CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 17-Feb-2021

Day Change Summary
	Previous	Current
	16-Feb-2021	17-Feb-2021	Change	Change %	Previous Week
Open	1.1265	1.1227	-0.0038	-0.3%	1.1165
High	1.1307	1.1236	-0.0071	-0.6%	1.1284
Low	1.1234	1.1157	-0.0077	-0.7%	1.1127
Close	1.1249	1.1157	-0.0092	-0.8%	1.1245
Range	0.0073	0.0079	0.0006	8.2%	0.0157
ATR	0.0058	0.0060	0.0002	4.2%	0.0000
Volume	1,415	171	-1,244	-87.9%	485

Daily Pivots for day following 17-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1420	1.1368	1.1200
R3	1.1341	1.1289	1.1179
R2	1.1262	1.1262	1.1171
R1	1.1210	1.1210	1.1164	1.1197
PP	1.1183	1.1183	1.1183	1.1177
S1	1.1131	1.1131	1.1150	1.1118
S2	1.1104	1.1104	1.1143
S3	1.1025	1.1052	1.1135
S4	1.0946	1.0973	1.1114

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	1.1157	0.0150	1.3%	0.0054	0.5%	0%	False	True	349
10	1.1307	1.1095	0.0212	1.9%	0.0058	0.5%	29%	False	False	238
20	1.1359	1.1095	0.0264	2.4%	0.0057	0.5%	23%	False	False	169
40	1.1469	1.1095	0.0374	3.4%	0.0059	0.5%	17%	False	False	90

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	0.0010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1572
2.618	1.1443
1.618	1.1364
1.000	1.1315
0.618	1.1285
HIGH	1.1236
0.618	1.1206
0.500	1.1197
0.382	1.1187
LOW	1.1157
0.618	1.1108
1.000	1.1078
1.618	1.1029
2.618	1.0950
4.250	1.0821

Fisher Pivots for day following 17-Feb-2021
Pivot	1 day	3 day
R1	1.1197	1.1232
PP	1.1183	1.1207
S1	1.1170	1.1182

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols