CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 1.0967 1.1060 0.0093 0.8% 1.1068
High 1.1045 1.1108 0.0063 0.6% 1.1107
Low 1.0920 1.0995 0.0075 0.7% 1.0948
Close 1.1004 1.1101 0.0097 0.9% 1.0948
Range 0.0125 0.0113 -0.0012 -9.6% 0.0159
ATR 0.0064 0.0067 0.0004 5.5% 0.0000
Volume 4 54 50 1,250.0% 20
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1407 1.1367 1.1163
R3 1.1294 1.1254 1.1132
R2 1.1181 1.1181 1.1122
R1 1.1141 1.1141 1.1111 1.1161
PP 1.1068 1.1068 1.1068 1.1078
S1 1.1028 1.1028 1.1091 1.1048
S2 1.0955 1.0955 1.1080
S3 1.0842 1.0915 1.1070
S4 1.0729 1.0802 1.1039
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 1.1108 1.0911 0.0197 1.8% 0.0081 0.7% 96% True False 16
10 1.1114 1.0911 0.0203 1.8% 0.0069 0.6% 94% False False 10
20 1.1117 1.0911 0.0206 1.9% 0.0061 0.6% 92% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1588
2.618 1.1404
1.618 1.1291
1.000 1.1221
0.618 1.1178
HIGH 1.1108
0.618 1.1065
0.500 1.1052
0.382 1.1038
LOW 1.0995
0.618 1.0925
1.000 1.0882
1.618 1.0812
2.618 1.0699
4.250 1.0515
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 1.1085 1.1072
PP 1.1068 1.1043
S1 1.1052 1.1014

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

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