CME Swiss Franc Future March 2021

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Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary Previous Current 16-Nov-2020 17-Nov-2020 Change Change % Previous Week Open 1.1013 1.1023 0.0010 0.1% 1.1166 High 1.1031 1.1042 0.0011 0.1% 1.1172 Low 1.0969 1.1020 0.0051 0.5% 1.0922 Close 1.0996 1.1022 0.0026 0.2% 1.0991 Range 0.0062 0.0022 -0.0040 -64.5% 0.0250 ATR 0.0071 0.0069 -0.0002 -2.5% 0.0000 Volume 72 37 -35 -48.6% 808
Daily Pivots for day following 17-Nov-2020 Classic Woodie Camarilla DeMark R4 1.1094 1.1080 1.1034 R3 1.1072 1.1058 1.1028 R2 1.1050 1.1050 1.1026 R1 1.1036 1.1036 1.1024 1.1032 PP 1.1028 1.1028 1.1028 1.1026 S1 1.1014 1.1014 1.1020 1.1010 S2 1.1006 1.1006 1.1018 S3 1.0984 1.0992 1.1016 S4 1.0962 1.0970 1.1010	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 1.1042 1.0922 0.0120 1.1% 0.0045 0.4% 83% True False 76 10 1.1176 1.0920 0.0256 2.3% 0.0081 0.7% 40% False False 101 20 1.1176 1.0911 0.0265 2.4% 0.0066 0.6% 42% False False 53 40 1.1176 1.0816 0.0360 3.3% 0.0062 0.6% 57% False False 29
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 18 trading days	Fibonacci Retracements and Extensions 4.250 1.1136 2.618 1.1100 1.618 1.1078 1.000 1.1064 0.618 1.1056 HIGH 1.1042 0.618 1.1034 0.500 1.1031 0.382 1.1028 LOW 1.1020 0.618 1.1006 1.000 1.0998 1.618 1.0984 2.618 1.0962 4.250 1.0927
Fisher Pivots for day following 17-Nov-2020 Pivot 1 day 3 day R1 1.1031 1.1015 PP 1.1028 1.1008 S1 1.1025 1.1001

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