CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0891 |
-0.0022 |
-0.2% |
1.0958 |
| High |
1.0917 |
1.0929 |
0.0012 |
0.1% |
1.0984 |
| Low |
1.0882 |
1.0859 |
-0.0023 |
-0.2% |
1.0882 |
| Close |
1.0889 |
1.0904 |
0.0015 |
0.1% |
1.0889 |
| Range |
0.0035 |
0.0070 |
0.0035 |
100.0% |
0.0102 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.3% |
0.0000 |
| Volume |
15,509 |
24,690 |
9,181 |
59.2% |
93,741 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1107 |
1.1076 |
1.0943 |
|
| R3 |
1.1037 |
1.1006 |
1.0923 |
|
| R2 |
1.0967 |
1.0967 |
1.0917 |
|
| R1 |
1.0936 |
1.0936 |
1.0910 |
1.0952 |
| PP |
1.0897 |
1.0897 |
1.0897 |
1.0905 |
| S1 |
1.0866 |
1.0866 |
1.0898 |
1.0882 |
| S2 |
1.0827 |
1.0827 |
1.0891 |
|
| S3 |
1.0757 |
1.0796 |
1.0885 |
|
| S4 |
1.0687 |
1.0726 |
1.0866 |
|
|
| 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 |
1.0859 |
0.0125 |
1.1% |
0.0066 |
0.6% |
36% |
False |
True |
20,473 |
| 10 |
1.0984 |
1.0808 |
0.0176 |
1.6% |
0.0070 |
0.6% |
55% |
False |
False |
23,307 |
| 20 |
1.0984 |
1.0801 |
0.0183 |
1.7% |
0.0063 |
0.6% |
56% |
False |
False |
22,771 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0067 |
0.6% |
24% |
False |
False |
17,143 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
24% |
False |
False |
11,437 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
48% |
False |
False |
8,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1227 |
|
2.618 |
1.1112 |
|
1.618 |
1.1042 |
|
1.000 |
1.0999 |
|
0.618 |
1.0972 |
|
HIGH |
1.0929 |
|
0.618 |
1.0902 |
|
0.500 |
1.0894 |
|
0.382 |
1.0886 |
|
LOW |
1.0859 |
|
0.618 |
1.0816 |
|
1.000 |
1.0789 |
|
1.618 |
1.0746 |
|
2.618 |
1.0676 |
|
4.250 |
1.0562 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0901 |
1.0922 |
| PP |
1.0897 |
1.0916 |
| S1 |
1.0894 |
1.0910 |
|