CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0884 |
1.0858 |
-0.0026 |
-0.2% |
1.0938 |
| High |
1.0911 |
1.0920 |
0.0009 |
0.1% |
1.0956 |
| Low |
1.0829 |
1.0857 |
0.0028 |
0.3% |
1.0829 |
| Close |
1.0884 |
1.0858 |
-0.0026 |
-0.2% |
1.0884 |
| Range |
0.0082 |
0.0063 |
-0.0019 |
-23.2% |
0.0127 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.1026 |
1.0893 |
|
| R3 |
1.1004 |
1.0963 |
1.0875 |
|
| R2 |
1.0941 |
1.0941 |
1.0870 |
|
| R1 |
1.0900 |
1.0900 |
1.0864 |
1.0890 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0873 |
| S1 |
1.0837 |
1.0837 |
1.0852 |
1.0827 |
| S2 |
1.0815 |
1.0815 |
1.0846 |
|
| S3 |
1.0752 |
1.0774 |
1.0841 |
|
| S4 |
1.0689 |
1.0711 |
1.0823 |
|
|
| 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 |
1.1188 |
|
2.618 |
1.1085 |
|
1.618 |
1.1022 |
|
1.000 |
1.0983 |
|
0.618 |
1.0959 |
|
HIGH |
1.0920 |
|
0.618 |
1.0896 |
|
0.500 |
1.0889 |
|
0.382 |
1.0881 |
|
LOW |
1.0857 |
|
0.618 |
1.0818 |
|
1.000 |
1.0794 |
|
1.618 |
1.0755 |
|
2.618 |
1.0692 |
|
4.250 |
1.0589 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0875 |
| PP |
1.0878 |
1.0869 |
| S1 |
1.0868 |
1.0864 |
|