CME Swiss Franc Future December 2021

Trading Metrics calculated at close of trading on 21-Jun-2021

Day Change Summary
	Previous	Current
	18-Jun-2021	21-Jun-2021	Change	Change %	Previous Week
Open	1.0942	1.0911	-0.0031	-0.3%	1.1163
High	1.0954	1.0947	-0.0007	-0.1%	1.1203
Low	1.0876	1.0878	0.0002	0.0%	1.0876
Close	1.0899	1.0939	0.0040	0.4%	1.0899
Range	0.0078	0.0069	-0.0009	-11.5%	0.0327
ATR	0.0069	0.0069	0.0000	0.1%	0.0000
Volume	22	12	-10	-45.5%	46

Daily Pivots for day following 21-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1128	1.1103	1.0977
R3	1.1059	1.1034	1.0958
R2	1.0990	1.0990	1.0952
R1	1.0965	1.0965	1.0945	1.0978
PP	1.0921	1.0921	1.0921	1.0928
S1	1.0896	1.0896	1.0933	1.0909
S2	1.0852	1.0852	1.0926
S3	1.0783	1.0827	1.0920
S4	1.0714	1.0758	1.0901

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1974	1.1763	1.1079
R3	1.1647	1.1436	1.0989
R2	1.1320	1.1320	1.0959
R1	1.1109	1.1109	1.0929	1.1051
PP	1.0993	1.0993	1.0993	1.0964
S1	1.0782	1.0782	1.0869	1.0724
S2	1.0666	1.0666	1.0839
S3	1.0339	1.0455	1.0809
S4	1.0012	1.0128	1.0719

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1203	1.0876	0.0327	3.0%	0.0091	0.8%	19%	False	False	11
10	1.1255	1.0876	0.0379	3.5%	0.0068	0.6%	17%	False	False	13
20	1.1255	1.0876	0.0379	3.5%	0.0062	0.6%	17%	False	False	12
40	1.1255	1.0876	0.0379	3.5%	0.0055	0.5%	17%	False	False	8

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1240
2.618	1.1128
1.618	1.1059
1.000	1.1016
0.618	1.0990
HIGH	1.0947
0.618	1.0921
0.500	1.0913
0.382	1.0904
LOW	1.0878
0.618	1.0835
1.000	1.0809
1.618	1.0766
2.618	1.0697
4.250	1.0585

Fisher Pivots for day following 21-Jun-2021
Pivot	1 day	3 day
R1	1.0930	1.0971
PP	1.0921	1.0960
S1	1.0913	1.0950

Download as Excel Spreadsheet

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

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