CME Swiss Franc Future December 2021

Trading Metrics calculated at close of trading on 23-Jun-2021

Day Change Summary
	Previous	Current
	22-Jun-2021	23-Jun-2021	Change	Change %	Previous Week
Open	1.0923	1.0932	0.0009	0.1%	1.1163
High	1.0947	1.0971	0.0024	0.2%	1.1203
Low	1.0905	1.0921	0.0016	0.1%	1.0876
Close	1.0939	1.0939	0.0000	0.0%	1.0899
Range	0.0042	0.0050	0.0008	19.0%	0.0327
ATR	0.0067	0.0065	-0.0001	-1.8%	0.0000
Volume	33	2	-31	-93.9%	46

Daily Pivots for day following 23-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1094	1.1066	1.0967
R3	1.1044	1.1016	1.0953
R2	1.0994	1.0994	1.0948
R1	1.0966	1.0966	1.0944	1.0980
PP	1.0944	1.0944	1.0944	1.0951
S1	1.0916	1.0916	1.0934	1.0930
S2	1.0894	1.0894	1.0930
S3	1.0844	1.0866	1.0925
S4	1.0794	1.0816	1.0912

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	1.1066	1.0876	0.0190	1.7%	0.0074	0.7%	33%	False	False	16
10	1.1239	1.0876	0.0363	3.3%	0.0070	0.6%	17%	False	False	15
20	1.1255	1.0876	0.0379	3.5%	0.0062	0.6%	17%	False	False	14
40	1.1255	1.0876	0.0379	3.5%	0.0055	0.5%	17%	False	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1184
2.618	1.1102
1.618	1.1052
1.000	1.1021
0.618	1.1002
HIGH	1.0971
0.618	1.0952
0.500	1.0946
0.382	1.0940
LOW	1.0921
0.618	1.0890
1.000	1.0871
1.618	1.0840
2.618	1.0790
4.250	1.0709

Fisher Pivots for day following 23-Jun-2021
Pivot	1 day	3 day
R1	1.0946	1.0934
PP	1.0944	1.0929
S1	1.0941	1.0925

Download as Excel Spreadsheet

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

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