CME Swiss Franc Future September 2021

Trading Metrics calculated at close of trading on 10-May-2021

Day Change Summary
	Previous	Current
	07-May-2021	10-May-2021	Change	Change %	Previous Week
Open	1.1070	1.1132	0.0062	0.6%	1.0983
High	1.1141	1.1165	0.0024	0.2%	1.1141
Low	1.1034	1.1125	0.0091	0.8%	1.0951
Close	1.1134	1.1140	0.0006	0.1%	1.1134
Range	0.0107	0.0040	-0.0067	-62.6%	0.0190
ATR	0.0067	0.0065	-0.0002	-2.9%	0.0000
Volume	13	47	34	261.5%	67

Daily Pivots for day following 10-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1263	1.1242	1.1162
R3	1.1223	1.1202	1.1151
R2	1.1183	1.1183	1.1147
R1	1.1162	1.1162	1.1144	1.1173
PP	1.1143	1.1143	1.1143	1.1149
S1	1.1122	1.1122	1.1136	1.1133
S2	1.1103	1.1103	1.1133
S3	1.1063	1.1082	1.1129
S4	1.1023	1.1042	1.1118

Weekly Pivots for week ending 07-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1645	1.1580	1.1239
R3	1.1455	1.1390	1.1186
R2	1.1265	1.1265	1.1169
R1	1.1200	1.1200	1.1151	1.1233
PP	1.1075	1.1075	1.1075	1.1092
S1	1.1010	1.1010	1.1117	1.1043
S2	1.0885	1.0885	1.1099
S3	1.0695	1.0820	1.1082
S4	1.0505	1.0630	1.1030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1165	1.0951	0.0214	1.9%	0.0063	0.6%	88%	True	False	17
10	1.1165	1.0934	0.0231	2.1%	0.0065	0.6%	89%	True	False	18
20	1.1165	1.0845	0.0320	2.9%	0.0060	0.5%	92%	True	False	28
40	1.1165	1.0604	0.0561	5.0%	0.0064	0.6%	96%	True	False	20

Crabel Price Patterns
NR	True
NR4	True
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1335
2.618	1.1270
1.618	1.1230
1.000	1.1205
0.618	1.1190
HIGH	1.1165
0.618	1.1150
0.500	1.1145
0.382	1.1140
LOW	1.1125
0.618	1.1100
1.000	1.1085
1.618	1.1060
2.618	1.1020
4.250	1.0955

Fisher Pivots for day following 10-May-2021
Pivot	1 day	3 day
R1	1.1145	1.1116
PP	1.1143	1.1093
S1	1.1142	1.1069

Download as Excel Spreadsheet

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

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