CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 1.1023 1.1013 -0.0010 -0.1% 1.1166
High 1.1042 1.1038 -0.0004 0.0% 1.1172
Low 1.1020 1.1003 -0.0017 -0.2% 1.0922
Close 1.1022 1.1027 0.0005 0.0% 1.0991
Range 0.0022 0.0035 0.0013 59.1% 0.0250
ATR 0.0069 0.0067 -0.0002 -3.5% 0.0000
Volume 37 24 -13 -35.1% 808
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1128 1.1112 1.1046
R3 1.1093 1.1077 1.1037
R2 1.1058 1.1058 1.1033
R1 1.1042 1.1042 1.1030 1.1050
PP 1.1023 1.1023 1.1023 1.1027
S1 1.1007 1.1007 1.1024 1.1015
S2 1.0988 1.0988 1.1021
S3 1.0953 1.0972 1.1017
S4 1.0918 1.0937 1.1008
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 1.0950 0.0092 0.8% 0.0040 0.4% 84% False False 34
10 1.1176 1.0922 0.0254 2.3% 0.0072 0.7% 41% False False 103
20 1.1176 1.0911 0.0265 2.4% 0.0066 0.6% 44% False False 54
40 1.1176 1.0816 0.0360 3.3% 0.0061 0.6% 59% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1187
2.618 1.1130
1.618 1.1095
1.000 1.1073
0.618 1.1060
HIGH 1.1038
0.618 1.1025
0.500 1.1021
0.382 1.1016
LOW 1.1003
0.618 1.0981
1.000 1.0968
1.618 1.0946
2.618 1.0911
4.250 1.0854
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 1.1025 1.1020
PP 1.1023 1.1013
S1 1.1021 1.1006

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

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