CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 10-Nov-2020

Day Change Summary
	Previous	Current
	09-Nov-2020	10-Nov-2020	Change	Change %	Previous Week
Open	1.1166	1.0984	-0.0182	-1.6%	1.0940
High	1.1172	1.1011	-0.0161	-1.4%	1.1176
Low	1.0980	1.0941	-0.0039	-0.4%	1.0911
Close	1.1003	1.0971	-0.0032	-0.3%	1.1159
Range	0.0192	0.0070	-0.0122	-63.5%	0.0265
ATR	0.0078	0.0077	-0.0001	-0.7%	0.0000
Volume	72	465	393	545.8%	122

Daily Pivots for day following 10-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1184	1.1148	1.1010
R3	1.1114	1.1078	1.0990
R2	1.1044	1.1044	1.0984
R1	1.1008	1.1008	1.0977	1.0991
PP	1.0974	1.0974	1.0974	1.0966
S1	1.0938	1.0938	1.0965	1.0921
S2	1.0904	1.0904	1.0958
S3	1.0834	1.0868	1.0952
S4	1.0764	1.0798	1.0933

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1877	1.1783	1.1305
R3	1.1612	1.1518	1.1232
R2	1.1347	1.1347	1.1208
R1	1.1253	1.1253	1.1183	1.1300
PP	1.1082	1.1082	1.1082	1.1106
S1	1.0988	1.0988	1.1135	1.1035
S2	1.0817	1.0817	1.1110
S3	1.0552	1.0723	1.1086
S4	1.0287	1.0458	1.1013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1176	1.0920	0.0256	2.3%	0.0118	1.1%	20%	False	False	127
10	1.1176	1.0911	0.0265	2.4%	0.0089	0.8%	23%	False	False	67
20	1.1176	1.0911	0.0265	2.4%	0.0068	0.6%	23%	False	False	38
40	1.1176	1.0816	0.0360	3.3%	0.0065	0.6%	43%	False	False	22

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1309
2.618	1.1194
1.618	1.1124
1.000	1.1081
0.618	1.1054
HIGH	1.1011
0.618	1.0984
0.500	1.0976
0.382	1.0968
LOW	1.0941
0.618	1.0898
1.000	1.0871
1.618	1.0828
2.618	1.0758
4.250	1.0644

Fisher Pivots for day following 10-Nov-2020
Pivot	1 day	3 day
R1	1.0976	1.1059
PP	1.0974	1.1029
S1	1.0973	1.1000

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

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