CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 08-Jan-2021

Day Change Summary
	Previous	Current
	07-Jan-2021	08-Jan-2021	Change	Change %	Previous Week
Open	1.1412	1.1324	-0.0088	-0.8%	1.1364
High	1.1446	1.1381	-0.0065	-0.6%	1.1469
Low	1.1339	1.1307	-0.0032	-0.3%	1.1307
Close	1.1349	1.1333	-0.0016	-0.1%	1.1333
Range	0.0107	0.0074	-0.0033	-30.8%	0.0162
ATR	0.0063	0.0064	0.0001	1.3%	0.0000
Volume	14	14	0	0.0%	74

Daily Pivots for day following 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1562	1.1522	1.1374
R3	1.1488	1.1448	1.1353
R2	1.1414	1.1414	1.1347
R1	1.1374	1.1374	1.1340	1.1394
PP	1.1340	1.1340	1.1340	1.1351
S1	1.1300	1.1300	1.1326	1.1320
S2	1.1266	1.1266	1.1319
S3	1.1192	1.1226	1.1313
S4	1.1118	1.1152	1.1292

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1856	1.1756	1.1422
R3	1.1694	1.1594	1.1378
R2	1.1532	1.1532	1.1363
R1	1.1432	1.1432	1.1348	1.1401
PP	1.1370	1.1370	1.1370	1.1354
S1	1.1270	1.1270	1.1318	1.1239
S2	1.1208	1.1208	1.1303
S3	1.1046	1.1108	1.1288
S4	1.0884	1.0946	1.1244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1469	1.1307	0.0162	1.4%	0.0076	0.7%	16%	False	True	14
10	1.1469	1.1273	0.0196	1.7%	0.0064	0.6%	31%	False	False	9
20	1.1469	1.1273	0.0196	1.7%	0.0052	0.5%	31%	False	False	5

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1696
2.618	1.1575
1.618	1.1501
1.000	1.1455
0.618	1.1427
HIGH	1.1381
0.618	1.1353
0.500	1.1344
0.382	1.1335
LOW	1.1307
0.618	1.1261
1.000	1.1233
1.618	1.1187
2.618	1.1113
4.250	1.0993

Fisher Pivots for day following 08-Jan-2021
Pivot	1 day	3 day
R1	1.1344	1.1388
PP	1.1340	1.1370
S1	1.1337	1.1351

Download as Excel Spreadsheet

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

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