CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 16-Feb-2021

Day Change Summary
	Previous	Current
	12-Feb-2021	16-Feb-2021	Change	Change %	Previous Week
Open	1.1270	1.1265	-0.0005	0.0%	1.1165
High	1.1270	1.1307	0.0037	0.3%	1.1284
Low	1.1223	1.1234	0.0011	0.1%	1.1127
Close	1.1245	1.1249	0.0004	0.0%	1.1245
Range	0.0047	0.0073	0.0026	55.3%	0.0157
ATR	0.0057	0.0058	0.0001	2.0%	0.0000
Volume	10	1,415	1,405	14,050.0%	485

Daily Pivots for day following 16-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1482	1.1439	1.1289
R3	1.1409	1.1366	1.1269
R2	1.1336	1.1336	1.1262
R1	1.1293	1.1293	1.1256	1.1278
PP	1.1263	1.1263	1.1263	1.1256
S1	1.1220	1.1220	1.1242	1.1205
S2	1.1190	1.1190	1.1236
S3	1.1117	1.1147	1.1229
S4	1.1044	1.1074	1.1209

Weekly Pivots for week ending 12-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1690	1.1624	1.1331
R3	1.1533	1.1467	1.1288
R2	1.1376	1.1376	1.1274
R1	1.1310	1.1310	1.1259	1.1343
PP	1.1219	1.1219	1.1219	1.1235
S1	1.1153	1.1153	1.1231	1.1186
S2	1.1062	1.1062	1.1216
S3	1.0905	1.0996	1.1202
S4	1.0748	1.0839	1.1159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1307	1.1162	0.0145	1.3%	0.0055	0.5%	60%	True	False	357
10	1.1307	1.1095	0.0212	1.9%	0.0055	0.5%	73%	True	False	300
20	1.1359	1.1095	0.0264	2.3%	0.0057	0.5%	58%	False	False	163
40	1.1469	1.1095	0.0374	3.3%	0.0058	0.5%	41%	False	False	86

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1617
2.618	1.1498
1.618	1.1425
1.000	1.1380
0.618	1.1352
HIGH	1.1307
0.618	1.1279
0.500	1.1271
0.382	1.1262
LOW	1.1234
0.618	1.1189
1.000	1.1161
1.618	1.1116
2.618	1.1043
4.250	1.0924

Fisher Pivots for day following 16-Feb-2021
Pivot	1 day	3 day
R1	1.1271	1.1265
PP	1.1263	1.1260
S1	1.1256	1.1254

Download as Excel Spreadsheet

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

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