CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 1.0975 1.1036 0.0061 0.6% 1.1040
High 1.1005 1.1043 0.0038 0.3% 1.1051
Low 1.0963 1.0959 -0.0004 0.0% 1.0963
Close 1.0975 1.1036 0.0061 0.6% 1.0975
Range 0.0042 0.0084 0.0042 100.0% 0.0088
ATR 0.0057 0.0059 0.0002 3.4% 0.0000
Volume 0 3 3 7
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1265 1.1234 1.1082
R3 1.1181 1.1150 1.1059
R2 1.1097 1.1097 1.1051
R1 1.1066 1.1066 1.1044 1.1078
PP 1.1013 1.1013 1.1013 1.1019
S1 1.0982 1.0982 1.1028 1.0994
S2 1.0929 1.0929 1.1021
S3 1.0845 1.0898 1.1013
S4 1.0761 1.0814 1.0990
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1260 1.1206 1.1023
R3 1.1172 1.1118 1.0999
R2 1.1084 1.1084 1.0991
R1 1.1030 1.1030 1.0983 1.1013
PP 1.0996 1.0996 1.0996 1.0988
S1 1.0942 1.0942 1.0967 1.0925
S2 1.0908 1.0908 1.0959
S3 1.0820 1.0854 1.0951
S4 1.0732 1.0766 1.0927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1051 1.0959 0.0092 0.8% 0.0057 0.5% 84% False True 1
10 1.1051 1.0927 0.0124 1.1% 0.0054 0.5% 88% False False 2
20 1.1051 1.0816 0.0235 2.1% 0.0058 0.5% 94% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1400
2.618 1.1263
1.618 1.1179
1.000 1.1127
0.618 1.1095
HIGH 1.1043
0.618 1.1011
0.500 1.1001
0.382 1.0991
LOW 1.0959
0.618 1.0907
1.000 1.0875
1.618 1.0823
2.618 1.0739
4.250 1.0602
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 1.1024 1.1024
PP 1.1013 1.1013
S1 1.1001 1.1001

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

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