CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 1.1068 1.1045 -0.0023 -0.2% 1.1036
High 1.1107 1.1081 -0.0026 -0.2% 1.1117
Low 1.1062 1.1040 -0.0022 -0.2% 1.0959
Close 1.1068 1.1066 -0.0002 0.0% 1.1101
Range 0.0045 0.0041 -0.0004 -8.9% 0.0158
ATR 0.0056 0.0055 -0.0001 -2.0% 0.0000
Volume 0 5 5 94
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1185 1.1167 1.1089
R3 1.1144 1.1126 1.1077
R2 1.1103 1.1103 1.1074
R1 1.1085 1.1085 1.1070 1.1094
PP 1.1062 1.1062 1.1062 1.1067
S1 1.1044 1.1044 1.1062 1.1053
S2 1.1021 1.1021 1.1058
S3 1.0980 1.1003 1.1055
S4 1.0939 1.0962 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 1.1040 0.0077 0.7% 0.0042 0.4% 34% False True 3
10 1.1117 1.0959 0.0158 1.4% 0.0048 0.4% 68% False False 10
20 1.1117 1.0877 0.0240 2.2% 0.0053 0.5% 79% False 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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1255
2.618 1.1188
1.618 1.1147
1.000 1.1122
0.618 1.1106
HIGH 1.1081
0.618 1.1065
0.500 1.1061
0.382 1.1056
LOW 1.1040
0.618 1.1015
1.000 1.0999
1.618 1.0974
2.618 1.0933
4.250 1.0866
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 1.1064 1.1077
PP 1.1062 1.1073
S1 1.1061 1.1070

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

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