CME Swiss Franc Future March 2021

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Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary Previous Current 27-Oct-2020 28-Oct-2020 Change Change % Previous Week Open 1.1045 1.1013 -0.0032 -0.3% 1.1036 High 1.1081 1.1037 -0.0044 -0.4% 1.1117 Low 1.1040 1.1005 -0.0035 -0.3% 1.0959 Close 1.1066 1.1037 -0.0029 -0.3% 1.1101 Range 0.0041 0.0032 -0.0009 -22.0% 0.0158 ATR 0.0055 0.0056 0.0000 0.7% 0.0000 Volume 5 10 5 100.0% 94
Daily Pivots for day following 28-Oct-2020 Classic Woodie Camarilla DeMark R4 1.1122 1.1112 1.1055 R3 1.1090 1.1080 1.1046 R2 1.1058 1.1058 1.1043 R1 1.1048 1.1048 1.1040 1.1053 PP 1.1026 1.1026 1.1026 1.1029 S1 1.1016 1.1016 1.1034 1.1021 S2 1.0994 1.0994 1.1031 S3 1.0962 1.0984 1.1028 S4 1.0930 1.0952 1.1019	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 1.1114 1.1005 0.0109 1.0% 0.0040 0.4% 29% False True 4 10 1.1117 1.0959 0.0158 1.4% 0.0046 0.4% 49% False False 10 20 1.1117 1.0902 0.0215 1.9% 0.0050 0.5% 63% False False 7
Crabel Price Patterns NR True NR4 True 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 4 trading days	Fibonacci Retracements and Extensions 4.250 1.1173 2.618 1.1121 1.618 1.1089 1.000 1.1069 0.618 1.1057 HIGH 1.1037 0.618 1.1025 0.500 1.1021 0.382 1.1017 LOW 1.1005 0.618 1.0985 1.000 1.0973 1.618 1.0953 2.618 1.0921 4.250 1.0869
Fisher Pivots for day following 28-Oct-2020 Pivot 1 day 3 day R1 1.1032 1.1056 PP 1.1026 1.1050 S1 1.1021 1.1043

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