CME Swiss Franc Future June 2021

Trading Metrics calculated at close of trading on 04-Mar-2021

Day Change Summary
	Previous	Current
	03-Mar-2021	04-Mar-2021	Change	Change %	Previous Week
Open	1.0962	1.0903	-0.0059	-0.5%	1.1184
High	1.0970	1.0910	-0.0060	-0.5%	1.1207
Low	1.0900	1.0785	-0.0115	-1.1%	1.1017
Close	1.0904	1.0790	-0.0114	-1.0%	1.1031
Range	0.0070	0.0125	0.0055	78.6%	0.0190
ATR	0.0070	0.0074	0.0004	5.7%	0.0000
Volume	557	653	96	17.2%	1,102

Daily Pivots for day following 04-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1203	1.1122	1.0859
R3	1.1078	1.0997	1.0824
R2	1.0953	1.0953	1.0813
R1	1.0872	1.0872	1.0801	1.0850
PP	1.0828	1.0828	1.0828	1.0818
S1	1.0747	1.0747	1.0779	1.0725
S2	1.0703	1.0703	1.0767
S3	1.0578	1.0622	1.0756
S4	1.0453	1.0497	1.0721

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1655	1.1533	1.1136
R3	1.1465	1.1343	1.1083
R2	1.1275	1.1275	1.1066
R1	1.1153	1.1153	1.1048	1.1119
PP	1.1085	1.1085	1.1085	1.1068
S1	1.0963	1.0963	1.1014	1.0929
S2	1.0895	1.0895	1.0996
S3	1.0705	1.0773	1.0979
S4	1.0515	1.0583	1.0927

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1109	1.0785	0.0324	3.0%	0.0092	0.9%	2%	False	True	813
10	1.1227	1.0785	0.0442	4.1%	0.0085	0.8%	1%	False	True	495
20	1.1307	1.0785	0.0522	4.8%	0.0072	0.7%	1%	False	True	366
40	1.1469	1.0785	0.0684	6.3%	0.0067	0.6%	1%	False	True	213

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	0.0016
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1441
2.618	1.1237
1.618	1.1112
1.000	1.1035
0.618	1.0987
HIGH	1.0910
0.618	1.0862
0.500	1.0848
0.382	1.0833
LOW	1.0785
0.618	1.0708
1.000	1.0660
1.618	1.0583
2.618	1.0458
4.250	1.0254

Fisher Pivots for day following 04-Mar-2021
Pivot	1 day	3 day
R1	1.0848	1.0880
PP	1.0828	1.0850
S1	1.0809	1.0820

Download as Excel Spreadsheet

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

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