CME Swiss Franc Future September 2021

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Trading Metrics calculated at close of trading on 13-May-2021
Day Change Summary Previous Current 12-May-2021 13-May-2021 Change Change % Previous Week Open 1.1082 1.1058 -0.0024 -0.2% 1.0983 High 1.1107 1.1081 -0.0026 -0.2% 1.1141 Low 1.1032 1.1033 0.0001 0.0% 1.0951 Close 1.1047 1.1068 0.0021 0.2% 1.1134 Range 0.0075 0.0048 -0.0027 -36.0% 0.0190 ATR 0.0065 0.0064 -0.0001 -1.9% 0.0000 Volume 15 7 -8 -53.3% 67
Daily Pivots for day following 13-May-2021 Classic Woodie Camarilla DeMark R4 1.1205 1.1184 1.1094 R3 1.1157 1.1136 1.1081 R2 1.1109 1.1109 1.1077 R1 1.1088 1.1088 1.1072 1.1099 PP 1.1061 1.1061 1.1061 1.1066 S1 1.1040 1.1040 1.1064 1.1051 S2 1.1013 1.1013 1.1059 S3 1.0965 1.0992 1.1055 S4 1.0917 1.0944 1.1042	Weekly Pivots for week ending 07-May-2021 Classic Woodie Camarilla DeMark R4 1.1645 1.1580 1.1239 R3 1.1455 1.1390 1.1186 R2 1.1265 1.1265 1.1169 R1 1.1200 1.1200 1.1151 1.1233 PP 1.1075 1.1075 1.1075 1.1092 S1 1.1010 1.1010 1.1117 1.1043 S2 1.0885 1.0885 1.1099 S3 1.0695 1.0820 1.1082 S4 1.0505 1.0630 1.1030
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1165 1.1032 0.0133 1.2% 0.0063 0.6% 27% False False 18 10 1.1165 1.0951 0.0214 1.9% 0.0061 0.6% 55% False False 15 20 1.1165 1.0873 0.0292 2.6% 0.0061 0.5% 67% False False 28 40 1.1165 1.0604 0.0561 5.1% 0.0063 0.6% 83% False False 21
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 0.0015 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1285 2.618 1.1207 1.618 1.1159 1.000 1.1129 0.618 1.1111 HIGH 1.1081 0.618 1.1063 0.500 1.1057 0.382 1.1051 LOW 1.1033 0.618 1.1003 1.000 1.0985 1.618 1.0955 2.618 1.0907 4.250 1.0829
Fisher Pivots for day following 13-May-2021 Pivot 1 day 3 day R1 1.1064 1.1089 PP 1.1061 1.1082 S1 1.1057 1.1075

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