CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 21-Oct-2020

Day Change Summary
	Previous	Current
	20-Oct-2020	21-Oct-2020	Change	Change %	Previous Week
Open	1.1078	1.1088	0.0010	0.1%	1.1040
High	1.1086	1.1117	0.0031	0.3%	1.1051
Low	1.1026	1.1074	0.0048	0.4%	1.0963
Close	1.1078	1.1103	0.0025	0.2%	1.0975
Range	0.0060	0.0043	-0.0017	-28.3%	0.0088
ATR	0.0059	0.0058	-0.0001	-1.9%	0.0000
Volume	77	8	-69	-89.6%	7

Daily Pivots for day following 21-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1227	1.1208	1.1127
R3	1.1184	1.1165	1.1115
R2	1.1141	1.1141	1.1111
R1	1.1122	1.1122	1.1107	1.1132
PP	1.1098	1.1098	1.1098	1.1103
S1	1.1079	1.1079	1.1099	1.1089
S2	1.1055	1.1055	1.1095
S3	1.1012	1.1036	1.1091
S4	1.0969	1.0993	1.1079

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	1.1117	1.0959	0.0158	1.4%	0.0052	0.5%	91%	True	False	17
10	1.1117	1.0927	0.0190	1.7%	0.0056	0.5%	93%	True	False	10
20	1.1117	1.0816	0.0301	2.7%	0.0056	0.5%	95%	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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1300
2.618	1.1230
1.618	1.1187
1.000	1.1160
0.618	1.1144
HIGH	1.1117
0.618	1.1101
0.500	1.1096
0.382	1.1090
LOW	1.1074
0.618	1.1047
1.000	1.1031
1.618	1.1004
2.618	1.0961
4.250	1.0891

Fisher Pivots for day following 21-Oct-2020
Pivot	1 day	3 day
R1	1.1101	1.1081
PP	1.1098	1.1060
S1	1.1096	1.1038

Download as Excel Spreadsheet

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

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