CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 15-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0905 |
1.0951 |
0.0046 |
0.4% |
1.0867 |
| High |
1.0956 |
1.0984 |
0.0028 |
0.3% |
1.0967 |
| Low |
1.0888 |
1.0894 |
0.0006 |
0.1% |
1.0808 |
| Close |
1.0950 |
1.0909 |
-0.0041 |
-0.4% |
1.0958 |
| Range |
0.0068 |
0.0090 |
0.0022 |
32.4% |
0.0159 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.3% |
0.0000 |
| Volume |
19,849 |
20,931 |
1,082 |
5.5% |
114,639 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1144 |
1.0959 |
|
| R3 |
1.1109 |
1.1054 |
1.0934 |
|
| R2 |
1.1019 |
1.1019 |
1.0926 |
|
| R1 |
1.0964 |
1.0964 |
1.0917 |
1.0947 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0920 |
| S1 |
1.0874 |
1.0874 |
1.0901 |
1.0857 |
| S2 |
1.0839 |
1.0839 |
1.0893 |
|
| S3 |
1.0749 |
1.0784 |
1.0884 |
|
| S4 |
1.0659 |
1.0694 |
1.0860 |
|
|
| 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 |
1.0984 |
1.0886 |
0.0098 |
0.9% |
0.0064 |
0.6% |
23% |
True |
False |
19,952 |
| 10 |
1.0984 |
1.0801 |
0.0183 |
1.7% |
0.0072 |
0.7% |
59% |
True |
False |
24,775 |
| 20 |
1.1043 |
1.0801 |
0.0242 |
2.2% |
0.0068 |
0.6% |
45% |
False |
False |
24,239 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0069 |
0.6% |
25% |
False |
False |
16,140 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
25% |
False |
False |
10,767 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
49% |
False |
False |
8,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1367 |
|
2.618 |
1.1220 |
|
1.618 |
1.1130 |
|
1.000 |
1.1074 |
|
0.618 |
1.1040 |
|
HIGH |
1.0984 |
|
0.618 |
1.0950 |
|
0.500 |
1.0939 |
|
0.382 |
1.0928 |
|
LOW |
1.0894 |
|
0.618 |
1.0838 |
|
1.000 |
1.0804 |
|
1.618 |
1.0748 |
|
2.618 |
1.0658 |
|
4.250 |
1.0512 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0939 |
1.0935 |
| PP |
1.0929 |
1.0926 |
| S1 |
1.0919 |
1.0918 |
|