CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 11-Feb-2021

Day Change Summary
	Previous	Current
	10-Feb-2021	11-Feb-2021	Change	Change %	Previous Week
Open	1.1243	1.1268	0.0025	0.2%	1.1255
High	1.1284	1.1281	-0.0003	0.0%	1.1274
Low	1.1236	1.1260	0.0024	0.2%	1.1095
Close	1.1275	1.1273	-0.0002	0.0%	1.1154
Range	0.0048	0.0021	-0.0027	-56.3%	0.0179
ATR	0.0060	0.0057	-0.0003	-4.6%	0.0000
Volume	61	90	29	47.5%	1,148

Daily Pivots for day following 11-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1334	1.1325	1.1285
R3	1.1313	1.1304	1.1279
R2	1.1292	1.1292	1.1277
R1	1.1283	1.1283	1.1275	1.1288
PP	1.1271	1.1271	1.1271	1.1274
S1	1.1262	1.1262	1.1271	1.1267
S2	1.1250	1.1250	1.1269
S3	1.1229	1.1241	1.1267
S4	1.1208	1.1220	1.1261

Weekly Pivots for week ending 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1711	1.1612	1.1252
R3	1.1532	1.1433	1.1203
R2	1.1353	1.1353	1.1187
R1	1.1254	1.1254	1.1170	1.1214
PP	1.1174	1.1174	1.1174	1.1155
S1	1.1075	1.1075	1.1138	1.1035
S2	1.0995	1.0995	1.1121
S3	1.0816	1.0896	1.1105
S4	1.0637	1.0717	1.1056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1284	1.1095	0.0189	1.7%	0.0053	0.5%	94%	False	False	108
10	1.1310	1.1095	0.0215	1.9%	0.0056	0.5%	83%	False	False	170
20	1.1359	1.1095	0.0264	2.3%	0.0057	0.5%	67%	False	False	92
40	1.1469	1.1095	0.0374	3.3%	0.0058	0.5%	48%	False	False	50

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1.1370
2.618	1.1336
1.618	1.1315
1.000	1.1302
0.618	1.1294
HIGH	1.1281
0.618	1.1273
0.500	1.1271
0.382	1.1268
LOW	1.1260
0.618	1.1247
1.000	1.1239
1.618	1.1226
2.618	1.1205
4.250	1.1171

Fisher Pivots for day following 11-Feb-2021
Pivot	1 day	3 day
R1	1.1272	1.1256
PP	1.1271	1.1240
S1	1.1271	1.1223

Download as Excel Spreadsheet

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

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