CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 02-Feb-2021

Day Change Summary
	Previous	Current
	01-Feb-2021	02-Feb-2021	Change	Change %	Previous Week
Open	1.1255	1.1192	-0.0063	-0.6%	1.1323
High	1.1274	1.1217	-0.0057	-0.5%	1.1347
Low	1.1188	1.1161	-0.0027	-0.2%	1.1259
Close	1.1192	1.1169	-0.0023	-0.2%	1.1270
Range	0.0086	0.0056	-0.0030	-34.9%	0.0088
ATR	0.0061	0.0060	0.0000	-0.5%	0.0000
Volume	41	789	748	1,824.4%	148

Daily Pivots for day following 02-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1350	1.1316	1.1200
R3	1.1294	1.1260	1.1184
R2	1.1238	1.1238	1.1179
R1	1.1204	1.1204	1.1174	1.1193
PP	1.1182	1.1182	1.1182	1.1177
S1	1.1148	1.1148	1.1164	1.1137
S2	1.1126	1.1126	1.1159
S3	1.1070	1.1092	1.1154
S4	1.1014	1.1036	1.1138

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1556	1.1501	1.1318
R3	1.1468	1.1413	1.1294
R2	1.1380	1.1380	1.1286
R1	1.1325	1.1325	1.1278	1.1309
PP	1.1292	1.1292	1.1292	1.1284
S1	1.1237	1.1237	1.1262	1.1221
S2	1.1204	1.1204	1.1254
S3	1.1116	1.1149	1.1246
S4	1.1028	1.1061	1.1222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1329	1.1161	0.0168	1.5%	0.0062	0.6%	5%	False	True	186
10	1.1359	1.1161	0.0198	1.8%	0.0056	0.5%	4%	False	True	100
20	1.1469	1.1161	0.0308	2.8%	0.0063	0.6%	3%	False	True	59

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1455
2.618	1.1364
1.618	1.1308
1.000	1.1273
0.618	1.1252
HIGH	1.1217
0.618	1.1196
0.500	1.1189
0.382	1.1182
LOW	1.1161
0.618	1.1126
1.000	1.1105
1.618	1.1070
2.618	1.1014
4.250	1.0923

Fisher Pivots for day following 02-Feb-2021
Pivot	1 day	3 day
R1	1.1189	1.1236
PP	1.1182	1.1213
S1	1.1176	1.1191

Download as Excel Spreadsheet

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

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