CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0824 |
1.0867 |
0.0043 |
0.4% |
1.0929 |
| High |
1.0888 |
1.0897 |
0.0009 |
0.1% |
1.0931 |
| Low |
1.0801 |
1.0829 |
0.0028 |
0.3% |
1.0801 |
| Close |
1.0858 |
1.0832 |
-0.0026 |
-0.2% |
1.0858 |
| Range |
0.0087 |
0.0068 |
-0.0019 |
-21.8% |
0.0130 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.2% |
0.0000 |
| Volume |
29,459 |
36,288 |
6,829 |
23.2% |
122,180 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1057 |
1.1012 |
1.0869 |
|
| R3 |
1.0989 |
1.0944 |
1.0851 |
|
| R2 |
1.0921 |
1.0921 |
1.0844 |
|
| R1 |
1.0876 |
1.0876 |
1.0838 |
1.0865 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0847 |
| S1 |
1.0808 |
1.0808 |
1.0826 |
1.0797 |
| S2 |
1.0785 |
1.0785 |
1.0820 |
|
| S3 |
1.0717 |
1.0740 |
1.0813 |
|
| S4 |
1.0649 |
1.0672 |
1.0795 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1186 |
1.0930 |
|
| R3 |
1.1123 |
1.1056 |
1.0894 |
|
| R2 |
1.0993 |
1.0993 |
1.0882 |
|
| R1 |
1.0926 |
1.0926 |
1.0870 |
1.0895 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0848 |
| S1 |
1.0796 |
1.0796 |
1.0846 |
1.0765 |
| S2 |
1.0733 |
1.0733 |
1.0834 |
|
| S3 |
1.0603 |
1.0666 |
1.0822 |
|
| S4 |
1.0473 |
1.0536 |
1.0787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0904 |
1.0801 |
0.0103 |
1.0% |
0.0063 |
0.6% |
30% |
False |
False |
27,773 |
| 10 |
1.0960 |
1.0801 |
0.0159 |
1.5% |
0.0055 |
0.5% |
19% |
False |
False |
23,180 |
| 20 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0067 |
0.6% |
7% |
False |
False |
24,026 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0065 |
0.6% |
7% |
False |
False |
12,228 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0064 |
0.6% |
7% |
False |
False |
8,161 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0065 |
0.6% |
36% |
False |
False |
6,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1186 |
|
2.618 |
1.1075 |
|
1.618 |
1.1007 |
|
1.000 |
1.0965 |
|
0.618 |
1.0939 |
|
HIGH |
1.0897 |
|
0.618 |
1.0871 |
|
0.500 |
1.0863 |
|
0.382 |
1.0855 |
|
LOW |
1.0829 |
|
0.618 |
1.0787 |
|
1.000 |
1.0761 |
|
1.618 |
1.0719 |
|
2.618 |
1.0651 |
|
4.250 |
1.0540 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0849 |
| PP |
1.0853 |
1.0843 |
| S1 |
1.0842 |
1.0838 |
|