CME Swiss Franc Future December 2021

Trading Metrics calculated at close of trading on 17-Jun-2021

Day Change Summary
	Previous	Current
	16-Jun-2021	17-Jun-2021	Change	Change %	Previous Week
Open	1.1083	1.1050	-0.0033	-0.3%	1.1176
High	1.1188	1.1066	-0.0122	-1.1%	1.1255
Low	1.1057	1.0936	-0.0121	-1.1%	1.1156
Close	1.1085	1.0951	-0.0134	-1.2%	1.1177
Range	0.0131	0.0130	-0.0001	-0.8%	0.0099
ATR	0.0062	0.0068	0.0006	10.2%	0.0000
Volume	5	14	9	180.0%	101

Daily Pivots for day following 17-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1374	1.1293	1.1023
R3	1.1244	1.1163	1.0987
R2	1.1114	1.1114	1.0975
R1	1.1033	1.1033	1.0963	1.1009
PP	1.0984	1.0984	1.0984	1.0972
S1	1.0903	1.0903	1.0939	1.0879
S2	1.0854	1.0854	1.0927
S3	1.0724	1.0773	1.0915
S4	1.0594	1.0643	1.0880

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1493	1.1434	1.1231
R3	1.1394	1.1335	1.1204
R2	1.1295	1.1295	1.1195
R1	1.1236	1.1236	1.1186	1.1266
PP	1.1196	1.1196	1.1196	1.1211
S1	1.1137	1.1137	1.1168	1.1167
S2	1.1097	1.1097	1.1159
S3	1.0998	1.1038	1.1150
S4	1.0899	1.0939	1.1123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1239	1.0936	0.0303	2.8%	0.0080	0.7%	5%	False	True	12
10	1.1255	1.0936	0.0319	2.9%	0.0066	0.6%	5%	False	True	13
20	1.1255	1.0936	0.0319	2.9%	0.0061	0.6%	5%	False	True	11
40	1.1255	1.0936	0.0319	2.9%	0.0053	0.5%	5%	False	True	8

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1619
2.618	1.1406
1.618	1.1276
1.000	1.1196
0.618	1.1146
HIGH	1.1066
0.618	1.1016
0.500	1.1001
0.382	1.0986
LOW	1.0936
0.618	1.0856
1.000	1.0806
1.618	1.0726
2.618	1.0596
4.250	1.0384

Fisher Pivots for day following 17-Jun-2021
Pivot	1 day	3 day
R1	1.1001	1.1070
PP	1.0984	1.1030
S1	1.0968	1.0991

Download as Excel Spreadsheet

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

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