CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 10-Feb-2021

Day Change Summary
	Previous	Current
	09-Feb-2021	10-Feb-2021	Change	Change %	Previous Week
Open	1.1167	1.1243	0.0076	0.7%	1.1255
High	1.1248	1.1284	0.0036	0.3%	1.1274
Low	1.1162	1.1236	0.0074	0.7%	1.1095
Close	1.1248	1.1275	0.0027	0.2%	1.1154
Range	0.0086	0.0048	-0.0038	-44.2%	0.0179
ATR	0.0061	0.0060	-0.0001	-1.5%	0.0000
Volume	212	61	-151	-71.2%	1,148

Daily Pivots for day following 10-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1409	1.1390	1.1301
R3	1.1361	1.1342	1.1288
R2	1.1313	1.1313	1.1284
R1	1.1294	1.1294	1.1279	1.1304
PP	1.1265	1.1265	1.1265	1.1270
S1	1.1246	1.1246	1.1271	1.1256
S2	1.1217	1.1217	1.1266
S3	1.1169	1.1198	1.1262
S4	1.1121	1.1150	1.1249

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	1.1284	1.1095	0.0189	1.7%	0.0064	0.6%	95%	True	False	135
10	1.1317	1.1095	0.0222	2.0%	0.0060	0.5%	81%	False	False	163
20	1.1359	1.1095	0.0264	2.3%	0.0058	0.5%	68%	False	False	87
40	1.1469	1.1095	0.0374	3.3%	0.0057	0.5%	48%	False	False	48

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1488
2.618	1.1410
1.618	1.1362
1.000	1.1332
0.618	1.1314
HIGH	1.1284
0.618	1.1266
0.500	1.1260
0.382	1.1254
LOW	1.1236
0.618	1.1206
1.000	1.1188
1.618	1.1158
2.618	1.1110
4.250	1.1032

Fisher Pivots for day following 10-Feb-2021
Pivot	1 day	3 day
R1	1.1270	1.1252
PP	1.1265	1.1229
S1	1.1260	1.1206

Download as Excel Spreadsheet

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

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