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

Download as Excel Spreadsheet

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

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