CME Swiss Franc Future March 2021

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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

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