CME Swiss Franc Future March 2021

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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

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