CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 09-Feb-2021

Day Change Summary
	Previous	Current
	08-Feb-2021	09-Feb-2021	Change	Change %	Previous Week
Open	1.1165	1.1167	0.0002	0.0%	1.1255
High	1.1170	1.1248	0.0078	0.7%	1.1274
Low	1.1127	1.1162	0.0035	0.3%	1.1095
Close	1.1166	1.1248	0.0082	0.7%	1.1154
Range	0.0043	0.0086	0.0043	100.0%	0.0179
ATR	0.0059	0.0061	0.0002	3.3%	0.0000
Volume	112	212	100	89.3%	1,148

Daily Pivots for day following 09-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1477	1.1449	1.1295
R3	1.1391	1.1363	1.1272
R2	1.1305	1.1305	1.1264
R1	1.1277	1.1277	1.1256	1.1291
PP	1.1219	1.1219	1.1219	1.1227
S1	1.1191	1.1191	1.1240	1.1205
S2	1.1133	1.1133	1.1232
S3	1.1047	1.1105	1.1224
S4	1.0961	1.1019	1.1201

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	1.1248	1.1095	0.0153	1.4%	0.0061	0.5%	100%	True	False	128
10	1.1329	1.1095	0.0234	2.1%	0.0062	0.5%	65%	False	False	157
20	1.1359	1.1095	0.0264	2.3%	0.0059	0.5%	58%	False	False	85
40	1.1469	1.1095	0.0374	3.3%	0.0057	0.5%	41%	False	False	47

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1614
2.618	1.1473
1.618	1.1387
1.000	1.1334
0.618	1.1301
HIGH	1.1248
0.618	1.1215
0.500	1.1205
0.382	1.1195
LOW	1.1162
0.618	1.1109
1.000	1.1076
1.618	1.1023
2.618	1.0937
4.250	1.0797

Fisher Pivots for day following 09-Feb-2021
Pivot	1 day	3 day
R1	1.1234	1.1223
PP	1.1219	1.1197
S1	1.1205	1.1172

Download as Excel Spreadsheet

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

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