CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0894 |
1.0880 |
-0.0014 |
-0.1% |
1.0891 |
| High |
1.0899 |
1.0944 |
0.0045 |
0.4% |
1.0937 |
| Low |
1.0857 |
1.0880 |
0.0023 |
0.2% |
1.0845 |
| Close |
1.0880 |
1.0930 |
0.0050 |
0.5% |
1.0880 |
| Range |
0.0042 |
0.0064 |
0.0022 |
52.4% |
0.0092 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
16,157 |
19,274 |
3,117 |
19.3% |
97,137 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1084 |
1.0965 |
|
| R3 |
1.1046 |
1.1020 |
1.0948 |
|
| R2 |
1.0982 |
1.0982 |
1.0942 |
|
| R1 |
1.0956 |
1.0956 |
1.0936 |
1.0969 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0925 |
| S1 |
1.0892 |
1.0892 |
1.0924 |
1.0905 |
| S2 |
1.0854 |
1.0854 |
1.0918 |
|
| S3 |
1.0790 |
1.0828 |
1.0912 |
|
| S4 |
1.0726 |
1.0764 |
1.0895 |
|
|
| 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 |
1.0944 |
1.0845 |
0.0099 |
0.9% |
0.0061 |
0.6% |
86% |
True |
False |
18,344 |
| 10 |
1.0984 |
1.0845 |
0.0139 |
1.3% |
0.0064 |
0.6% |
61% |
False |
False |
19,408 |
| 20 |
1.0984 |
1.0801 |
0.0183 |
1.7% |
0.0065 |
0.6% |
70% |
False |
False |
22,348 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0068 |
0.6% |
30% |
False |
False |
19,424 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
30% |
False |
False |
12,961 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
52% |
False |
False |
9,728 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
52% |
False |
False |
7,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.1112 |
|
1.618 |
1.1048 |
|
1.000 |
1.1008 |
|
0.618 |
1.0984 |
|
HIGH |
1.0944 |
|
0.618 |
1.0920 |
|
0.500 |
1.0912 |
|
0.382 |
1.0904 |
|
LOW |
1.0880 |
|
0.618 |
1.0840 |
|
1.000 |
1.0816 |
|
1.618 |
1.0776 |
|
2.618 |
1.0712 |
|
4.250 |
1.0608 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0924 |
1.0920 |
| PP |
1.0918 |
1.0910 |
| S1 |
1.0912 |
1.0901 |
|