CME Swiss Franc Future June 2021

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

Day Change Summary
	Previous	Current
	11-Jun-2021	14-Jun-2021	Change	Change %	Previous Week
Open	1.1175	1.1134	-0.0041	-0.4%	1.1123
High	1.1194	1.1137	-0.0057	-0.5%	1.1205
Low	1.1112	1.1112	0.0000	0.0%	1.1100
Close	1.1125	1.1119	-0.0006	-0.1%	1.1125
Range	0.0082	0.0025	-0.0057	-69.5%	0.0105
ATR	0.0069	0.0066	-0.0003	-4.6%	0.0000
Volume	10,752	1,003	-9,749	-90.7%	120,581

Daily Pivots for day following 14-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1198	1.1183	1.1133
R3	1.1173	1.1158	1.1126
R2	1.1148	1.1148	1.1124
R1	1.1133	1.1133	1.1121	1.1128
PP	1.1123	1.1123	1.1123	1.1120
S1	1.1108	1.1108	1.1117	1.1103
S2	1.1098	1.1098	1.1114
S3	1.1073	1.1083	1.1112
S4	1.1048	1.1058	1.1105

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1458	1.1397	1.1183
R3	1.1353	1.1292	1.1154
R2	1.1248	1.1248	1.1144
R1	1.1187	1.1187	1.1135	1.1218
PP	1.1143	1.1143	1.1143	1.1159
S1	1.1082	1.1082	1.1115	1.1113
S2	1.1038	1.1038	1.1106
S3	1.0933	1.0977	1.1096
S4	1.0828	1.0872	1.1067

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1205	1.1112	0.0093	0.8%	0.0056	0.5%	8%	False	True	20,869
10	1.1205	1.1047	0.0158	1.4%	0.0067	0.6%	46%	False	False	20,247
20	1.1205	1.1047	0.0158	1.4%	0.0068	0.6%	46%	False	False	20,332
40	1.1205	1.0868	0.0337	3.0%	0.0067	0.6%	74%	False	False	20,136
60	1.1205	1.0576	0.0629	5.7%	0.0068	0.6%	86%	False	False	19,566
80	1.1227	1.0576	0.0651	5.9%	0.0071	0.6%	83%	False	False	16,988
100	1.1359	1.0576	0.0783	7.0%	0.0068	0.6%	69%	False	False	13,624
120	1.1469	1.0576	0.0893	8.0%	0.0067	0.6%	61%	False	False	11,355

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 84 trading days

Fibonacci Retracements and Extensions
4.250	1.1243
2.618	1.1202
1.618	1.1177
1.000	1.1162
0.618	1.1152
HIGH	1.1137
0.618	1.1127
0.500	1.1125
0.382	1.1122
LOW	1.1112
0.618	1.1097
1.000	1.1087
1.618	1.1072
2.618	1.1047
4.250	1.1006

Fisher Pivots for day following 14-Jun-2021
Pivot	1 day	3 day
R1	1.1125	1.1153
PP	1.1123	1.1142
S1	1.1121	1.1130

Download as Excel Spreadsheet

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

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