CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0951 |
1.0913 |
-0.0038 |
-0.3% |
1.0958 |
| High |
1.0984 |
1.0917 |
-0.0067 |
-0.6% |
1.0984 |
| Low |
1.0894 |
1.0882 |
-0.0012 |
-0.1% |
1.0882 |
| Close |
1.0909 |
1.0889 |
-0.0020 |
-0.2% |
1.0889 |
| Range |
0.0090 |
0.0035 |
-0.0055 |
-61.1% |
0.0102 |
| ATR |
0.0070 |
0.0067 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
20,931 |
15,509 |
-5,422 |
-25.9% |
93,741 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1001 |
1.0980 |
1.0908 |
|
| R3 |
1.0966 |
1.0945 |
1.0899 |
|
| R2 |
1.0931 |
1.0931 |
1.0895 |
|
| R1 |
1.0910 |
1.0910 |
1.0892 |
1.0903 |
| PP |
1.0896 |
1.0896 |
1.0896 |
1.0893 |
| S1 |
1.0875 |
1.0875 |
1.0886 |
1.0868 |
| S2 |
1.0861 |
1.0861 |
1.0883 |
|
| S3 |
1.0826 |
1.0840 |
1.0879 |
|
| S4 |
1.0791 |
1.0805 |
1.0870 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1159 |
1.0945 |
|
| R3 |
1.1122 |
1.1057 |
1.0917 |
|
| R2 |
1.1020 |
1.1020 |
1.0908 |
|
| R1 |
1.0955 |
1.0955 |
1.0898 |
1.0937 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0909 |
| S1 |
1.0853 |
1.0853 |
1.0880 |
1.0835 |
| S2 |
1.0816 |
1.0816 |
1.0870 |
|
| S3 |
1.0714 |
1.0751 |
1.0861 |
|
| S4 |
1.0612 |
1.0649 |
1.0833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0984 |
1.0882 |
0.0102 |
0.9% |
0.0062 |
0.6% |
7% |
False |
True |
18,748 |
| 10 |
1.0984 |
1.0801 |
0.0183 |
1.7% |
0.0072 |
0.7% |
48% |
False |
False |
23,783 |
| 20 |
1.0984 |
1.0801 |
0.0183 |
1.7% |
0.0063 |
0.6% |
48% |
False |
False |
23,008 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0067 |
0.6% |
20% |
False |
False |
16,527 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
20% |
False |
False |
11,025 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
45% |
False |
False |
8,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1066 |
|
2.618 |
1.1009 |
|
1.618 |
1.0974 |
|
1.000 |
1.0952 |
|
0.618 |
1.0939 |
|
HIGH |
1.0917 |
|
0.618 |
1.0904 |
|
0.500 |
1.0900 |
|
0.382 |
1.0895 |
|
LOW |
1.0882 |
|
0.618 |
1.0860 |
|
1.000 |
1.0847 |
|
1.618 |
1.0825 |
|
2.618 |
1.0790 |
|
4.250 |
1.0733 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0933 |
| PP |
1.0896 |
1.0918 |
| S1 |
1.0893 |
1.0904 |
|