CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0894 |
-0.0019 |
-0.2% |
1.0891 |
| High |
1.0937 |
1.0899 |
-0.0038 |
-0.3% |
1.0937 |
| Low |
1.0882 |
1.0857 |
-0.0025 |
-0.2% |
1.0845 |
| Close |
1.0895 |
1.0880 |
-0.0015 |
-0.1% |
1.0880 |
| Range |
0.0055 |
0.0042 |
-0.0013 |
-23.6% |
0.0092 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
20,248 |
16,157 |
-4,091 |
-20.2% |
97,137 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1005 |
1.0984 |
1.0903 |
|
| R3 |
1.0963 |
1.0942 |
1.0892 |
|
| R2 |
1.0921 |
1.0921 |
1.0888 |
|
| R1 |
1.0900 |
1.0900 |
1.0884 |
1.0890 |
| PP |
1.0879 |
1.0879 |
1.0879 |
1.0873 |
| S1 |
1.0858 |
1.0858 |
1.0876 |
1.0848 |
| S2 |
1.0837 |
1.0837 |
1.0872 |
|
| S3 |
1.0795 |
1.0816 |
1.0868 |
|
| S4 |
1.0753 |
1.0774 |
1.0857 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1163 |
1.1114 |
1.0931 |
|
| R3 |
1.1071 |
1.1022 |
1.0905 |
|
| R2 |
1.0979 |
1.0979 |
1.0897 |
|
| R1 |
1.0930 |
1.0930 |
1.0888 |
1.0909 |
| PP |
1.0887 |
1.0887 |
1.0887 |
1.0877 |
| S1 |
1.0838 |
1.0838 |
1.0872 |
1.0817 |
| S2 |
1.0795 |
1.0795 |
1.0863 |
|
| S3 |
1.0703 |
1.0746 |
1.0855 |
|
| S4 |
1.0611 |
1.0654 |
1.0829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0937 |
1.0845 |
0.0092 |
0.8% |
0.0062 |
0.6% |
38% |
False |
False |
19,427 |
| 10 |
1.0984 |
1.0845 |
0.0139 |
1.3% |
0.0062 |
0.6% |
25% |
False |
False |
19,087 |
| 20 |
1.0984 |
1.0801 |
0.0183 |
1.7% |
0.0065 |
0.6% |
43% |
False |
False |
22,248 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0067 |
0.6% |
18% |
False |
False |
18,946 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0065 |
0.6% |
18% |
False |
False |
12,640 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0065 |
0.6% |
44% |
False |
False |
9,487 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0065 |
0.6% |
44% |
False |
False |
7,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1078 |
|
2.618 |
1.1009 |
|
1.618 |
1.0967 |
|
1.000 |
1.0941 |
|
0.618 |
1.0925 |
|
HIGH |
1.0899 |
|
0.618 |
1.0883 |
|
0.500 |
1.0878 |
|
0.382 |
1.0873 |
|
LOW |
1.0857 |
|
0.618 |
1.0831 |
|
1.000 |
1.0815 |
|
1.618 |
1.0789 |
|
2.618 |
1.0747 |
|
4.250 |
1.0679 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0879 |
1.0893 |
| PP |
1.0879 |
1.0888 |
| S1 |
1.0878 |
1.0884 |
|