CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 18-Feb-2021

Day Change Summary
	Previous	Current
	17-Feb-2021	18-Feb-2021	Change	Change %	Previous Week
Open	1.1227	1.1158	-0.0069	-0.6%	1.1165
High	1.1236	1.1197	-0.0039	-0.3%	1.1284
Low	1.1157	1.1152	-0.0005	0.0%	1.1127
Close	1.1157	1.1190	0.0033	0.3%	1.1245
Range	0.0079	0.0045	-0.0034	-43.0%	0.0157
ATR	0.0060	0.0059	-0.0001	-1.8%	0.0000
Volume	171	14	-157	-91.8%	485

Daily Pivots for day following 18-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1315	1.1297	1.1215
R3	1.1270	1.1252	1.1202
R2	1.1225	1.1225	1.1198
R1	1.1207	1.1207	1.1194	1.1216
PP	1.1180	1.1180	1.1180	1.1184
S1	1.1162	1.1162	1.1186	1.1171
S2	1.1135	1.1135	1.1182
S3	1.1090	1.1117	1.1178
S4	1.1045	1.1072	1.1165

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	1.1152	0.0155	1.4%	0.0053	0.5%	25%	False	True	340
10	1.1307	1.1095	0.0212	1.9%	0.0058	0.5%	45%	False	False	237
20	1.1359	1.1095	0.0264	2.4%	0.0056	0.5%	36%	False	False	170
40	1.1469	1.1095	0.0374	3.3%	0.0059	0.5%	25%	False	False	90

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1388
2.618	1.1315
1.618	1.1270
1.000	1.1242
0.618	1.1225
HIGH	1.1197
0.618	1.1180
0.500	1.1175
0.382	1.1169
LOW	1.1152
0.618	1.1124
1.000	1.1107
1.618	1.1079
2.618	1.1034
4.250	1.0961

Fisher Pivots for day following 18-Feb-2021
Pivot	1 day	3 day
R1	1.1185	1.1230
PP	1.1180	1.1216
S1	1.1175	1.1203

Download as Excel Spreadsheet

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

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