CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0909 |
1.0871 |
-0.0038 |
-0.3% |
1.0958 |
| High |
1.0916 |
1.0920 |
0.0004 |
0.0% |
1.0984 |
| Low |
1.0845 |
1.0848 |
0.0003 |
0.0% |
1.0882 |
| Close |
1.0871 |
1.0917 |
0.0046 |
0.4% |
1.0889 |
| Range |
0.0071 |
0.0072 |
0.0001 |
1.4% |
0.0102 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.5% |
0.0000 |
| Volume |
19,778 |
16,264 |
-3,514 |
-17.8% |
93,741 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1111 |
1.1086 |
1.0957 |
|
| R3 |
1.1039 |
1.1014 |
1.0937 |
|
| R2 |
1.0967 |
1.0967 |
1.0930 |
|
| R1 |
1.0942 |
1.0942 |
1.0924 |
1.0955 |
| PP |
1.0895 |
1.0895 |
1.0895 |
1.0901 |
| S1 |
1.0870 |
1.0870 |
1.0910 |
1.0883 |
| S2 |
1.0823 |
1.0823 |
1.0904 |
|
| S3 |
1.0751 |
1.0798 |
1.0897 |
|
| S4 |
1.0679 |
1.0726 |
1.0877 |
|
|
| 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 |
1.0845 |
0.0139 |
1.3% |
0.0068 |
0.6% |
52% |
False |
False |
19,434 |
| 10 |
1.0984 |
1.0816 |
0.0168 |
1.5% |
0.0072 |
0.7% |
60% |
False |
False |
20,833 |
| 20 |
1.0984 |
1.0801 |
0.0183 |
1.7% |
0.0064 |
0.6% |
63% |
False |
False |
22,155 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0068 |
0.6% |
27% |
False |
False |
18,041 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0067 |
0.6% |
27% |
False |
False |
12,034 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
50% |
False |
False |
9,032 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
50% |
False |
False |
7,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1226 |
|
2.618 |
1.1108 |
|
1.618 |
1.1036 |
|
1.000 |
1.0992 |
|
0.618 |
1.0964 |
|
HIGH |
1.0920 |
|
0.618 |
1.0892 |
|
0.500 |
1.0884 |
|
0.382 |
1.0876 |
|
LOW |
1.0848 |
|
0.618 |
1.0804 |
|
1.000 |
1.0776 |
|
1.618 |
1.0732 |
|
2.618 |
1.0660 |
|
4.250 |
1.0542 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0906 |
1.0907 |
| PP |
1.0895 |
1.0897 |
| S1 |
1.0884 |
1.0887 |
|