CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0853 |
1.0884 |
0.0031 |
0.3% |
1.0938 |
| High |
1.0870 |
1.0911 |
0.0041 |
0.4% |
1.0956 |
| Low |
1.0833 |
1.0829 |
-0.0004 |
0.0% |
1.0829 |
| Close |
1.0840 |
1.0884 |
0.0044 |
0.4% |
1.0884 |
| Range |
0.0037 |
0.0082 |
0.0045 |
121.6% |
0.0127 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
2.9% |
0.0000 |
| Volume |
46 |
0 |
-46 |
-100.0% |
60 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1121 |
1.1084 |
1.0929 |
|
| R3 |
1.1039 |
1.1002 |
1.0907 |
|
| R2 |
1.0957 |
1.0957 |
1.0899 |
|
| R1 |
1.0920 |
1.0920 |
1.0892 |
1.0925 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0877 |
| S1 |
1.0838 |
1.0838 |
1.0876 |
1.0843 |
| S2 |
1.0793 |
1.0793 |
1.0869 |
|
| S3 |
1.0711 |
1.0756 |
1.0861 |
|
| S4 |
1.0629 |
1.0674 |
1.0839 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1204 |
1.0954 |
|
| R3 |
1.1144 |
1.1077 |
1.0919 |
|
| R2 |
1.1017 |
1.1017 |
1.0907 |
|
| R1 |
1.0950 |
1.0950 |
1.0896 |
1.0920 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0875 |
| S1 |
1.0823 |
1.0823 |
1.0872 |
1.0793 |
| S2 |
1.0763 |
1.0763 |
1.0861 |
|
| S3 |
1.0636 |
1.0696 |
1.0849 |
|
| S4 |
1.0509 |
1.0569 |
1.0814 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1260 |
|
2.618 |
1.1126 |
|
1.618 |
1.1044 |
|
1.000 |
1.0993 |
|
0.618 |
1.0962 |
|
HIGH |
1.0911 |
|
0.618 |
1.0880 |
|
0.500 |
1.0870 |
|
0.382 |
1.0860 |
|
LOW |
1.0829 |
|
0.618 |
1.0778 |
|
1.000 |
1.0747 |
|
1.618 |
1.0696 |
|
2.618 |
1.0614 |
|
4.250 |
1.0481 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0879 |
1.0879 |
| PP |
1.0875 |
1.0875 |
| S1 |
1.0870 |
1.0870 |
|