CME Swiss Franc Future December 2021

Trading Metrics calculated at close of trading on 14-Jul-2021

Day Change Summary
	Previous	Current
	13-Jul-2021	14-Jul-2021	Change	Change %	Previous Week
Open	1.0957	1.0961	0.0004	0.0%	1.0858
High	1.0979	1.0980	0.0001	0.0%	1.0990
Low	1.0914	1.0915	0.0001	0.0%	1.0837
Close	1.0927	1.0976	0.0049	0.4%	1.0984
Range	0.0065	0.0065	0.0000	0.0%	0.0153
ATR	0.0063	0.0063	0.0000	0.2%	0.0000
Volume	6	3	-3	-50.0%	3

Daily Pivots for day following 14-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1152	1.1129	1.1012
R3	1.1087	1.1064	1.0994
R2	1.1022	1.1022	1.0988
R1	1.0999	1.0999	1.0982	1.1011
PP	1.0957	1.0957	1.0957	1.0963
S1	1.0934	1.0934	1.0970	1.0946
S2	1.0892	1.0892	1.0964
S3	1.0827	1.0869	1.0958
S4	1.0762	1.0804	1.0940

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1396	1.1343	1.1068
R3	1.1243	1.1190	1.1026
R2	1.1090	1.1090	1.1012
R1	1.1037	1.1037	1.0998	1.1064
PP	1.0937	1.0937	1.0937	1.0950
S1	1.0884	1.0884	1.0970	1.0911
S2	1.0784	1.0784	1.0956
S3	1.0631	1.0731	1.0942
S4	1.0478	1.0578	1.0900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0993	1.0843	0.0150	1.4%	0.0073	0.7%	89%	False	False	2
10	1.0993	1.0829	0.0164	1.5%	0.0066	0.6%	90%	False	False	5
20	1.1188	1.0829	0.0359	3.3%	0.0066	0.6%	41%	False	False	8
40	1.1255	1.0829	0.0426	3.9%	0.0061	0.6%	35%	False	False	10

Crabel Price Patterns
NR	False
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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018

Fibonacci Retracements and Extensions
4.250	1.1256
2.618	1.1150
1.618	1.1085
1.000	1.1045
0.618	1.1020
HIGH	1.0980
0.618	1.0955
0.500	1.0948
0.382	1.0940
LOW	1.0915
0.618	1.0875
1.000	1.0850
1.618	1.0810
2.618	1.0745
4.250	1.0639

Fisher Pivots for day following 14-Jul-2021
Pivot	1 day	3 day
R1	1.0967	1.0969
PP	1.0957	1.0961
S1	1.0948	1.0954

Download as Excel Spreadsheet

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

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