CME Swiss Franc Future December 2021

Trading Metrics calculated at close of trading on 27-May-2021

Day Change Summary
	Previous	Current
	26-May-2021	27-May-2021	Change	Change %	Previous Week
Open	1.1198	1.1202	0.0004	0.0%	1.1152
High	1.1238	1.1213	-0.0025	-0.2%	1.1224
Low	1.1187	1.1159	-0.0028	-0.3%	1.1119
Close	1.1198	1.1205	0.0007	0.1%	1.1194
Range	0.0051	0.0054	0.0003	5.9%	0.0105
ATR	0.0058	0.0057	0.0000	-0.4%	0.0000
Volume	0	4	4		25

Daily Pivots for day following 27-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1354	1.1334	1.1235
R3	1.1300	1.1280	1.1220
R2	1.1246	1.1246	1.1215
R1	1.1226	1.1226	1.1210	1.1236
PP	1.1192	1.1192	1.1192	1.1198
S1	1.1172	1.1172	1.1200	1.1182
S2	1.1138	1.1138	1.1195
S3	1.1084	1.1118	1.1190
S4	1.1030	1.1064	1.1175

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	1.1159	0.0094	0.8%	0.0051	0.5%	49%	False	True	1
10	1.1253	1.1119	0.0134	1.2%	0.0053	0.5%	64%	False	False	2
20	1.1253	1.0980	0.0273	2.4%	0.0047	0.4%	82%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1443
2.618	1.1354
1.618	1.1300
1.000	1.1267
0.618	1.1246
HIGH	1.1213
0.618	1.1192
0.500	1.1186
0.382	1.1180
LOW	1.1159
0.618	1.1126
1.000	1.1105
1.618	1.1072
2.618	1.1018
4.250	1.0930

Fisher Pivots for day following 27-May-2021
Pivot	1 day	3 day
R1	1.1199	1.1206
PP	1.1192	1.1206
S1	1.1186	1.1205

Download as Excel Spreadsheet

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

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