CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 26-Oct-2020

Day Change Summary
	Previous	Current
	23-Oct-2020	26-Oct-2020	Change	Change %	Previous Week
Open	1.1112	1.1068	-0.0044	-0.4%	1.1036
High	1.1114	1.1107	-0.0007	-0.1%	1.1117
Low	1.1047	1.1062	0.0015	0.1%	1.0959
Close	1.1101	1.1068	-0.0033	-0.3%	1.1101
Range	0.0067	0.0045	-0.0022	-32.8%	0.0158
ATR	0.0057	0.0056	-0.0001	-1.5%	0.0000
Volume	2	0	-2	-100.0%	94

Daily Pivots for day following 26-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1214	1.1186	1.1093
R3	1.1169	1.1141	1.1080
R2	1.1124	1.1124	1.1076
R1	1.1096	1.1096	1.1072	1.1091
PP	1.1079	1.1079	1.1079	1.1076
S1	1.1051	1.1051	1.1064	1.1046
S2	1.1034	1.1034	1.1060
S3	1.0989	1.1006	1.1056
S4	1.0944	1.0961	1.1043

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	1.1026	0.0091	0.8%	0.0046	0.4%	46%	False	False	18
10	1.1117	1.0959	0.0158	1.4%	0.0051	0.5%	69%	False	False	9
20	1.1117	1.0869	0.0248	2.2%	0.0054	0.5%	80%	False	False	6

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1298
2.618	1.1225
1.618	1.1180
1.000	1.1152
0.618	1.1135
HIGH	1.1107
0.618	1.1090
0.500	1.1085
0.382	1.1079
LOW	1.1062
0.618	1.1034
1.000	1.1017
1.618	1.0989
2.618	1.0944
4.250	1.0871

Fisher Pivots for day following 26-Oct-2020
Pivot	1 day	3 day
R1	1.1085	1.1081
PP	1.1079	1.1076
S1	1.1074	1.1072

Download as Excel Spreadsheet

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

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