CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 15-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0961 |
1.0985 |
0.0024 |
0.2% |
1.0858 |
| High |
1.0980 |
1.1008 |
0.0028 |
0.3% |
1.0990 |
| Low |
1.0915 |
1.0924 |
0.0009 |
0.1% |
1.0837 |
| Close |
1.0976 |
1.0935 |
-0.0041 |
-0.4% |
1.0984 |
| Range |
0.0065 |
0.0084 |
0.0019 |
29.2% |
0.0153 |
| ATR |
0.0063 |
0.0064 |
0.0002 |
2.4% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
3 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1208 |
1.1155 |
1.0981 |
|
| R3 |
1.1124 |
1.1071 |
1.0958 |
|
| R2 |
1.1040 |
1.1040 |
1.0950 |
|
| R1 |
1.0987 |
1.0987 |
1.0943 |
1.0972 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0948 |
| S1 |
1.0903 |
1.0903 |
1.0927 |
1.0888 |
| S2 |
1.0872 |
1.0872 |
1.0920 |
|
| S3 |
1.0788 |
1.0819 |
1.0912 |
|
| S4 |
1.0704 |
1.0735 |
1.0889 |
|
|
| 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 |
1.1365 |
|
2.618 |
1.1228 |
|
1.618 |
1.1144 |
|
1.000 |
1.1092 |
|
0.618 |
1.1060 |
|
HIGH |
1.1008 |
|
0.618 |
1.0976 |
|
0.500 |
1.0966 |
|
0.382 |
1.0956 |
|
LOW |
1.0924 |
|
0.618 |
1.0872 |
|
1.000 |
1.0840 |
|
1.618 |
1.0788 |
|
2.618 |
1.0704 |
|
4.250 |
1.0567 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0966 |
1.0961 |
| PP |
1.0956 |
1.0952 |
| S1 |
1.0945 |
1.0944 |
|