CME Swiss Franc Future March 2021


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 1.1017 1.1015 -0.0002 0.0% 1.1013
High 1.1038 1.1057 0.0019 0.2% 1.1042
Low 1.1002 1.0972 -0.0030 -0.3% 1.0969
Close 1.1010 1.1001 -0.0009 -0.1% 1.1010
Range 0.0036 0.0085 0.0049 136.1% 0.0073
ATR 0.0063 0.0065 0.0002 2.5% 0.0000
Volume 66 110 44 66.7% 258
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1265 1.1218 1.1048
R3 1.1180 1.1133 1.1024
R2 1.1095 1.1095 1.1017
R1 1.1048 1.1048 1.1009 1.1029
PP 1.1010 1.1010 1.1010 1.1001
S1 1.0963 1.0963 1.0993 1.0944
S2 1.0925 1.0925 1.0985
S3 1.0840 1.0878 1.0978
S4 1.0755 1.0793 1.0954
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1226 1.1191 1.1050
R3 1.1153 1.1118 1.1030
R2 1.1080 1.1080 1.1023
R1 1.1045 1.1045 1.1017 1.1026
PP 1.1007 1.1007 1.1007 1.0998
S1 1.0972 1.0972 1.1003 1.0953
S2 1.0934 1.0934 1.0997
S3 1.0861 1.0899 1.0990
S4 1.0788 1.0826 1.0970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1057 1.0972 0.0085 0.8% 0.0045 0.4% 34% True True 59
10 1.1057 1.0922 0.0135 1.2% 0.0050 0.4% 59% True False 110
20 1.1176 1.0911 0.0265 2.4% 0.0068 0.6% 34% False False 65
40 1.1176 1.0869 0.0307 2.8% 0.0061 0.6% 43% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1418
2.618 1.1280
1.618 1.1195
1.000 1.1142
0.618 1.1110
HIGH 1.1057
0.618 1.1025
0.500 1.1015
0.382 1.1004
LOW 1.0972
0.618 1.0919
1.000 1.0887
1.618 1.0834
2.618 1.0749
4.250 1.0611
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 1.1015 1.1015
PP 1.1010 1.1010
S1 1.1006 1.1006

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

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