CME Swiss Franc Future September 2021

Trading Metrics calculated at close of trading on 20-May-2021

Day Change Summary
	Previous	Current
	19-May-2021	20-May-2021	Change	Change %	Previous Week
Open	1.1167	1.1097	-0.0070	-0.6%	1.1132
High	1.1183	1.1176	-0.0007	-0.1%	1.1165
Low	1.1087	1.1087	0.0000	0.0%	1.1032
Close	1.1097	1.1165	0.0068	0.6%	1.1118
Range	0.0096	0.0089	-0.0007	-7.3%	0.0133
ATR	0.0066	0.0068	0.0002	2.5%	0.0000
Volume	23	25	2	8.7%	93

Daily Pivots for day following 20-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1410	1.1376	1.1214
R3	1.1321	1.1287	1.1189
R2	1.1232	1.1232	1.1181
R1	1.1198	1.1198	1.1173	1.1215
PP	1.1143	1.1143	1.1143	1.1151
S1	1.1109	1.1109	1.1157	1.1126
S2	1.1054	1.1054	1.1149
S3	1.0965	1.1020	1.1141
S4	1.0876	1.0931	1.1116

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	1.1078	0.0115	1.0%	0.0072	0.6%	76%	False	False	16
10	1.1193	1.1032	0.0161	1.4%	0.0068	0.6%	83%	False	False	17
20	1.1193	1.0934	0.0259	2.3%	0.0064	0.6%	89%	False	False	24
40	1.1193	1.0604	0.0589	5.3%	0.0062	0.6%	95%	False	False	20

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1554
2.618	1.1409
1.618	1.1320
1.000	1.1265
0.618	1.1231
HIGH	1.1176
0.618	1.1142
0.500	1.1132
0.382	1.1121
LOW	1.1087
0.618	1.1032
1.000	1.0998
1.618	1.0943
2.618	1.0854
4.250	1.0709

Fisher Pivots for day following 20-May-2021
Pivot	1 day	3 day
R1	1.1154	1.1157
PP	1.1143	1.1148
S1	1.1132	1.1140

Download as Excel Spreadsheet

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

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