CME Swiss Franc Future March 2021

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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

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