CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	1.1012	1.1017	0.0005	0.0%	1.1013
High	1.1028	1.1038	0.0010	0.1%	1.1042
Low	1.0982	1.1002	0.0020	0.2%	1.0969
Close	1.1023	1.1010	-0.0013	-0.1%	1.1010
Range	0.0046	0.0036	-0.0010	-21.7%	0.0073
ATR	0.0065	0.0063	-0.0002	-3.2%	0.0000
Volume	59	66	7	11.9%	258

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1125	1.1103	1.1030
R3	1.1089	1.1067	1.1020
R2	1.1053	1.1053	1.1017
R1	1.1031	1.1031	1.1013	1.1024
PP	1.1017	1.1017	1.1017	1.1013
S1	1.0995	1.0995	1.1007	1.0988
S2	1.0981	1.0981	1.1003
S3	1.0945	1.0959	1.1000
S4	1.0909	1.0923	1.0990

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1226	1.1191	1.1050
R3	1.1153	1.1118	1.1030
R2	1.1080	1.1080	1.1023
R1	1.1045	1.1045	1.1017	1.1026
PP	1.1007	1.1007	1.1007	1.0998
S1	1.0972	1.0972	1.1003	1.0953
S2	1.0934	1.0934	1.0997
S3	1.0861	1.0899	1.0990
S4	1.0788	1.0826	1.0970

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1042	1.0969	0.0073	0.7%	0.0040	0.4%	56%	False	False	51
10	1.1172	1.0922	0.0250	2.3%	0.0060	0.5%	35%	False	False	106
20	1.1176	1.0911	0.0265	2.4%	0.0066	0.6%	37%	False	False	60
40	1.1176	1.0816	0.0360	3.3%	0.0060	0.5%	54%	False	False	33

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1191
2.618	1.1132
1.618	1.1096
1.000	1.1074
0.618	1.1060
HIGH	1.1038
0.618	1.1024
0.500	1.1020
0.382	1.1016
LOW	1.1002
0.618	1.0980
1.000	1.0966
1.618	1.0944
2.618	1.0908
4.250	1.0849

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	1.1020	1.1010
PP	1.1017	1.1010
S1	1.1013	1.1010

Download as Excel Spreadsheet

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

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