CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	1.1096	1.1043	-0.0053	-0.5%	1.1015
High	1.1124	1.1156	0.0032	0.3%	1.1098
Low	1.1036	1.1043	0.0007	0.1%	1.0972
Close	1.1071	1.1141	0.0070	0.6%	1.1087
Range	0.0088	0.0113	0.0025	28.4%	0.0126
ATR	0.0065	0.0069	0.0003	5.2%	0.0000
Volume	329	723	394	119.8%	342

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1452	1.1410	1.1203
R3	1.1339	1.1297	1.1172
R2	1.1226	1.1226	1.1162
R1	1.1184	1.1184	1.1151	1.1205
PP	1.1113	1.1113	1.1113	1.1124
S1	1.1071	1.1071	1.1131	1.1092
S2	1.1000	1.1000	1.1120
S3	1.0887	1.0958	1.1110
S4	1.0774	1.0845	1.1079

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	1.1156	1.0982	0.0174	1.6%	0.0076	0.7%	91%	True	False	256
10	1.1156	1.0972	0.0184	1.7%	0.0061	0.5%	92%	True	False	158
20	1.1176	1.0920	0.0256	2.3%	0.0074	0.7%	86%	False	False	128
40	1.1176	1.0911	0.0265	2.4%	0.0063	0.6%	87%	False	False	67

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.1636
2.618	1.1452
1.618	1.1339
1.000	1.1269
0.618	1.1226
HIGH	1.1156
0.618	1.1113
0.500	1.1100
0.382	1.1086
LOW	1.1043
0.618	1.0973
1.000	1.0930
1.618	1.0860
2.618	1.0747
4.250	1.0563

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	1.1127	1.1126
PP	1.1113	1.1111
S1	1.1100	1.1096

Download as Excel Spreadsheet

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

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