CME Swiss Franc Future March 2021

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Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary Previous Current 01-Dec-2020 02-Dec-2020 Change Change % Previous Week Open 1.1043 1.1154 0.0111 1.0% 1.1015 High 1.1156 1.1219 0.0063 0.6% 1.1098 Low 1.1043 1.1134 0.0091 0.8% 1.0972 Close 1.1141 1.1197 0.0056 0.5% 1.1087 Range 0.0113 0.0085 -0.0028 -24.8% 0.0126 ATR 0.0069 0.0070 0.0001 1.7% 0.0000 Volume 723 1,040 317 43.8% 342
Daily Pivots for day following 02-Dec-2020 Classic Woodie Camarilla DeMark R4 1.1438 1.1403 1.1244 R3 1.1353 1.1318 1.1220 R2 1.1268 1.1268 1.1213 R1 1.1233 1.1233 1.1205 1.1251 PP 1.1183 1.1183 1.1183 1.1192 S1 1.1148 1.1148 1.1189 1.1166 S2 1.1098 1.1098 1.1181 S3 1.1013 1.1063 1.1174 S4 1.0928 1.0978 1.1150	Weekly Pivots for week ending 27-Nov-2020 Classic Woodie Camarilla DeMark R4 1.1430 1.1385 1.1156 R3 1.1304 1.1259 1.1122 R2 1.1178 1.1178 1.1110 R1 1.1133 1.1133 1.1099 1.1156 PP 1.1052 1.1052 1.1052 1.1064 S1 1.1007 1.1007 1.1075 1.1030 S2 1.0926 1.0926 1.1064 S3 1.0800 1.0881 1.1052 S4 1.0674 1.0755 1.1018
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1219 1.0982 0.0237 2.1% 0.0084 0.8% 91% True False 457 10 1.1219 1.0972 0.0247 2.2% 0.0067 0.6% 91% True False 258 20 1.1219 1.0920 0.0299 2.7% 0.0074 0.7% 93% True False 179 40 1.1219 1.0911 0.0308 2.8% 0.0063 0.6% 93% True False 93
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 0.0019 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.1580 2.618 1.1442 1.618 1.1357 1.000 1.1304 0.618 1.1272 HIGH 1.1219 0.618 1.1187 0.500 1.1177 0.382 1.1166 LOW 1.1134 0.618 1.1081 1.000 1.1049 1.618 1.0996 2.618 1.0911 4.250 1.0773
Fisher Pivots for day following 02-Dec-2020 Pivot 1 day 3 day R1 1.1190 1.1174 PP 1.1183 1.1151 S1 1.1177 1.1128

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