CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	1.1043	1.1154	0.0111	1.0%	1.1015
High	1.1156	1.1219	0.0063	0.6%	1.1098
Low	1.1043	1.1134	0.0091	0.8%	1.0972
Close	1.1141	1.1197	0.0056	0.5%	1.1087
Range	0.0113	0.0085	-0.0028	-24.8%	0.0126
ATR	0.0069	0.0070	0.0001	1.7%	0.0000
Volume	723	1,040	317	43.8%	342

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1438	1.1403	1.1244
R3	1.1353	1.1318	1.1220
R2	1.1268	1.1268	1.1213
R1	1.1233	1.1233	1.1205	1.1251
PP	1.1183	1.1183	1.1183	1.1192
S1	1.1148	1.1148	1.1189	1.1166
S2	1.1098	1.1098	1.1181
S3	1.1013	1.1063	1.1174
S4	1.0928	1.0978	1.1150

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	1.1219	1.0982	0.0237	2.1%	0.0084	0.8%	91%	True	False	457
10	1.1219	1.0972	0.0247	2.2%	0.0067	0.6%	91%	True	False	258
20	1.1219	1.0920	0.0299	2.7%	0.0074	0.7%	93%	True	False	179
40	1.1219	1.0911	0.0308	2.8%	0.0063	0.6%	93%	True	False	93

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1580
2.618	1.1442
1.618	1.1357
1.000	1.1304
0.618	1.1272
HIGH	1.1219
0.618	1.1187
0.500	1.1177
0.382	1.1166
LOW	1.1134
0.618	1.1081
1.000	1.1049
1.618	1.0996
2.618	1.0911
4.250	1.0773

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	1.1190	1.1174
PP	1.1183	1.1151
S1	1.1177	1.1128

Download as Excel Spreadsheet

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

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