CME Swiss Franc Future March 2021

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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

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