CME Swiss Franc Future March 2021

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

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