CME Swiss Franc Future December 2021

Trading Metrics calculated at close of trading on 06-Jul-2021

Day Change Summary
	Previous	Current
	02-Jul-2021	06-Jul-2021	Change	Change %	Previous Week
Open	1.0884	1.0858	-0.0026	-0.2%	1.0938
High	1.0911	1.0920	0.0009	0.1%	1.0956
Low	1.0829	1.0857	0.0028	0.3%	1.0829
Close	1.0884	1.0858	-0.0026	-0.2%	1.0884
Range	0.0082	0.0063	-0.0019	-23.2%	0.0127
ATR	0.0060	0.0060	0.0000	0.3%	0.0000
Volume

Daily Pivots for day following 06-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1067	1.1026	1.0893
R3	1.1004	1.0963	1.0875
R2	1.0941	1.0941	1.0870
R1	1.0900	1.0900	1.0864	1.0890
PP	1.0878	1.0878	1.0878	1.0873
S1	1.0837	1.0837	1.0852	1.0827
S2	1.0815	1.0815	1.0846
S3	1.0752	1.0774	1.0841
S4	1.0689	1.0711	1.0823

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	1.0928	1.0829	0.0099	0.9%	0.0058	0.5%	29%	False	False	9
10	1.0984	1.0829	0.0155	1.4%	0.0051	0.5%	19%	False	False	10
20	1.1255	1.0829	0.0426	3.9%	0.0059	0.5%	7%	False	False	12
40	1.1255	1.0829	0.0426	3.9%	0.0054	0.5%	7%	False	False	9

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1188
2.618	1.1085
1.618	1.1022
1.000	1.0983
0.618	1.0959
HIGH	1.0920
0.618	1.0896
0.500	1.0889
0.382	1.0881
LOW	1.0857
0.618	1.0818
1.000	1.0794
1.618	1.0755
2.618	1.0692
4.250	1.0589

Fisher Pivots for day following 06-Jul-2021
Pivot	1 day	3 day
R1	1.0889	1.0875
PP	1.0878	1.0869
S1	1.0868	1.0864

Download as Excel Spreadsheet

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

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