CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 1.1036 1.1078 0.0042 0.4% 1.1040
High 1.1043 1.1086 0.0043 0.4% 1.1051
Low 1.0959 1.1026 0.0067 0.6% 1.0963
Close 1.1036 1.1078 0.0042 0.4% 1.0975
Range 0.0084 0.0060 -0.0024 -28.6% 0.0088
ATR 0.0059 0.0059 0.0000 0.2% 0.0000
Volume 3 77 74 2,466.7% 7
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1243 1.1221 1.1111
R3 1.1183 1.1161 1.1095
R2 1.1123 1.1123 1.1089
R1 1.1101 1.1101 1.1084 1.1108
PP 1.1063 1.1063 1.1063 1.1067
S1 1.1041 1.1041 1.1073 1.1048
S2 1.1003 1.1003 1.1067
S3 1.0943 1.0981 1.1062
S4 1.0883 1.0921 1.1045
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 1.1086 1.0959 0.0127 1.1% 0.0054 0.5% 94% True False 16
10 1.1086 1.0927 0.0159 1.4% 0.0055 0.5% 95% True False 9
20 1.1086 1.0816 0.0270 2.4% 0.0057 0.5% 97% True False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1341
2.618 1.1243
1.618 1.1183
1.000 1.1146
0.618 1.1123
HIGH 1.1086
0.618 1.1063
0.500 1.1056
0.382 1.1049
LOW 1.1026
0.618 1.0989
1.000 1.0966
1.618 1.0929
2.618 1.0869
4.250 1.0771
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 1.1071 1.1060
PP 1.1063 1.1041
S1 1.1056 1.1023

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

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