CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 07-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0867 |
1.0835 |
-0.0032 |
-0.3% |
1.0929 |
| High |
1.0897 |
1.0862 |
-0.0035 |
-0.3% |
1.0931 |
| Low |
1.0829 |
1.0808 |
-0.0021 |
-0.2% |
1.0801 |
| Close |
1.0832 |
1.0829 |
-0.0003 |
0.0% |
1.0858 |
| Range |
0.0068 |
0.0054 |
-0.0014 |
-20.6% |
0.0130 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
36,288 |
24,485 |
-11,803 |
-32.5% |
122,180 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0966 |
1.0859 |
|
| R3 |
1.0941 |
1.0912 |
1.0844 |
|
| R2 |
1.0887 |
1.0887 |
1.0839 |
|
| R1 |
1.0858 |
1.0858 |
1.0834 |
1.0846 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0827 |
| S1 |
1.0804 |
1.0804 |
1.0824 |
1.0792 |
| S2 |
1.0779 |
1.0779 |
1.0819 |
|
| S3 |
1.0725 |
1.0750 |
1.0814 |
|
| S4 |
1.0671 |
1.0696 |
1.0799 |
|
|
| 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 |
1.0897 |
1.0801 |
0.0096 |
0.9% |
0.0063 |
0.6% |
29% |
False |
False |
28,383 |
| 10 |
1.0960 |
1.0801 |
0.0159 |
1.5% |
0.0056 |
0.5% |
18% |
False |
False |
23,476 |
| 20 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0067 |
0.6% |
7% |
False |
False |
24,711 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0066 |
0.6% |
7% |
False |
False |
12,839 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0064 |
0.6% |
7% |
False |
False |
8,569 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0065 |
0.6% |
36% |
False |
False |
6,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1092 |
|
2.618 |
1.1003 |
|
1.618 |
1.0949 |
|
1.000 |
1.0916 |
|
0.618 |
1.0895 |
|
HIGH |
1.0862 |
|
0.618 |
1.0841 |
|
0.500 |
1.0835 |
|
0.382 |
1.0829 |
|
LOW |
1.0808 |
|
0.618 |
1.0775 |
|
1.000 |
1.0754 |
|
1.618 |
1.0721 |
|
2.618 |
1.0667 |
|
4.250 |
1.0579 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0849 |
| PP |
1.0833 |
1.0842 |
| S1 |
1.0831 |
1.0836 |
|