CME Swiss Franc Future December 2021

Trading Metrics calculated at close of trading on 03-Jun-2021

Day Change Summary
	Previous	Current
	02-Jun-2021	03-Jun-2021	Change	Change %	Previous Week
Open	1.1191	1.1148	-0.0043	-0.4%	1.1209
High	1.1191	1.1154	-0.0037	-0.3%	1.1253
Low	1.1139	1.1105	-0.0034	-0.3%	1.1132
Close	1.1191	1.1114	-0.0077	-0.7%	1.1172
Range	0.0052	0.0049	-0.0003	-5.8%	0.0121
ATR	0.0060	0.0062	0.0002	3.0%	0.0000
Volume	1	14	13	1,300.0%	18

Daily Pivots for day following 03-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1271	1.1242	1.1141
R3	1.1222	1.1193	1.1127
R2	1.1173	1.1173	1.1123
R1	1.1144	1.1144	1.1118	1.1134
PP	1.1124	1.1124	1.1124	1.1120
S1	1.1095	1.1095	1.1110	1.1085
S2	1.1075	1.1075	1.1105
S3	1.1026	1.1046	1.1101
S4	1.0977	1.0997	1.1087

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	1.1230	1.1105	0.0125	1.1%	0.0058	0.5%	7%	False	True	17
10	1.1253	1.1105	0.0148	1.3%	0.0057	0.5%	6%	False	True	8
20	1.1253	1.1005	0.0248	2.2%	0.0052	0.5%	44%	False	False	6

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1362
2.618	1.1282
1.618	1.1233
1.000	1.1203
0.618	1.1184
HIGH	1.1154
0.618	1.1135
0.500	1.1130
0.382	1.1124
LOW	1.1105
0.618	1.1075
1.000	1.1056
1.618	1.1026
2.618	1.0977
4.250	1.0897

Fisher Pivots for day following 03-Jun-2021
Pivot	1 day	3 day
R1	1.1130	1.1168
PP	1.1124	1.1150
S1	1.1119	1.1132

Download as Excel Spreadsheet

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

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