CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 09-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0823 |
1.0950 |
0.0127 |
1.2% |
1.0867 |
| High |
1.0967 |
1.0964 |
-0.0003 |
0.0% |
1.0967 |
| Low |
1.0816 |
1.0917 |
0.0101 |
0.9% |
1.0808 |
| Close |
1.0938 |
1.0958 |
0.0020 |
0.2% |
1.0958 |
| Range |
0.0151 |
0.0047 |
-0.0104 |
-68.9% |
0.0159 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
32,337 |
21,529 |
-10,808 |
-33.4% |
114,639 |
|
| Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1087 |
1.1070 |
1.0984 |
|
| R3 |
1.1040 |
1.1023 |
1.0971 |
|
| R2 |
1.0993 |
1.0993 |
1.0967 |
|
| R1 |
1.0976 |
1.0976 |
1.0962 |
1.0985 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0951 |
| S1 |
1.0929 |
1.0929 |
1.0954 |
1.0938 |
| S2 |
1.0899 |
1.0899 |
1.0949 |
|
| S3 |
1.0852 |
1.0882 |
1.0945 |
|
| S4 |
1.0805 |
1.0835 |
1.0932 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1332 |
1.1045 |
|
| R3 |
1.1229 |
1.1173 |
1.1002 |
|
| R2 |
1.1070 |
1.1070 |
1.0987 |
|
| R1 |
1.1014 |
1.1014 |
1.0973 |
1.1042 |
| PP |
1.0911 |
1.0911 |
1.0911 |
1.0925 |
| S1 |
1.0855 |
1.0855 |
1.0943 |
1.0883 |
| S2 |
1.0752 |
1.0752 |
1.0929 |
|
| S3 |
1.0593 |
1.0696 |
1.0914 |
|
| S4 |
1.0434 |
1.0537 |
1.0871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0967 |
1.0801 |
0.0166 |
1.5% |
0.0081 |
0.7% |
95% |
False |
False |
28,819 |
| 10 |
1.0967 |
1.0801 |
0.0166 |
1.5% |
0.0067 |
0.6% |
95% |
False |
False |
25,409 |
| 20 |
1.1221 |
1.0801 |
0.0420 |
3.8% |
0.0070 |
0.6% |
37% |
False |
False |
25,126 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0068 |
0.6% |
37% |
False |
False |
14,185 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
37% |
False |
False |
9,466 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0066 |
0.6% |
56% |
False |
False |
7,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1164 |
|
2.618 |
1.1087 |
|
1.618 |
1.1040 |
|
1.000 |
1.1011 |
|
0.618 |
1.0993 |
|
HIGH |
1.0964 |
|
0.618 |
1.0946 |
|
0.500 |
1.0941 |
|
0.382 |
1.0935 |
|
LOW |
1.0917 |
|
0.618 |
1.0888 |
|
1.000 |
1.0870 |
|
1.618 |
1.0841 |
|
2.618 |
1.0794 |
|
4.250 |
1.0717 |
|
|
| Fisher Pivots for day following 09-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0952 |
1.0935 |
| PP |
1.0946 |
1.0911 |
| S1 |
1.0941 |
1.0888 |
|