CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 27-Jan-2021

Day Change Summary
	Previous	Current
	26-Jan-2021	27-Jan-2021	Change	Change %	Previous Week
Open	1.1308	1.1325	0.0017	0.2%	1.1256
High	1.1328	1.1329	0.0001	0.0%	1.1359
Low	1.1288	1.1264	-0.0024	-0.2%	1.1252
Close	1.1325	1.1290	-0.0035	-0.3%	1.1331
Range	0.0040	0.0065	0.0025	62.5%	0.0107
ATR	0.0060	0.0060	0.0000	0.6%	0.0000
Volume	29	5	-24	-82.8%	64

Daily Pivots for day following 27-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1489	1.1455	1.1326
R3	1.1424	1.1390	1.1308
R2	1.1359	1.1359	1.1302
R1	1.1325	1.1325	1.1296	1.1310
PP	1.1294	1.1294	1.1294	1.1287
S1	1.1260	1.1260	1.1284	1.1245
S2	1.1229	1.1229	1.1278
S3	1.1164	1.1195	1.1272
S4	1.1099	1.1130	1.1254

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1635	1.1590	1.1390
R3	1.1528	1.1483	1.1360
R2	1.1421	1.1421	1.1351
R1	1.1376	1.1376	1.1341	1.1399
PP	1.1314	1.1314	1.1314	1.1325
S1	1.1269	1.1269	1.1321	1.1292
S2	1.1207	1.1207	1.1311
S3	1.1100	1.1162	1.1302
S4	1.0993	1.1055	1.1272

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1359	1.1264	0.0095	0.8%	0.0050	0.4%	27%	False	True	14
10	1.1359	1.1252	0.0107	0.9%	0.0056	0.5%	36%	False	False	12
20	1.1469	1.1252	0.0217	1.9%	0.0062	0.6%	18%	False	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1605
2.618	1.1499
1.618	1.1434
1.000	1.1394
0.618	1.1369
HIGH	1.1329
0.618	1.1304
0.500	1.1297
0.382	1.1289
LOW	1.1264
0.618	1.1224
1.000	1.1199
1.618	1.1159
2.618	1.1094
4.250	1.0988

Fisher Pivots for day following 27-Jan-2021
Pivot	1 day	3 day
R1	1.1297	1.1306
PP	1.1294	1.1300
S1	1.1292	1.1295

Download as Excel Spreadsheet

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

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