CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 03-Feb-2021

Day Change Summary
	Previous	Current
	02-Feb-2021	03-Feb-2021	Change	Change %	Previous Week
Open	1.1192	1.1179	-0.0013	-0.1%	1.1323
High	1.1217	1.1187	-0.0030	-0.3%	1.1347
Low	1.1161	1.1150	-0.0011	-0.1%	1.1259
Close	1.1169	1.1161	-0.0008	-0.1%	1.1270
Range	0.0056	0.0037	-0.0019	-33.9%	0.0088
ATR	0.0060	0.0059	-0.0002	-2.8%	0.0000
Volume	789	24	-765	-97.0%	148

Daily Pivots for day following 03-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1277	1.1256	1.1181
R3	1.1240	1.1219	1.1171
R2	1.1203	1.1203	1.1168
R1	1.1182	1.1182	1.1164	1.1174
PP	1.1166	1.1166	1.1166	1.1162
S1	1.1145	1.1145	1.1158	1.1137
S2	1.1129	1.1129	1.1154
S3	1.1092	1.1108	1.1151
S4	1.1055	1.1071	1.1141

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	1.1317	1.1150	0.0167	1.5%	0.0056	0.5%	7%	False	True	190
10	1.1359	1.1150	0.0209	1.9%	0.0053	0.5%	5%	False	True	102
20	1.1469	1.1150	0.0319	2.9%	0.0063	0.6%	3%	False	True	60

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1344
2.618	1.1284
1.618	1.1247
1.000	1.1224
0.618	1.1210
HIGH	1.1187
0.618	1.1173
0.500	1.1169
0.382	1.1164
LOW	1.1150
0.618	1.1127
1.000	1.1113
1.618	1.1090
2.618	1.1053
4.250	1.0993

Fisher Pivots for day following 03-Feb-2021
Pivot	1 day	3 day
R1	1.1169	1.1212
PP	1.1166	1.1195
S1	1.1164	1.1178

Download as Excel Spreadsheet

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

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