CME Swiss Franc Future March 2021

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Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary Previous Current 21-Oct-2020 22-Oct-2020 Change Change % Previous Week Open 1.1088 1.1077 -0.0011 -0.1% 1.1040 High 1.1117 1.1077 -0.0040 -0.4% 1.1051 Low 1.1074 1.1061 -0.0013 -0.1% 1.0963 Close 1.1103 1.1069 -0.0034 -0.3% 1.0975 Range 0.0043 0.0016 -0.0027 -62.8% 0.0088 ATR 0.0058 0.0057 -0.0001 -1.9% 0.0000 Volume 8 4 -4 -50.0% 7
Daily Pivots for day following 22-Oct-2020 Classic Woodie Camarilla DeMark R4 1.1117 1.1109 1.1078 R3 1.1101 1.1093 1.1073 R2 1.1085 1.1085 1.1072 R1 1.1077 1.1077 1.1070 1.1073 PP 1.1069 1.1069 1.1069 1.1067 S1 1.1061 1.1061 1.1068 1.1057 S2 1.1053 1.1053 1.1066 S3 1.1037 1.1045 1.1065 S4 1.1021 1.1029 1.1060	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 1.1117 1.0959 0.0158 1.4% 0.0049 0.4% 70% False False 18 10 1.1117 1.0952 0.0165 1.5% 0.0054 0.5% 71% False False 10 20 1.1117 1.0816 0.0301 2.7% 0.0054 0.5% 84% False False 6
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 0.0011 Narrowest range in 28 trading days	Fibonacci Retracements and Extensions 4.250 1.1145 2.618 1.1119 1.618 1.1103 1.000 1.1093 0.618 1.1087 HIGH 1.1077 0.618 1.1071 0.500 1.1069 0.382 1.1067 LOW 1.1061 0.618 1.1051 1.000 1.1045 1.618 1.1035 2.618 1.1019 4.250 1.0993
Fisher Pivots for day following 22-Oct-2020 Pivot 1 day 3 day R1 1.1069 1.1072 PP 1.1069 1.1071 S1 1.1069 1.1070

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