CME Swiss Franc Future September 2021

Trading Metrics calculated at close of trading on 21-May-2021

Day Change Summary
	Previous	Current
	20-May-2021	21-May-2021	Change	Change %	Previous Week
Open	1.1097	1.1178	0.0081	0.7%	1.1125
High	1.1176	1.1199	0.0023	0.2%	1.1199
Low	1.1087	1.1144	0.0057	0.5%	1.1087
Close	1.1165	1.1167	0.0002	0.0%	1.1167
Range	0.0089	0.0055	-0.0034	-38.2%	0.0112
ATR	0.0068	0.0067	-0.0001	-1.4%	0.0000
Volume	25	46	21	84.0%	113

Daily Pivots for day following 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1335	1.1306	1.1197
R3	1.1280	1.1251	1.1182
R2	1.1225	1.1225	1.1177
R1	1.1196	1.1196	1.1172	1.1183
PP	1.1170	1.1170	1.1170	1.1164
S1	1.1141	1.1141	1.1162	1.1128
S2	1.1115	1.1115	1.1157
S3	1.1060	1.1086	1.1152
S4	1.1005	1.1031	1.1137

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1487	1.1439	1.1229
R3	1.1375	1.1327	1.1198
R2	1.1263	1.1263	1.1188
R1	1.1215	1.1215	1.1177	1.1239
PP	1.1151	1.1151	1.1151	1.1163
S1	1.1103	1.1103	1.1157	1.1127
S2	1.1039	1.1039	1.1146
S3	1.0927	1.0991	1.1136
S4	1.0815	1.0879	1.1105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1199	1.1087	0.0112	1.0%	0.0073	0.7%	71%	True	False	22
10	1.1199	1.1032	0.0167	1.5%	0.0063	0.6%	81%	True	False	20
20	1.1199	1.0934	0.0265	2.4%	0.0064	0.6%	88%	True	False	24
40	1.1199	1.0604	0.0595	5.3%	0.0061	0.6%	95%	True	False	21

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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1433
2.618	1.1343
1.618	1.1288
1.000	1.1254
0.618	1.1233
HIGH	1.1199
0.618	1.1178
0.500	1.1172
0.382	1.1165
LOW	1.1144
0.618	1.1110
1.000	1.1089
1.618	1.1055
2.618	1.1000
4.250	1.0910

Fisher Pivots for day following 21-May-2021
Pivot	1 day	3 day
R1	1.1172	1.1159
PP	1.1170	1.1151
S1	1.1169	1.1143

Download as Excel Spreadsheet

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

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