CME Swiss Franc Future September 2021

Trading Metrics calculated at close of trading on 28-Apr-2021

Day Change Summary
	Previous	Current
	27-Apr-2021	28-Apr-2021	Change	Change %	Previous Week
Open	1.0952	1.0971	0.0019	0.2%	1.0906
High	1.1000	1.1042	0.0042	0.4%	1.0997
Low	1.0945	1.0934	-0.0011	-0.1%	1.0896
Close	1.0980	1.1031	0.0051	0.5%	1.0989
Range	0.0055	0.0108	0.0053	96.4%	0.0101
ATR	0.0062	0.0066	0.0003	5.2%	0.0000
Volume	33	22	-11	-33.3%	171

Daily Pivots for day following 28-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1326	1.1287	1.1090
R3	1.1218	1.1179	1.1061
R2	1.1110	1.1110	1.1051
R1	1.1071	1.1071	1.1041	1.1091
PP	1.1002	1.1002	1.1002	1.1012
S1	1.0963	1.0963	1.1021	1.0983
S2	1.0894	1.0894	1.1011
S3	1.0786	1.0855	1.1001
S4	1.0678	1.0747	1.0972

Weekly Pivots for week ending 23-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1264	1.1227	1.1045
R3	1.1163	1.1126	1.1017
R2	1.1062	1.1062	1.1008
R1	1.1025	1.1025	1.0998	1.1044
PP	1.0961	1.0961	1.0961	1.0970
S1	1.0924	1.0924	1.0980	1.0943
S2	1.0860	1.0860	1.0970
S3	1.0759	1.0823	1.0961
S4	1.0658	1.0722	1.0933

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1042	1.0925	0.0117	1.1%	0.0062	0.6%	91%	True	False	49
10	1.1042	1.0862	0.0180	1.6%	0.0060	0.5%	94%	True	False	41
20	1.1042	1.0604	0.0438	4.0%	0.0063	0.6%	97%	True	False	28
40	1.1042	1.0604	0.0438	4.0%	0.0063	0.6%	97%	True	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1.1501
2.618	1.1325
1.618	1.1217
1.000	1.1150
0.618	1.1109
HIGH	1.1042
0.618	1.1001
0.500	1.0988
0.382	1.0975
LOW	1.0934
0.618	1.0867
1.000	1.0826
1.618	1.0759
2.618	1.0651
4.250	1.0475

Fisher Pivots for day following 28-Apr-2021
Pivot	1 day	3 day
R1	1.1017	1.1017
PP	1.1002	1.1002
S1	1.0988	1.0988

Download as Excel Spreadsheet

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

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