CME Swiss Franc Future September 2021

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Trading Metrics calculated at close of trading on 03-May-2021
Day Change Summary Previous Current 30-Apr-2021 03-May-2021 Change Change % Previous Week Open 1.1041 1.0983 -0.0058 -0.5% 1.0987 High 1.1051 1.1034 -0.0017 -0.2% 1.1051 Low 1.0981 1.0973 -0.0008 -0.1% 1.0934 Close 1.0987 1.1015 0.0028 0.3% 1.0987 Range 0.0070 0.0061 -0.0009 -12.9% 0.0117 ATR 0.0064 0.0064 0.0000 -0.4% 0.0000 Volume 11 27 16 145.5% 209
Daily Pivots for day following 03-May-2021 Classic Woodie Camarilla DeMark R4 1.1190 1.1164 1.1049 R3 1.1129 1.1103 1.1032 R2 1.1068 1.1068 1.1026 R1 1.1042 1.1042 1.1021 1.1055 PP 1.1007 1.1007 1.1007 1.1014 S1 1.0981 1.0981 1.1009 1.0994 S2 1.0946 1.0946 1.1004 S3 1.0885 1.0920 1.0998 S4 1.0824 1.0859 1.0981	Weekly Pivots for week ending 30-Apr-2021 Classic Woodie Camarilla DeMark R4 1.1342 1.1281 1.1051 R3 1.1225 1.1164 1.1019 R2 1.1108 1.1108 1.1008 R1 1.1047 1.1047 1.0998 1.1046 PP 1.0991 1.0991 1.0991 1.0990 S1 1.0930 1.0930 1.0976 1.0929 S2 1.0874 1.0874 1.0966 S3 1.0757 1.0813 1.0955 S4 1.0640 1.0696 1.0923
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% 0.0067 0.6% 69% False False 19 10 1.1051 1.0918 0.0133 1.2% 0.0057 0.5% 73% False False 38 20 1.1051 1.0690 0.0361 3.3% 0.0061 0.6% 90% False False 29 40 1.1051 1.0604 0.0447 4.1% 0.0062 0.6% 92% False False 18
Crabel Price Patterns NR True NR4 False 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 0.0013 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1293 2.618 1.1194 1.618 1.1133 1.000 1.1095 0.618 1.1072 HIGH 1.1034 0.618 1.1011 0.500 1.1004 0.382 1.0996 LOW 1.0973 0.618 1.0935 1.000 1.0912 1.618 1.0874 2.618 1.0813 4.250 1.0714
Fisher Pivots for day following 03-May-2021 Pivot 1 day 3 day R1 1.1011 1.1014 PP 1.1007 1.1013 S1 1.1004 1.1012

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