CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 26-Feb-2021

Day Change Summary
	Previous	Current
	25-Feb-2021	26-Feb-2021	Change	Change %	Previous Week
Open	1.1058	1.1080	0.0022	0.2%	1.1184
High	1.1107	1.1109	0.0002	0.0%	1.1207
Low	1.1044	1.1017	-0.0027	-0.2%	1.1017
Close	1.1083	1.1031	-0.0052	-0.5%	1.1031
Range	0.0063	0.0092	0.0029	46.0%	0.0190
ATR	0.0065	0.0067	0.0002	3.0%	0.0000
Volume	171	247	76	44.4%	1,102

Daily Pivots for day following 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1328	1.1272	1.1082
R3	1.1236	1.1180	1.1056
R2	1.1144	1.1144	1.1048
R1	1.1088	1.1088	1.1039	1.1070
PP	1.1052	1.1052	1.1052	1.1044
S1	1.0996	1.0996	1.1023	1.0978
S2	1.0960	1.0960	1.1014
S3	1.0868	1.0904	1.1006
S4	1.0776	1.0812	1.0980

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1655	1.1533	1.1136
R3	1.1465	1.1343	1.1083
R2	1.1275	1.1275	1.1066
R1	1.1153	1.1153	1.1048	1.1119
PP	1.1085	1.1085	1.1085	1.1068
S1	1.0963	1.0963	1.1014	1.0929
S2	1.0895	1.0895	1.0996
S3	1.0705	1.0773	1.0979
S4	1.0515	1.0583	1.0927

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1207	1.1017	0.0190	1.7%	0.0087	0.8%	7%	False	True	220
10	1.1307	1.1017	0.0290	2.6%	0.0073	0.7%	5%	False	True	274
20	1.1310	1.1017	0.0293	2.7%	0.0064	0.6%	5%	False	True	222
40	1.1469	1.1017	0.0452	4.1%	0.0064	0.6%	3%	False	True	118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1500
2.618	1.1350
1.618	1.1258
1.000	1.1201
0.618	1.1166
HIGH	1.1109
0.618	1.1074
0.500	1.1063
0.382	1.1052
LOW	1.1017
0.618	1.0960
1.000	1.0925
1.618	1.0868
2.618	1.0776
4.250	1.0626

Fisher Pivots for day following 26-Feb-2021
Pivot	1 day	3 day
R1	1.1063	1.1063
PP	1.1052	1.1052
S1	1.1042	1.1042

Download as Excel Spreadsheet

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

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