CME Swiss Franc Future December 2021

Trading Metrics calculated at close of trading on 02-Jul-2021

Day Change Summary
	Previous	Current
	01-Jul-2021	02-Jul-2021	Change	Change %	Previous Week
Open	1.0853	1.0884	0.0031	0.3%	1.0938
High	1.0870	1.0911	0.0041	0.4%	1.0956
Low	1.0833	1.0829	-0.0004	0.0%	1.0829
Close	1.0840	1.0884	0.0044	0.4%	1.0884
Range	0.0037	0.0082	0.0045	121.6%	0.0127
ATR	0.0058	0.0060	0.0002	2.9%	0.0000
Volume	46	0	-46	-100.0%	60

Daily Pivots for day following 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1121	1.1084	1.0929
R3	1.1039	1.1002	1.0907
R2	1.0957	1.0957	1.0899
R1	1.0920	1.0920	1.0892	1.0925
PP	1.0875	1.0875	1.0875	1.0877
S1	1.0838	1.0838	1.0876	1.0843
S2	1.0793	1.0793	1.0869
S3	1.0711	1.0756	1.0861
S4	1.0629	1.0674	1.0839

Weekly Pivots for week ending 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1271	1.1204	1.0954
R3	1.1144	1.1077	1.0919
R2	1.1017	1.1017	1.0907
R1	1.0950	1.0950	1.0896	1.0920
PP	1.0890	1.0890	1.0890	1.0875
S1	1.0823	1.0823	1.0872	1.0793
S2	1.0763	1.0763	1.0861
S3	1.0636	1.0696	1.0849
S4	1.0509	1.0569	1.0814

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0956	1.0829	0.0127	1.2%	0.0056	0.5%	43%	False	True	12
10	1.0984	1.0829	0.0155	1.4%	0.0051	0.5%	35%	False	True	12
20	1.1255	1.0829	0.0426	3.9%	0.0059	0.5%	13%	False	True	13
40	1.1255	1.0829	0.0426	3.9%	0.0055	0.5%	13%	False	True	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.1260
2.618	1.1126
1.618	1.1044
1.000	1.0993
0.618	1.0962
HIGH	1.0911
0.618	1.0880
0.500	1.0870
0.382	1.0860
LOW	1.0829
0.618	1.0778
1.000	1.0747
1.618	1.0696
2.618	1.0614
4.250	1.0481

Fisher Pivots for day following 02-Jul-2021
Pivot	1 day	3 day
R1	1.0879	1.0879
PP	1.0875	1.0875
S1	1.0870	1.0870

Download as Excel Spreadsheet

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

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