CME Swiss Franc Future December 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	1.1192	1.1215	0.0023	0.2%	1.1152
High	1.1196	1.1224	0.0028	0.3%	1.1224
Low	1.1119	1.1171	0.0052	0.5%	1.1119
Close	1.1192	1.1194	0.0002	0.0%	1.1194
Range	0.0077	0.0053	-0.0024	-31.2%	0.0105
ATR	0.0060	0.0059	0.0000	-0.8%	0.0000
Volume	0	1	1		25

Daily Pivots for day following 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1355	1.1328	1.1223
R3	1.1302	1.1275	1.1209
R2	1.1249	1.1249	1.1204
R1	1.1222	1.1222	1.1199	1.1209
PP	1.1196	1.1196	1.1196	1.1190
S1	1.1169	1.1169	1.1189	1.1156
S2	1.1143	1.1143	1.1184
S3	1.1090	1.1116	1.1179
S4	1.1037	1.1063	1.1165

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1494	1.1449	1.1252
R3	1.1389	1.1344	1.1223
R2	1.1284	1.1284	1.1213
R1	1.1239	1.1239	1.1204	1.1262
PP	1.1179	1.1179	1.1179	1.1190
S1	1.1134	1.1134	1.1184	1.1157
S2	1.1074	1.1074	1.1175
S3	1.0969	1.1029	1.1165
S4	1.0864	1.0924	1.1136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1224	1.1119	0.0105	0.9%	0.0063	0.6%	71%	True	False	5
10	1.1224	1.1061	0.0163	1.5%	0.0042	0.4%	82%	True	False	3
20	1.1224	1.0963	0.0261	2.3%	0.0048	0.4%	89%	True	False	4

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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1449
2.618	1.1363
1.618	1.1310
1.000	1.1277
0.618	1.1257
HIGH	1.1224
0.618	1.1204
0.500	1.1198
0.382	1.1191
LOW	1.1171
0.618	1.1138
1.000	1.1118
1.618	1.1085
2.618	1.1032
4.250	1.0946

Fisher Pivots for day following 21-May-2021
Pivot	1 day	3 day
R1	1.1198	1.1187
PP	1.1196	1.1179
S1	1.1195	1.1172

Download as Excel Spreadsheet

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

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