CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	1.1215	1.1262	0.0047	0.4%	1.1096
High	1.1282	1.1290	0.0008	0.1%	1.1290
Low	1.1206	1.1244	0.0038	0.3%	1.1036
Close	1.1255	1.1268	0.0013	0.1%	1.1268
Range	0.0076	0.0046	-0.0030	-39.5%	0.0254
ATR	0.0071	0.0069	-0.0002	-2.5%	0.0000
Volume	829	2,514	1,685	203.3%	5,435

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1405	1.1383	1.1293
R3	1.1359	1.1337	1.1281
R2	1.1313	1.1313	1.1276
R1	1.1291	1.1291	1.1272	1.1302
PP	1.1267	1.1267	1.1267	1.1273
S1	1.1245	1.1245	1.1264	1.1256
S2	1.1221	1.1221	1.1260
S3	1.1175	1.1199	1.1255
S4	1.1129	1.1153	1.1243

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1960	1.1868	1.1408
R3	1.1706	1.1614	1.1338
R2	1.1452	1.1452	1.1315
R1	1.1360	1.1360	1.1291	1.1406
PP	1.1198	1.1198	1.1198	1.1221
S1	1.1106	1.1106	1.1245	1.1152
S2	1.0944	1.0944	1.1221
S3	1.0690	1.0852	1.1198
S4	1.0436	1.0598	1.1128

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1290	1.1036	0.0254	2.3%	0.0082	0.7%	91%	True	False	1,087
10	1.1290	1.0972	0.0318	2.8%	0.0071	0.6%	93%	True	False	584
20	1.1290	1.0922	0.0368	3.3%	0.0068	0.6%	94%	True	False	344
40	1.1290	1.0911	0.0379	3.4%	0.0065	0.6%	94%	True	False	177

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0020
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1486
2.618	1.1410
1.618	1.1364
1.000	1.1336
0.618	1.1318
HIGH	1.1290
0.618	1.1272
0.500	1.1267
0.382	1.1262
LOW	1.1244
0.618	1.1216
1.000	1.1198
1.618	1.1170
2.618	1.1124
4.250	1.1049

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	1.1268	1.1249
PP	1.1267	1.1231
S1	1.1267	1.1212

Download as Excel Spreadsheet

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

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