CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 07-Dec-2020

Day Change Summary
	Previous	Current
	04-Dec-2020	07-Dec-2020	Change	Change %	Previous Week
Open	1.1262	1.1262	0.0000	0.0%	1.1096
High	1.1290	1.1305	0.0015	0.1%	1.1290
Low	1.1244	1.1215	-0.0029	-0.3%	1.1036
Close	1.1268	1.1271	0.0003	0.0%	1.1268
Range	0.0046	0.0090	0.0044	95.7%	0.0254
ATR	0.0069	0.0071	0.0001	2.1%	0.0000
Volume	2,514	6,174	3,660	145.6%	5,435

Daily Pivots for day following 07-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1534	1.1492	1.1321
R3	1.1444	1.1402	1.1296
R2	1.1354	1.1354	1.1288
R1	1.1312	1.1312	1.1279	1.1333
PP	1.1264	1.1264	1.1264	1.1274
S1	1.1222	1.1222	1.1263	1.1243
S2	1.1174	1.1174	1.1255
S3	1.1084	1.1132	1.1246
S4	1.0994	1.1042	1.1222

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	1.1305	1.1043	0.0262	2.3%	0.0082	0.7%	87%	True	False	2,256
10	1.1305	1.0972	0.0333	3.0%	0.0076	0.7%	90%	True	False	1,195
20	1.1305	1.0922	0.0383	3.4%	0.0068	0.6%	91%	True	False	650
40	1.1305	1.0911	0.0394	3.5%	0.0065	0.6%	91%	True	False	331

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1688
2.618	1.1541
1.618	1.1451
1.000	1.1395
0.618	1.1361
HIGH	1.1305
0.618	1.1271
0.500	1.1260
0.382	1.1249
LOW	1.1215
0.618	1.1159
1.000	1.1125
1.618	1.1069
2.618	1.0979
4.250	1.0833

Fisher Pivots for day following 07-Dec-2020
Pivot	1 day	3 day
R1	1.1267	1.1266
PP	1.1264	1.1261
S1	1.1260	1.1256

Download as Excel Spreadsheet

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

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