CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 1.0984 1.0966 -0.0018 -0.2% 1.0940
High 1.1011 1.0982 -0.0029 -0.3% 1.1176
Low 1.0941 1.0922 -0.0019 -0.2% 1.0911
Close 1.0971 1.0943 -0.0028 -0.3% 1.1159
Range 0.0070 0.0060 -0.0010 -14.3% 0.0265
ATR 0.0077 0.0076 -0.0001 -1.6% 0.0000
Volume 465 231 -234 -50.3% 122
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1129 1.1096 1.0976
R3 1.1069 1.1036 1.0960
R2 1.1009 1.1009 1.0954
R1 1.0976 1.0976 1.0949 1.0963
PP 1.0949 1.0949 1.0949 1.0942
S1 1.0916 1.0916 1.0938 1.0903
S2 1.0889 1.0889 1.0932
S3 1.0829 1.0856 1.0927
S4 1.0769 1.0796 1.0910
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 1.0922 0.0254 2.3% 0.0105 1.0% 8% False True 172
10 1.1176 1.0911 0.0265 2.4% 0.0091 0.8% 12% False False 89
20 1.1176 1.0911 0.0265 2.4% 0.0069 0.6% 12% False False 50
40 1.1176 1.0816 0.0360 3.3% 0.0065 0.6% 35% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1237
2.618 1.1139
1.618 1.1079
1.000 1.1042
0.618 1.1019
HIGH 1.0982
0.618 1.0959
0.500 1.0952
0.382 1.0945
LOW 1.0922
0.618 1.0885
1.000 1.0862
1.618 1.0825
2.618 1.0765
4.250 1.0667
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 1.0952 1.1047
PP 1.0949 1.1012
S1 1.0946 1.0978

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

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