CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 1.0982 1.1013 0.0031 0.3% 1.1166
High 1.0998 1.1031 0.0033 0.3% 1.1172
Low 1.0960 1.0969 0.0009 0.1% 1.0922
Close 1.0991 1.0996 0.0005 0.0% 1.0991
Range 0.0038 0.0062 0.0024 63.2% 0.0250
ATR 0.0071 0.0071 -0.0001 -0.9% 0.0000
Volume 6 72 66 1,100.0% 808
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1185 1.1152 1.1030
R3 1.1123 1.1090 1.1013
R2 1.1061 1.1061 1.1007
R1 1.1028 1.1028 1.1002 1.1014
PP 1.0999 1.0999 1.0999 1.0991
S1 1.0966 1.0966 1.0990 1.0952
S2 1.0937 1.0937 1.0985
S3 1.0875 1.0904 1.0979
S4 1.0813 1.0842 1.0962
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 1.1031 1.0922 0.0109 1.0% 0.0054 0.5% 68% True False 161
10 1.1176 1.0920 0.0256 2.3% 0.0088 0.8% 30% False False 99
20 1.1176 1.0911 0.0265 2.4% 0.0068 0.6% 32% False False 55
40 1.1176 1.0816 0.0360 3.3% 0.0063 0.6% 50% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1295
2.618 1.1193
1.618 1.1131
1.000 1.1093
0.618 1.1069
HIGH 1.1031
0.618 1.1007
0.500 1.1000
0.382 1.0993
LOW 1.0969
0.618 1.0931
1.000 1.0907
1.618 1.0869
2.618 1.0807
4.250 1.0706
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 1.1000 1.0994
PP 1.0999 1.0992
S1 1.0997 1.0991

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

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