CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	1.1012	1.1051	0.0039	0.4%	1.1015
High	1.1055	1.1098	0.0043	0.4%	1.1098
Low	1.0982	1.1036	0.0054	0.5%	1.0972
Close	1.1045	1.1087	0.0042	0.4%	1.1087
Range	0.0073	0.0062	-0.0011	-15.1%	0.0126
ATR	0.0064	0.0064	0.0000	-0.2%	0.0000
Volume	48	146	98	204.2%	342

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1260	1.1235	1.1121
R3	1.1198	1.1173	1.1104
R2	1.1136	1.1136	1.1098
R1	1.1111	1.1111	1.1093	1.1124
PP	1.1074	1.1074	1.1074	1.1080
S1	1.1049	1.1049	1.1081	1.1062
S2	1.1012	1.1012	1.1076
S3	1.0950	1.0987	1.1070
S4	1.0888	1.0925	1.1053

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1430	1.1385	1.1156
R3	1.1304	1.1259	1.1122
R2	1.1178	1.1178	1.1110
R1	1.1133	1.1133	1.1099	1.1156
PP	1.1052	1.1052	1.1052	1.1064
S1	1.1007	1.1007	1.1075	1.1030
S2	1.0926	1.0926	1.1064
S3	1.0800	1.0881	1.1052
S4	1.0674	1.0755	1.1018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1098	1.0972	0.0126	1.1%	0.0060	0.5%	91%	True	False	81
10	1.1098	1.0960	0.0138	1.2%	0.0050	0.5%	92%	True	False	60
20	1.1176	1.0911	0.0265	2.4%	0.0068	0.6%	66%	False	False	76
40	1.1176	1.0902	0.0274	2.5%	0.0060	0.5%	68%	False	False	41

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1362
2.618	1.1260
1.618	1.1198
1.000	1.1160
0.618	1.1136
HIGH	1.1098
0.618	1.1074
0.500	1.1067
0.382	1.1060
LOW	1.1036
0.618	1.0998
1.000	1.0974
1.618	1.0936
2.618	1.0874
4.250	1.0773

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	1.1080	1.1071
PP	1.1074	1.1056
S1	1.1067	1.1040

Download as Excel Spreadsheet

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

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