CME Swiss Franc Future March 2021

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	1.1262	1.1265	0.0003	0.0%	1.1096
High	1.1305	1.1298	-0.0007	-0.1%	1.1290
Low	1.1215	1.1257	0.0042	0.4%	1.1036
Close	1.1271	1.1282	0.0011	0.1%	1.1268
Range	0.0090	0.0041	-0.0049	-54.4%	0.0254
ATR	0.0071	0.0069	-0.0002	-3.0%	0.0000
Volume	6,174	21,937	15,763	255.3%	5,435

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1402	1.1383	1.1305
R3	1.1361	1.1342	1.1293
R2	1.1320	1.1320	1.1290
R1	1.1301	1.1301	1.1286	1.1311
PP	1.1279	1.1279	1.1279	1.1284
S1	1.1260	1.1260	1.1278	1.1270
S2	1.1238	1.1238	1.1274
S3	1.1197	1.1219	1.1271
S4	1.1156	1.1178	1.1259

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	1.1134	0.0171	1.5%	0.0068	0.6%	87%	False	False	6,498
10	1.1305	1.0982	0.0323	2.9%	0.0072	0.6%	93%	False	False	3,377
20	1.1305	1.0922	0.0383	3.4%	0.0061	0.5%	94%	False	False	1,744
40	1.1305	1.0911	0.0394	3.5%	0.0065	0.6%	94%	False	False	879

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.1472
2.618	1.1405
1.618	1.1364
1.000	1.1339
0.618	1.1323
HIGH	1.1298
0.618	1.1282
0.500	1.1278
0.382	1.1273
LOW	1.1257
0.618	1.1232
1.000	1.1216
1.618	1.1191
2.618	1.1150
4.250	1.1083

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	1.1281	1.1275
PP	1.1279	1.1267
S1	1.1278	1.1260

Download as Excel Spreadsheet

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

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