CME Swiss Franc Future March 2021

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

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