CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1051 |
1.1044 |
-0.0007 |
-0.1% |
1.0880 |
| High |
1.1074 |
1.1077 |
0.0003 |
0.0% |
1.1074 |
| Low |
1.1031 |
1.1041 |
0.0010 |
0.1% |
1.0880 |
| Close |
1.1046 |
1.1061 |
0.0015 |
0.1% |
1.1046 |
| Range |
0.0043 |
0.0036 |
-0.0007 |
-16.3% |
0.0194 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
27,294 |
18,111 |
-9,183 |
-33.6% |
111,669 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1168 |
1.1150 |
1.1081 |
|
| R3 |
1.1132 |
1.1114 |
1.1071 |
|
| R2 |
1.1096 |
1.1096 |
1.1068 |
|
| R1 |
1.1078 |
1.1078 |
1.1064 |
1.1087 |
| PP |
1.1060 |
1.1060 |
1.1060 |
1.1064 |
| S1 |
1.1042 |
1.1042 |
1.1058 |
1.1051 |
| S2 |
1.1024 |
1.1024 |
1.1054 |
|
| S3 |
1.0988 |
1.1006 |
1.1051 |
|
| S4 |
1.0952 |
1.0970 |
1.1041 |
|
|
| 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 |
1.1077 |
1.0898 |
0.0179 |
1.6% |
0.0057 |
0.5% |
91% |
True |
False |
22,101 |
| 10 |
1.1077 |
1.0845 |
0.0232 |
2.1% |
0.0059 |
0.5% |
93% |
True |
False |
20,222 |
| 20 |
1.1077 |
1.0808 |
0.0269 |
2.4% |
0.0064 |
0.6% |
94% |
True |
False |
21,764 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
60% |
False |
False |
22,125 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
60% |
False |
False |
14,802 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
60% |
False |
False |
11,109 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
73% |
False |
False |
8,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1230 |
|
2.618 |
1.1171 |
|
1.618 |
1.1135 |
|
1.000 |
1.1113 |
|
0.618 |
1.1099 |
|
HIGH |
1.1077 |
|
0.618 |
1.1063 |
|
0.500 |
1.1059 |
|
0.382 |
1.1055 |
|
LOW |
1.1041 |
|
0.618 |
1.1019 |
|
1.000 |
1.1005 |
|
1.618 |
1.0983 |
|
2.618 |
1.0947 |
|
4.250 |
1.0888 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1060 |
1.1054 |
| PP |
1.1060 |
1.1046 |
| S1 |
1.1059 |
1.1039 |
|