CME Swiss Franc Future June 2021

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Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary Previous Current 14-Jan-2021 15-Jan-2021 Change Change % Previous Week Open 1.1317 1.1270 -0.0047 -0.4% 1.1306 High 1.1332 1.1322 -0.0010 -0.1% 1.1348 Low 1.1264 1.1266 0.0002 0.0% 1.1260 Close 1.1311 1.1270 -0.0041 -0.4% 1.1270 Range 0.0068 0.0056 -0.0012 -17.6% 0.0088 ATR 0.0064 0.0063 -0.0001 -0.9% 0.0000 Volume 14 0 -14 -100.0% 78
Daily Pivots for day following 15-Jan-2021 Classic Woodie Camarilla DeMark R4 1.1454 1.1418 1.1301 R3 1.1398 1.1362 1.1285 R2 1.1342 1.1342 1.1280 R1 1.1306 1.1306 1.1275 1.1298 PP 1.1286 1.1286 1.1286 1.1282 S1 1.1250 1.1250 1.1265 1.1242 S2 1.1230 1.1230 1.1260 S3 1.1174 1.1194 1.1255 S4 1.1118 1.1138 1.1239	Weekly Pivots for week ending 15-Jan-2021 Classic Woodie Camarilla DeMark R4 1.1557 1.1501 1.1318 R3 1.1469 1.1413 1.1294 R2 1.1381 1.1381 1.1286 R1 1.1325 1.1325 1.1278 1.1309 PP 1.1293 1.1293 1.1293 1.1285 S1 1.1237 1.1237 1.1262 1.1221 S2 1.1205 1.1205 1.1254 S3 1.1117 1.1149 1.1246 S4 1.1029 1.1061 1.1222
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1348 1.1260 0.0088 0.8% 0.0064 0.6% 11% False False 15 10 1.1469 1.1260 0.0209 1.9% 0.0070 0.6% 5% False False 15 20 1.1469 1.1260 0.0209 1.9% 0.0059 0.5% 5% False False 9
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0017 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1560 2.618 1.1469 1.618 1.1413 1.000 1.1378 0.618 1.1357 HIGH 1.1322 0.618 1.1301 0.500 1.1294 0.382 1.1287 LOW 1.1266 0.618 1.1231 1.000 1.1210 1.618 1.1175 2.618 1.1119 4.250 1.1028
Fisher Pivots for day following 15-Jan-2021 Pivot 1 day 3 day R1 1.1294 1.1306 PP 1.1286 1.1294 S1 1.1278 1.1282

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