CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 1.0940 1.0924 -0.0016 -0.1% 1.1068
High 1.0952 1.1012 0.0060 0.5% 1.1107
Low 1.0911 1.0924 0.0013 0.1% 1.0948
Close 1.0913 1.1004 0.0091 0.8% 1.0948
Range 0.0041 0.0088 0.0047 114.6% 0.0159
ATR 0.0056 0.0059 0.0003 5.5% 0.0000
Volume 7 17 10 142.9% 20
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1244 1.1212 1.1052
R3 1.1156 1.1124 1.1028
R2 1.1068 1.1068 1.1020
R1 1.1036 1.1036 1.1012 1.1052
PP 1.0980 1.0980 1.0980 1.0988
S1 1.0948 1.0948 1.0996 1.0964
S2 1.0892 1.0892 1.0988
S3 1.0804 1.0860 1.0980
S4 1.0716 1.0772 1.0956
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1478 1.1372 1.1035
R3 1.1319 1.1213 1.0992
R2 1.1160 1.1160 1.0977
R1 1.1054 1.1054 1.0963 1.1028
PP 1.1001 1.1001 1.1001 1.0988
S1 1.0895 1.0895 1.0933 1.0869
S2 1.0842 1.0842 1.0919
S3 1.0683 1.0736 1.0904
S4 1.0524 1.0577 1.0861
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1046 1.0911 0.0135 1.2% 0.0059 0.5% 69% False False 7
10 1.1117 1.0911 0.0206 1.9% 0.0051 0.5% 45% False False 5
20 1.1117 1.0911 0.0206 1.9% 0.0053 0.5% 45% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1386
2.618 1.1242
1.618 1.1154
1.000 1.1100
0.618 1.1066
HIGH 1.1012
0.618 1.0978
0.500 1.0968
0.382 1.0958
LOW 1.0924
0.618 1.0870
1.000 1.0836
1.618 1.0782
2.618 1.0694
4.250 1.0550
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 1.0992 1.0990
PP 1.0980 1.0976
S1 1.0968 1.0962

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

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