CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 14-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0957 |
1.0961 |
0.0004 |
0.0% |
1.0858 |
| High |
1.0979 |
1.0980 |
0.0001 |
0.0% |
1.0990 |
| Low |
1.0914 |
1.0915 |
0.0001 |
0.0% |
1.0837 |
| Close |
1.0927 |
1.0976 |
0.0049 |
0.4% |
1.0984 |
| Range |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0153 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.2% |
0.0000 |
| Volume |
6 |
3 |
-3 |
-50.0% |
3 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1152 |
1.1129 |
1.1012 |
|
| R3 |
1.1087 |
1.1064 |
1.0994 |
|
| R2 |
1.1022 |
1.1022 |
1.0988 |
|
| R1 |
1.0999 |
1.0999 |
1.0982 |
1.1011 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0963 |
| S1 |
1.0934 |
1.0934 |
1.0970 |
1.0946 |
| S2 |
1.0892 |
1.0892 |
1.0964 |
|
| S3 |
1.0827 |
1.0869 |
1.0958 |
|
| S4 |
1.0762 |
1.0804 |
1.0940 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1396 |
1.1343 |
1.1068 |
|
| R3 |
1.1243 |
1.1190 |
1.1026 |
|
| R2 |
1.1090 |
1.1090 |
1.1012 |
|
| R1 |
1.1037 |
1.1037 |
1.0998 |
1.1064 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0950 |
| S1 |
1.0884 |
1.0884 |
1.0970 |
1.0911 |
| S2 |
1.0784 |
1.0784 |
1.0956 |
|
| S3 |
1.0631 |
1.0731 |
1.0942 |
|
| S4 |
1.0478 |
1.0578 |
1.0900 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1256 |
|
2.618 |
1.1150 |
|
1.618 |
1.1085 |
|
1.000 |
1.1045 |
|
0.618 |
1.1020 |
|
HIGH |
1.0980 |
|
0.618 |
1.0955 |
|
0.500 |
1.0948 |
|
0.382 |
1.0940 |
|
LOW |
1.0915 |
|
0.618 |
1.0875 |
|
1.000 |
1.0850 |
|
1.618 |
1.0810 |
|
2.618 |
1.0745 |
|
4.250 |
1.0639 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0969 |
| PP |
1.0957 |
1.0961 |
| S1 |
1.0948 |
1.0954 |
|