1108
R3	1.1251	1.1208	1.1074
R2	1.1127	1.1127	1.1063
R1	1.1084	1.1084	1.1051	1.1106
PP	1.1003	1.1003	1.1003	1.1014
S1	1.0960	1.0960	1.1029	1.0982
S2	1.0879	1.0879	1.1017
S3	1.0755	1.0836	1.1006
S4	1.0631	1.0712	1.0972

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1051	1.0927	0.0124	1.1%	0.0055	0.5%	46%	True	False	3
10	1.1051	1.0877	0.0174	1.6%	0.0057	0.5%	61%	True	False	3
20	1.1104	1.0816	0.0288	2.6%	0.0061	0.6%	58%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1357
2.618	1.1239
1.618	1.1167
1.000	1.1123
0.618	1.1095
HIGH	1.1051
0.618	1.1023
0.500	1.1015
0.382	1.1007
LOW	1.0979
0.618	1.0935
1.000	1.0907
1.618	1.0863
2.618	1.0791
4.250	1.0673

Fisher Pivots for day following 13-Oct-2020
Pivot	1 day	3 day
R1	1.1015	1.1002
PP	1.1005	1.0996
S1	1.0994	1.0990

Download as Excel Spreadsheet

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

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