CME Swiss Franc Future December 2021

Trading Metrics calculated at close of trading on 26-May-2021

Day Change Summary
	Previous	Current
	25-May-2021	26-May-2021	Change	Change %	Previous Week
Open	1.1230	1.1198	-0.0032	-0.3%	1.1152
High	1.1253	1.1238	-0.0015	-0.1%	1.1224
Low	1.1204	1.1187	-0.0017	-0.2%	1.1119
Close	1.1230	1.1198	-0.0032	-0.3%	1.1194
Range	0.0049	0.0051	0.0002	4.1%	0.0105
ATR	0.0058	0.0058	-0.0001	-0.9%	0.0000
Volume

Daily Pivots for day following 26-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1361	1.1330	1.1226
R3	1.1310	1.1279	1.1212
R2	1.1259	1.1259	1.1207
R1	1.1228	1.1228	1.1203	1.1224
PP	1.1208	1.1208	1.1208	1.1205
S1	1.1177	1.1177	1.1193	1.1173
S2	1.1157	1.1157	1.1189
S3	1.1106	1.1126	1.1184
S4	1.1055	1.1075	1.1170

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	1.1253	1.1119	0.0134	1.2%	0.0056	0.5%	59%	False	False
10	1.1253	1.1062	0.0191	1.7%	0.0052	0.5%	71%	False	False	2
20	1.1253	1.0980	0.0273	2.4%	0.0046	0.4%	80%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1455
2.618	1.1372
1.618	1.1321
1.000	1.1289
0.618	1.1270
HIGH	1.1238
0.618	1.1219
0.500	1.1213
0.382	1.1206
LOW	1.1187
0.618	1.1155
1.000	1.1136
1.618	1.1104
2.618	1.1053
4.250	1.0970

Fisher Pivots for day following 26-May-2021
Pivot	1 day	3 day
R1	1.1213	1.1212
PP	1.1208	1.1207
S1	1.1203	1.1203

Download as Excel Spreadsheet

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

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