CME Swiss Franc Future December 2021

Trading Metrics calculated at close of trading on 07-Jun-2021

Day Change Summary
	Previous	Current
	04-Jun-2021	07-Jun-2021	Change	Change %	Previous Week
Open	1.1179	1.1176	-0.0003	0.0%	1.1178
High	1.1185	1.1202	0.0017	0.2%	1.1230
Low	1.1109	1.1156	0.0047	0.4%	1.1105
Close	1.1176	1.1202	0.0026	0.2%	1.1176
Range	0.0076	0.0046	-0.0030	-39.5%	0.0125
ATR	0.0063	0.0062	-0.0001	-1.9%	0.0000
Volume	11	22	11	100.0%	81

Daily Pivots for day following 07-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1325	1.1309	1.1227
R3	1.1279	1.1263	1.1215
R2	1.1233	1.1233	1.1210
R1	1.1217	1.1217	1.1206	1.1225
PP	1.1187	1.1187	1.1187	1.1191
S1	1.1171	1.1171	1.1198	1.1179
S2	1.1141	1.1141	1.1194
S3	1.1095	1.1125	1.1189
S4	1.1049	1.1079	1.1177

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1545	1.1486	1.1245
R3	1.1420	1.1361	1.1210
R2	1.1295	1.1295	1.1199
R1	1.1236	1.1236	1.1187	1.1203
PP	1.1170	1.1170	1.1170	1.1154
S1	1.1111	1.1111	1.1165	1.1078
S2	1.1045	1.1045	1.1153
S3	1.0920	1.0986	1.1142
S4	1.0795	1.0861	1.1107

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%	0.0060	0.5%	78%	False	False	20
10	1.1253	1.1105	0.0148	1.3%	0.0056	0.5%	66%	False	False	12
20	1.1253	1.1061	0.0192	1.7%	0.0049	0.4%	73%	False	False	7

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.1398
2.618	1.1322
1.618	1.1276
1.000	1.1248
0.618	1.1230
HIGH	1.1202
0.618	1.1184
0.500	1.1179
0.382	1.1174
LOW	1.1156
0.618	1.1128
1.000	1.1110
1.618	1.1082
2.618	1.1036
4.250	1.0961

Fisher Pivots for day following 07-Jun-2021
Pivot	1 day	3 day
R1	1.1194	1.1186
PP	1.1187	1.1170
S1	1.1179	1.1154

Download as Excel Spreadsheet

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

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