CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 1.1077 1.1112 0.0035 0.3% 1.1036
High 1.1077 1.1114 0.0037 0.3% 1.1117
Low 1.1061 1.1047 -0.0014 -0.1% 1.0959
Close 1.1069 1.1101 0.0032 0.3% 1.1101
Range 0.0016 0.0067 0.0051 318.8% 0.0158
ATR 0.0057 0.0057 0.0001 1.3% 0.0000
Volume 4 2 -2 -50.0% 94
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1288 1.1262 1.1138
R3 1.1221 1.1195 1.1119
R2 1.1154 1.1154 1.1113
R1 1.1128 1.1128 1.1107 1.1108
PP 1.1087 1.1087 1.1087 1.1077
S1 1.1061 1.1061 1.1095 1.1041
S2 1.1020 1.1020 1.1089
S3 1.0953 1.0994 1.1083
S4 1.0886 1.0927 1.1064
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1533 1.1475 1.1188
R3 1.1375 1.1317 1.1144
R2 1.1217 1.1217 1.1130
R1 1.1159 1.1159 1.1115 1.1188
PP 1.1059 1.1059 1.1059 1.1074
S1 1.1001 1.1001 1.1087 1.1030
S2 1.0901 1.0901 1.1072
S3 1.0743 1.0843 1.1058
S4 1.0585 1.0685 1.1014
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% 0.0054 0.5% 90% False False 18
10 1.1117 1.0959 0.0158 1.4% 0.0051 0.5% 90% False False 10
20 1.1117 1.0816 0.0301 2.7% 0.0055 0.5% 95% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1399
2.618 1.1289
1.618 1.1222
1.000 1.1181
0.618 1.1155
HIGH 1.1114
0.618 1.1088
0.500 1.1081
0.382 1.1073
LOW 1.1047
0.618 1.1006
1.000 1.0980
1.618 1.0939
2.618 1.0872
4.250 1.0762
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 1.1094 1.1095
PP 1.1087 1.1088
S1 1.1081 1.1082

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

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