CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 1.1013 1.1012 -0.0001 0.0% 1.1166
High 1.1038 1.1028 -0.0010 -0.1% 1.1172
Low 1.1003 1.0982 -0.0021 -0.2% 1.0922
Close 1.1027 1.1023 -0.0004 0.0% 1.0991
Range 0.0035 0.0046 0.0011 31.4% 0.0250
ATR 0.0067 0.0065 -0.0001 -2.2% 0.0000
Volume 24 59 35 145.8% 808
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1149 1.1132 1.1048
R3 1.1103 1.1086 1.1036
R2 1.1057 1.1057 1.1031
R1 1.1040 1.1040 1.1027 1.1049
PP 1.1011 1.1011 1.1011 1.1015
S1 1.0994 1.0994 1.1019 1.1003
S2 1.0965 1.0965 1.1015
S3 1.0919 1.0948 1.1010
S4 1.0873 1.0902 1.0998
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 1.0960 0.0082 0.7% 0.0041 0.4% 77% False False 39
10 1.1176 1.0922 0.0254 2.3% 0.0066 0.6% 40% False False 104
20 1.1176 1.0911 0.0265 2.4% 0.0067 0.6% 42% False False 57
40 1.1176 1.0816 0.0360 3.3% 0.0060 0.5% 58% False False 31
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 False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1224
2.618 1.1148
1.618 1.1102
1.000 1.1074
0.618 1.1056
HIGH 1.1028
0.618 1.1010
0.500 1.1005
0.382 1.1000
LOW 1.0982
0.618 1.0954
1.000 1.0936
1.618 1.0908
2.618 1.0862
4.250 1.0787
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 1.1017 1.1019
PP 1.1011 1.1016
S1 1.1005 1.1012

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

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