CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 23-Feb-2021

Day Change Summary
	Previous	Current
	22-Feb-2021	23-Feb-2021	Change	Change %	Previous Week
Open	1.1184	1.1177	-0.0007	-0.1%	1.1265
High	1.1207	1.1207	0.0000	0.0%	1.1307
Low	1.1116	1.1074	-0.0042	-0.4%	1.1152
Close	1.1201	1.1077	-0.0124	-1.1%	1.1185
Range	0.0091	0.0133	0.0042	46.2%	0.0155
ATR	0.0061	0.0066	0.0005	8.5%	0.0000
Volume	100	42	-58	-58.0%	1,633

Daily Pivots for day following 23-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1518	1.1431	1.1150
R3	1.1385	1.1298	1.1114
R2	1.1252	1.1252	1.1101
R1	1.1165	1.1165	1.1089	1.1142
PP	1.1119	1.1119	1.1119	1.1108
S1	1.1032	1.1032	1.1065	1.1009
S2	1.0986	1.0986	1.1053
S3	1.0853	1.0899	1.1040
S4	1.0720	1.0766	1.1004

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1680	1.1587	1.1270
R3	1.1525	1.1432	1.1228
R2	1.1370	1.1370	1.1213
R1	1.1277	1.1277	1.1199	1.1246
PP	1.1215	1.1215	1.1215	1.1199
S1	1.1122	1.1122	1.1171	1.1091
S2	1.1060	1.1060	1.1157
S3	1.0905	1.0967	1.1142
S4	1.0750	1.0812	1.1100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1236	1.1074	0.0162	1.5%	0.0079	0.7%	2%	False	True	72
10	1.1307	1.1074	0.0233	2.1%	0.0067	0.6%	1%	False	True	214
20	1.1329	1.1074	0.0255	2.3%	0.0062	0.6%	1%	False	True	176
40	1.1469	1.1074	0.0395	3.6%	0.0062	0.6%	1%	False	True	94

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	1.1772
2.618	1.1555
1.618	1.1422
1.000	1.1340
0.618	1.1289
HIGH	1.1207
0.618	1.1156
0.500	1.1141
0.382	1.1125
LOW	1.1074
0.618	1.0992
1.000	1.0941
1.618	1.0859
2.618	1.0726
4.250	1.0509

Fisher Pivots for day following 23-Feb-2021
Pivot	1 day	3 day
R1	1.1141	1.1151
PP	1.1119	1.1126
S1	1.1098	1.1102

Download as Excel Spreadsheet

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

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