CME Swiss Franc Future December 2021

Trading Metrics calculated at close of trading on 28-May-2021

Day Change Summary
	Previous	Current
	27-May-2021	28-May-2021	Change	Change %	Previous Week
Open	1.1202	1.1190	-0.0012	-0.1%	1.1209
High	1.1213	1.1190	-0.0023	-0.2%	1.1253
Low	1.1159	1.1132	-0.0027	-0.2%	1.1132
Close	1.1205	1.1172	-0.0033	-0.3%	1.1172
Range	0.0054	0.0058	0.0004	7.4%	0.0121
ATR	0.0057	0.0058	0.0001	2.0%	0.0000
Volume	4	14	10	250.0%	18

Daily Pivots for day following 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1339	1.1313	1.1204
R3	1.1281	1.1255	1.1188
R2	1.1223	1.1223	1.1183
R1	1.1197	1.1197	1.1177	1.1181
PP	1.1165	1.1165	1.1165	1.1157
S1	1.1139	1.1139	1.1167	1.1123
S2	1.1107	1.1107	1.1161
S3	1.1049	1.1081	1.1156
S4	1.0991	1.1023	1.1140

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1549	1.1481	1.1239
R3	1.1428	1.1360	1.1205
R2	1.1307	1.1307	1.1194
R1	1.1239	1.1239	1.1183	1.1213
PP	1.1186	1.1186	1.1186	1.1172
S1	1.1118	1.1118	1.1161	1.1092
S2	1.1065	1.1065	1.1150
S3	1.0944	1.0997	1.1139
S4	1.0823	1.0876	1.1105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1253	1.1132	0.0121	1.1%	0.0052	0.5%	33%	False	True	3
10	1.1253	1.1119	0.0134	1.2%	0.0058	0.5%	40%	False	False	4
20	1.1253	1.0980	0.0273	2.4%	0.0049	0.4%	70%	False	False	4

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 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1437
2.618	1.1342
1.618	1.1284
1.000	1.1248
0.618	1.1226
HIGH	1.1190
0.618	1.1168
0.500	1.1161
0.382	1.1154
LOW	1.1132
0.618	1.1096
1.000	1.1074
1.618	1.1038
2.618	1.0980
4.250	1.0886

Fisher Pivots for day following 28-May-2021
Pivot	1 day	3 day
R1	1.1168	1.1185
PP	1.1165	1.1181
S1	1.1161	1.1176

Download as Excel Spreadsheet

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

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