CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.1051 |
0.0049 |
0.4% |
1.0880 |
| High |
1.1057 |
1.1074 |
0.0017 |
0.2% |
1.1074 |
| Low |
1.1000 |
1.1031 |
0.0031 |
0.3% |
1.0880 |
| Close |
1.1055 |
1.1046 |
-0.0009 |
-0.1% |
1.1046 |
| Range |
0.0057 |
0.0043 |
-0.0014 |
-24.6% |
0.0194 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
22,927 |
27,294 |
4,367 |
19.0% |
111,669 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1179 |
1.1156 |
1.1070 |
|
| R3 |
1.1136 |
1.1113 |
1.1058 |
|
| R2 |
1.1093 |
1.1093 |
1.1054 |
|
| R1 |
1.1070 |
1.1070 |
1.1050 |
1.1060 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1046 |
| S1 |
1.1027 |
1.1027 |
1.1042 |
1.1017 |
| S2 |
1.1007 |
1.1007 |
1.1038 |
|
| S3 |
1.0964 |
1.0984 |
1.1034 |
|
| S4 |
1.0921 |
1.0941 |
1.1022 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1508 |
1.1153 |
|
| R3 |
1.1388 |
1.1314 |
1.1099 |
|
| R2 |
1.1194 |
1.1194 |
1.1082 |
|
| R1 |
1.1120 |
1.1120 |
1.1064 |
1.1157 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.1019 |
| S1 |
1.0926 |
1.0926 |
1.1028 |
1.0963 |
| S2 |
1.0806 |
1.0806 |
1.1010 |
|
| S3 |
1.0612 |
1.0732 |
1.0993 |
|
| S4 |
1.0418 |
1.0538 |
1.0939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1074 |
1.0880 |
0.0194 |
1.8% |
0.0063 |
0.6% |
86% |
True |
False |
22,333 |
| 10 |
1.1074 |
1.0845 |
0.0229 |
2.1% |
0.0063 |
0.6% |
88% |
True |
False |
20,880 |
| 20 |
1.1074 |
1.0801 |
0.0273 |
2.5% |
0.0067 |
0.6% |
90% |
True |
False |
22,332 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
57% |
False |
False |
21,691 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0067 |
0.6% |
57% |
False |
False |
14,500 |
| 80 |
1.1231 |
1.0796 |
0.0435 |
3.9% |
0.0064 |
0.6% |
57% |
False |
False |
10,882 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
70% |
False |
False |
8,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1257 |
|
2.618 |
1.1187 |
|
1.618 |
1.1144 |
|
1.000 |
1.1117 |
|
0.618 |
1.1101 |
|
HIGH |
1.1074 |
|
0.618 |
1.1058 |
|
0.500 |
1.1053 |
|
0.382 |
1.1047 |
|
LOW |
1.1031 |
|
0.618 |
1.1004 |
|
1.000 |
1.0988 |
|
1.618 |
1.0961 |
|
2.618 |
1.0918 |
|
4.250 |
1.0848 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1053 |
1.1030 |
| PP |
1.1050 |
1.1014 |
| S1 |
1.1048 |
1.0998 |
|