CME Swiss Franc Future June 2021

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Trading Metrics calculated at close of trading on 24-Feb-2021
Day Change Summary Previous Current 23-Feb-2021 24-Feb-2021 Change Change % Previous Week Open 1.1177 1.1078 -0.0099 -0.9% 1.1265 High 1.1207 1.1086 -0.0121 -1.1% 1.1307 Low 1.1074 1.1029 -0.0045 -0.4% 1.1152 Close 1.1077 1.1048 -0.0029 -0.3% 1.1185 Range 0.0133 0.0057 -0.0076 -57.1% 0.0155 ATR 0.0066 0.0065 -0.0001 -1.0% 0.0000 Volume 42 542 500 1,190.5% 1,633
Daily Pivots for day following 24-Feb-2021 Classic Woodie Camarilla DeMark R4 1.1225 1.1194 1.1079 R3 1.1168 1.1137 1.1064 R2 1.1111 1.1111 1.1058 R1 1.1080 1.1080 1.1053 1.1067 PP 1.1054 1.1054 1.1054 1.1048 S1 1.1023 1.1023 1.1043 1.1010 S2 1.0997 1.0997 1.1038 S3 1.0940 1.0966 1.1032 S4 1.0883 1.0909 1.1017	Weekly Pivots for week ending 19-Feb-2021 Classic Woodie Camarilla DeMark R4 1.1680 1.1587 1.1270 R3 1.1525 1.1432 1.1228 R2 1.1370 1.1370 1.1213 R1 1.1277 1.1277 1.1199 1.1246 PP 1.1215 1.1215 1.1215 1.1199 S1 1.1122 1.1122 1.1171 1.1091 S2 1.1060 1.1060 1.1157 S3 1.0905 1.0967 1.1142 S4 1.0750 1.0812 1.1100
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1227 1.1029 0.0198 1.8% 0.0075 0.7% 10% False True 146 10 1.1307 1.1029 0.0278 2.5% 0.0064 0.6% 7% False True 247 20 1.1329 1.1029 0.0300 2.7% 0.0063 0.6% 6% False True 202 40 1.1469 1.1029 0.0440 4.0% 0.0062 0.6% 4% False True 108
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 0.0013 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.1328 2.618 1.1235 1.618 1.1178 1.000 1.1143 0.618 1.1121 HIGH 1.1086 0.618 1.1064 0.500 1.1058 0.382 1.1051 LOW 1.1029 0.618 1.0994 1.000 1.0972 1.618 1.0937 2.618 1.0880 4.250 1.0787
Fisher Pivots for day following 24-Feb-2021 Pivot 1 day 3 day R1 1.1058 1.1118 PP 1.1054 1.1095 S1 1.1051 1.1071

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