CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 05-Feb-2021

Day Change Summary
	Previous	Current
	04-Feb-2021	05-Feb-2021	Change	Change %	Previous Week
Open	1.1146	1.1095	-0.0051	-0.5%	1.1255
High	1.1169	1.1163	-0.0006	-0.1%	1.1274
Low	1.1096	1.1095	-0.0001	0.0%	1.1095
Close	1.1099	1.1154	0.0055	0.5%	1.1154
Range	0.0073	0.0068	-0.0005	-6.8%	0.0179
ATR	0.0060	0.0060	0.0001	1.0%	0.0000
Volume	229	65	-164	-71.6%	1,148

Daily Pivots for day following 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1341	1.1316	1.1191
R3	1.1273	1.1248	1.1173
R2	1.1205	1.1205	1.1166
R1	1.1180	1.1180	1.1160	1.1193
PP	1.1137	1.1137	1.1137	1.1144
S1	1.1112	1.1112	1.1148	1.1125
S2	1.1069	1.1069	1.1142
S3	1.1001	1.1044	1.1135
S4	1.0933	1.0976	1.1117

Weekly Pivots for week ending 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1711	1.1612	1.1252
R3	1.1532	1.1433	1.1203
R2	1.1353	1.1353	1.1187
R1	1.1254	1.1254	1.1170	1.1214
PP	1.1174	1.1174	1.1174	1.1155
S1	1.1075	1.1075	1.1138	1.1035
S2	1.0995	1.0995	1.1121
S3	1.0816	1.0896	1.1105
S4	1.0637	1.0717	1.1056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1274	1.1095	0.0179	1.6%	0.0064	0.6%	33%	False	True	229
10	1.1347	1.1095	0.0252	2.3%	0.0058	0.5%	23%	False	True	129
20	1.1381	1.1095	0.0286	2.6%	0.0060	0.5%	21%	False	True	72

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	True
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1452
2.618	1.1341
1.618	1.1273
1.000	1.1231
0.618	1.1205
HIGH	1.1163
0.618	1.1137
0.500	1.1129
0.382	1.1121
LOW	1.1095
0.618	1.1053
1.000	1.1027
1.618	1.0985
2.618	1.0917
4.250	1.0806

Fisher Pivots for day following 05-Feb-2021
Pivot	1 day	3 day
R1	1.1146	1.1150
PP	1.1137	1.1145
S1	1.1129	1.1141

Download as Excel Spreadsheet

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

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