CME Swiss Franc Future March 2021

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Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary Previous Current 23-Nov-2020 24-Nov-2020 Change Change % Previous Week Open 1.1015 1.1003 -0.0012 -0.1% 1.1013 High 1.1057 1.1030 -0.0027 -0.2% 1.1042 Low 1.0972 1.0985 0.0013 0.1% 1.0969 Close 1.1001 1.1003 0.0002 0.0% 1.1010 Range 0.0085 0.0045 -0.0040 -47.1% 0.0073 ATR 0.0065 0.0063 -0.0001 -2.2% 0.0000 Volume 110 38 -72 -65.5% 258
Daily Pivots for day following 24-Nov-2020 Classic Woodie Camarilla DeMark R4 1.1141 1.1117 1.1028 R3 1.1096 1.1072 1.1015 R2 1.1051 1.1051 1.1011 R1 1.1027 1.1027 1.1007 1.1026 PP 1.1006 1.1006 1.1006 1.1005 S1 1.0982 1.0982 1.0999 1.0981 S2 1.0961 1.0961 1.0995 S3 1.0916 1.0937 1.0991 S4 1.0871 1.0892 1.0978	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% 0.0049 0.4% 36% False False 59 10 1.1057 1.0922 0.0135 1.2% 0.0047 0.4% 60% False False 67 20 1.1176 1.0911 0.0265 2.4% 0.0068 0.6% 35% False False 67 40 1.1176 1.0877 0.0299 2.7% 0.0060 0.5% 42% False False 37
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 0.0015 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1221 2.618 1.1148 1.618 1.1103 1.000 1.1075 0.618 1.1058 HIGH 1.1030 0.618 1.1013 0.500 1.1008 0.382 1.1002 LOW 1.0985 0.618 1.0957 1.000 1.0940 1.618 1.0912 2.618 1.0867 4.250 1.0794
Fisher Pivots for day following 24-Nov-2020 Pivot 1 day 3 day R1 1.1008 1.1015 PP 1.1006 1.1011 S1 1.1005 1.1007

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