CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 19-Oct-2020

Day Change Summary
	Previous	Current
	16-Oct-2020	19-Oct-2020	Change	Change %	Previous Week
Open	1.0975	1.1036	0.0061	0.6%	1.1040
High	1.1005	1.1043	0.0038	0.3%	1.1051
Low	1.0963	1.0959	-0.0004	0.0%	1.0963
Close	1.0975	1.1036	0.0061	0.6%	1.0975
Range	0.0042	0.0084	0.0042	100.0%	0.0088
ATR	0.0057	0.0059	0.0002	3.4%	0.0000
Volume	0	3	3		7

Daily Pivots for day following 19-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1265	1.1234	1.1082
R3	1.1181	1.1150	1.1059
R2	1.1097	1.1097	1.1051
R1	1.1066	1.1066	1.1044	1.1078
PP	1.1013	1.1013	1.1013	1.1019
S1	1.0982	1.0982	1.1028	1.0994
S2	1.0929	1.0929	1.1021
S3	1.0845	1.0898	1.1013
S4	1.0761	1.0814	1.0990

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1260	1.1206	1.1023
R3	1.1172	1.1118	1.0999
R2	1.1084	1.1084	1.0991
R1	1.1030	1.1030	1.0983	1.1013
PP	1.0996	1.0996	1.0996	1.0988
S1	1.0942	1.0942	1.0967	1.0925
S2	1.0908	1.0908	1.0959
S3	1.0820	1.0854	1.0951
S4	1.0732	1.0766	1.0927

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1051	1.0959	0.0092	0.8%	0.0057	0.5%	84%	False	True	1
10	1.1051	1.0927	0.0124	1.1%	0.0054	0.5%	88%	False	False	2
20	1.1051	1.0816	0.0235	2.1%	0.0058	0.5%	94%	False	False	3

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	0.0012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1400
2.618	1.1263
1.618	1.1179
1.000	1.1127
0.618	1.1095
HIGH	1.1043
0.618	1.1011
0.500	1.1001
0.382	1.0991
LOW	1.0959
0.618	1.0907
1.000	1.0875
1.618	1.0823
2.618	1.0739
4.250	1.0602

Fisher Pivots for day following 19-Oct-2020
Pivot	1 day	3 day
R1	1.1024	1.1024
PP	1.1013	1.1013
S1	1.1001	1.1001

Download as Excel Spreadsheet

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

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