CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 12-Jan-2021

Day Change Summary
	Previous	Current
	11-Jan-2021	12-Jan-2021	Change	Change %	Previous Week
Open	1.1306	1.1293	-0.0013	-0.1%	1.1364
High	1.1341	1.1332	-0.0009	-0.1%	1.1469
Low	1.1260	1.1267	0.0007	0.1%	1.1307
Close	1.1293	1.1325	0.0032	0.3%	1.1333
Range	0.0081	0.0065	-0.0016	-19.8%	0.0162
ATR	0.0065	0.0065	0.0000	0.0%	0.0000
Volume	60	4	-56	-93.3%	74

Daily Pivots for day following 12-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1503	1.1479	1.1361
R3	1.1438	1.1414	1.1343
R2	1.1373	1.1373	1.1337
R1	1.1349	1.1349	1.1331	1.1361
PP	1.1308	1.1308	1.1308	1.1314
S1	1.1284	1.1284	1.1319	1.1296
S2	1.1243	1.1243	1.1313
S3	1.1178	1.1219	1.1307
S4	1.1113	1.1154	1.1289

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	1.1260	0.0209	1.8%	0.0081	0.7%	31%	False	False	24
10	1.1469	1.1260	0.0209	1.8%	0.0068	0.6%	31%	False	False	14
20	1.1469	1.1260	0.0209	1.8%	0.0057	0.5%	31%	False	False	8

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1608
2.618	1.1502
1.618	1.1437
1.000	1.1397
0.618	1.1372
HIGH	1.1332
0.618	1.1307
0.500	1.1300
0.382	1.1292
LOW	1.1267
0.618	1.1227
1.000	1.1202
1.618	1.1162
2.618	1.1097
4.250	1.0991

Fisher Pivots for day following 12-Jan-2021
Pivot	1 day	3 day
R1	1.1317	1.1324
PP	1.1308	1.1322
S1	1.1300	1.1321

Download as Excel Spreadsheet

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

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