CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 1.0950 1.0982 0.0032 0.3% 1.1166
High 1.0991 1.0998 0.0007 0.1% 1.1172
Low 1.0950 1.0960 0.0010 0.1% 1.0922
Close 1.0973 1.0991 0.0018 0.2% 1.0991
Range 0.0041 0.0038 -0.0003 -7.3% 0.0250
ATR 0.0074 0.0071 -0.0003 -3.5% 0.0000
Volume 34 6 -28 -82.4% 808
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1097 1.1082 1.1012
R3 1.1059 1.1044 1.1001
R2 1.1021 1.1021 1.0998
R1 1.1006 1.1006 1.0994 1.1014
PP 1.0983 1.0983 1.0983 1.0987
S1 1.0968 1.0968 1.0988 1.0976
S2 1.0945 1.0945 1.0984
S3 1.0907 1.0930 1.0981
S4 1.0869 1.0892 1.0970
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1778 1.1635 1.1129
R3 1.1528 1.1385 1.1060
R2 1.1278 1.1278 1.1037
R1 1.1135 1.1135 1.1014 1.1082
PP 1.1028 1.1028 1.1028 1.1002
S1 1.0885 1.0885 1.0968 1.0832
S2 1.0778 1.0778 1.0945
S3 1.0528 1.0635 1.0922
S4 1.0278 1.0385 1.0854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1172 1.0922 0.0250 2.3% 0.0080 0.7% 28% False False 161
10 1.1176 1.0911 0.0265 2.4% 0.0086 0.8% 30% False False 93
20 1.1176 1.0911 0.0265 2.4% 0.0069 0.6% 30% False False 52
40 1.1176 1.0816 0.0360 3.3% 0.0064 0.6% 49% False False 27
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1160
2.618 1.1097
1.618 1.1059
1.000 1.1036
0.618 1.1021
HIGH 1.0998
0.618 1.0983
0.500 1.0979
0.382 1.0975
LOW 1.0960
0.618 1.0937
1.000 1.0922
1.618 1.0899
2.618 1.0861
4.250 1.0799
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 1.0987 1.0981
PP 1.0983 1.0970
S1 1.0979 1.0960

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

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