CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0950 |
1.0958 |
0.0008 |
0.1% |
1.0867 |
| High |
1.0964 |
1.0969 |
0.0005 |
0.0% |
1.0967 |
| Low |
1.0917 |
1.0922 |
0.0005 |
0.0% |
1.0808 |
| Close |
1.0958 |
1.0942 |
-0.0016 |
-0.1% |
1.0958 |
| Range |
0.0047 |
0.0047 |
0.0000 |
0.0% |
0.0159 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
21,529 |
16,063 |
-5,466 |
-25.4% |
114,639 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.1061 |
1.0968 |
|
| R3 |
1.1038 |
1.1014 |
1.0955 |
|
| R2 |
1.0991 |
1.0991 |
1.0951 |
|
| R1 |
1.0967 |
1.0967 |
1.0946 |
1.0956 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0939 |
| S1 |
1.0920 |
1.0920 |
1.0938 |
1.0909 |
| S2 |
1.0897 |
1.0897 |
1.0933 |
|
| S3 |
1.0850 |
1.0873 |
1.0929 |
|
| S4 |
1.0803 |
1.0826 |
1.0916 |
|
|
| 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 |
1.0969 |
1.0808 |
0.0161 |
1.5% |
0.0073 |
0.7% |
83% |
True |
False |
26,140 |
| 10 |
1.0969 |
1.0801 |
0.0168 |
1.5% |
0.0067 |
0.6% |
84% |
True |
False |
25,288 |
| 20 |
1.1179 |
1.0801 |
0.0378 |
3.5% |
0.0068 |
0.6% |
37% |
False |
False |
24,416 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0068 |
0.6% |
33% |
False |
False |
14,586 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
33% |
False |
False |
9,733 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0066 |
0.6% |
54% |
False |
False |
7,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1092 |
|
1.618 |
1.1045 |
|
1.000 |
1.1016 |
|
0.618 |
1.0998 |
|
HIGH |
1.0969 |
|
0.618 |
1.0951 |
|
0.500 |
1.0946 |
|
0.382 |
1.0940 |
|
LOW |
1.0922 |
|
0.618 |
1.0893 |
|
1.000 |
1.0875 |
|
1.618 |
1.0846 |
|
2.618 |
1.0799 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0946 |
1.0926 |
| PP |
1.0944 |
1.0909 |
| S1 |
1.0943 |
1.0893 |
|