CME Swiss Franc Future September 2021

Trading Metrics calculated at close of trading on 06-May-2021

Day Change Summary
	Previous	Current
	05-May-2021	06-May-2021	Change	Change %	Previous Week
Open	1.0984	1.0977	-0.0007	-0.1%	1.0987
High	1.1000	1.1060	0.0060	0.5%	1.1051
Low	1.0951	1.0973	0.0022	0.2%	1.0934
Close	1.0985	1.1040	0.0055	0.5%	1.0987
Range	0.0049	0.0087	0.0038	77.6%	0.0117
ATR	0.0063	0.0064	0.0002	2.8%	0.0000
Volume	1	10	9	900.0%	209

Daily Pivots for day following 06-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1285	1.1250	1.1088
R3	1.1198	1.1163	1.1064
R2	1.1111	1.1111	1.1056
R1	1.1076	1.1076	1.1048	1.1094
PP	1.1024	1.1024	1.1024	1.1033
S1	1.0989	1.0989	1.1032	1.1007
S2	1.0937	1.0937	1.1024
S3	1.0850	1.0902	1.1016
S4	1.0763	1.0815	1.0992

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	1.1060	1.0951	0.0109	1.0%	0.0060	0.5%	82%	True	False	13
10	1.1060	1.0934	0.0126	1.1%	0.0060	0.5%	84%	True	False	31
20	1.1060	1.0823	0.0237	2.1%	0.0058	0.5%	92%	True	False	28
40	1.1060	1.0604	0.0456	4.1%	0.0063	0.6%	96%	True	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1430
2.618	1.1288
1.618	1.1201
1.000	1.1147
0.618	1.1114
HIGH	1.1060
0.618	1.1027
0.500	1.1017
0.382	1.1006
LOW	1.0973
0.618	1.0919
1.000	1.0886
1.618	1.0832
2.618	1.0745
4.250	1.0603

Fisher Pivots for day following 06-May-2021
Pivot	1 day	3 day
R1	1.1032	1.1029
PP	1.1024	1.1017
S1	1.1017	1.1006

Download as Excel Spreadsheet

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

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