CME Swiss Franc Future September 2021

Trading Metrics calculated at close of trading on 29-Apr-2021

Day Change Summary
	Previous	Current
	28-Apr-2021	29-Apr-2021	Change	Change %	Previous Week
Open	1.0971	1.1051	0.0080	0.7%	1.0906
High	1.1042	1.1051	0.0009	0.1%	1.0997
Low	1.0934	1.1010	0.0076	0.7%	1.0896
Close	1.1031	1.1045	0.0014	0.1%	1.0989
Range	0.0108	0.0041	-0.0067	-62.0%	0.0101
ATR	0.0066	0.0064	-0.0002	-2.7%	0.0000
Volume	22	4	-18	-81.8%	171

Daily Pivots for day following 29-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1158	1.1143	1.1068
R3	1.1117	1.1102	1.1056
R2	1.1076	1.1076	1.1053
R1	1.1061	1.1061	1.1049	1.1048
PP	1.1035	1.1035	1.1035	1.1029
S1	1.1020	1.1020	1.1041	1.1007
S2	1.0994	1.0994	1.1037
S3	1.0953	1.0979	1.1034
S4	1.0912	1.0938	1.1022

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	1.1051	1.0934	0.0117	1.1%	0.0060	0.5%	95%	True	False	49
10	1.1051	1.0873	0.0178	1.6%	0.0060	0.5%	97%	True	False	41
20	1.1051	1.0604	0.0447	4.0%	0.0062	0.6%	99%	True	False	27
40	1.1051	1.0604	0.0447	4.0%	0.0064	0.6%	99%	True	False	17

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1225
2.618	1.1158
1.618	1.1117
1.000	1.1092
0.618	1.1076
HIGH	1.1051
0.618	1.1035
0.500	1.1031
0.382	1.1026
LOW	1.1010
0.618	1.0985
1.000	1.0969
1.618	1.0944
2.618	1.0903
4.250	1.0836

Fisher Pivots for day following 29-Apr-2021
Pivot	1 day	3 day
R1	1.1040	1.1028
PP	1.1035	1.1010
S1	1.1031	1.0993

Download as Excel Spreadsheet

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

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