CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 23-Nov-2020

Day Change Summary
	Previous	Current
	20-Nov-2020	23-Nov-2020	Change	Change %	Previous Week
Open	1.1017	1.1015	-0.0002	0.0%	1.1013
High	1.1038	1.1057	0.0019	0.2%	1.1042
Low	1.1002	1.0972	-0.0030	-0.3%	1.0969
Close	1.1010	1.1001	-0.0009	-0.1%	1.1010
Range	0.0036	0.0085	0.0049	136.1%	0.0073
ATR	0.0063	0.0065	0.0002	2.5%	0.0000
Volume	66	110	44	66.7%	258

Daily Pivots for day following 23-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1265	1.1218	1.1048
R3	1.1180	1.1133	1.1024
R2	1.1095	1.1095	1.1017
R1	1.1048	1.1048	1.1009	1.1029
PP	1.1010	1.1010	1.1010	1.1001
S1	1.0963	1.0963	1.0993	1.0944
S2	1.0925	1.0925	1.0985
S3	1.0840	1.0878	1.0978
S4	1.0755	1.0793	1.0954

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	1.1057	1.0972	0.0085	0.8%	0.0045	0.4%	34%	True	True	59
10	1.1057	1.0922	0.0135	1.2%	0.0050	0.4%	59%	True	False	110
20	1.1176	1.0911	0.0265	2.4%	0.0068	0.6%	34%	False	False	65
40	1.1176	1.0869	0.0307	2.8%	0.0061	0.6%	43%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1418
2.618	1.1280
1.618	1.1195
1.000	1.1142
0.618	1.1110
HIGH	1.1057
0.618	1.1025
0.500	1.1015
0.382	1.1004
LOW	1.0972
0.618	1.0919
1.000	1.0887
1.618	1.0834
2.618	1.0749
4.250	1.0611

Fisher Pivots for day following 23-Nov-2020
Pivot	1 day	3 day
R1	1.1015	1.1015
PP	1.1010	1.1010
S1	1.1006	1.1006

Download as Excel Spreadsheet

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

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