CME Swiss Franc Future September 2021

Trading Metrics calculated at close of trading on 19-May-2021

Day Change Summary
	Previous	Current
	18-May-2021	19-May-2021	Change	Change %	Previous Week
Open	1.1106	1.1167	0.0061	0.5%	1.1132
High	1.1193	1.1183	-0.0010	-0.1%	1.1165
Low	1.1103	1.1087	-0.0016	-0.1%	1.1032
Close	1.1189	1.1097	-0.0092	-0.8%	1.1118
Range	0.0090	0.0096	0.0006	6.7%	0.0133
ATR	0.0063	0.0066	0.0003	4.3%	0.0000
Volume	17	23	6	35.3%	93

Daily Pivots for day following 19-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1410	1.1350	1.1150
R3	1.1314	1.1254	1.1123
R2	1.1218	1.1218	1.1115
R1	1.1158	1.1158	1.1106	1.1140
PP	1.1122	1.1122	1.1122	1.1114
S1	1.1062	1.1062	1.1088	1.1044
S2	1.1026	1.1026	1.1079
S3	1.0930	1.0966	1.1071
S4	1.0834	1.0870	1.1044

Weekly Pivots for week ending 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1504	1.1444	1.1191
R3	1.1371	1.1311	1.1155
R2	1.1238	1.1238	1.1142
R1	1.1178	1.1178	1.1130	1.1142
PP	1.1105	1.1105	1.1105	1.1087
S1	1.1045	1.1045	1.1106	1.1009
S2	1.0972	1.0972	1.1094
S3	1.0839	1.0912	1.1081
S4	1.0706	1.0779	1.1045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1193	1.1033	0.0160	1.4%	0.0064	0.6%	40%	False	False	12
10	1.1193	1.0973	0.0220	2.0%	0.0068	0.6%	56%	False	False	15
20	1.1193	1.0925	0.0268	2.4%	0.0062	0.6%	64%	False	False	23
40	1.1193	1.0604	0.0589	5.3%	0.0060	0.5%	84%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1591
2.618	1.1434
1.618	1.1338
1.000	1.1279
0.618	1.1242
HIGH	1.1183
0.618	1.1146
0.500	1.1135
0.382	1.1124
LOW	1.1087
0.618	1.1028
1.000	1.0991
1.618	1.0932
2.618	1.0836
4.250	1.0679

Fisher Pivots for day following 19-May-2021
Pivot	1 day	3 day
R1	1.1135	1.1140
PP	1.1122	1.1126
S1	1.1110	1.1111

Download as Excel Spreadsheet

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

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