CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0894 |
1.0920 |
0.0026 |
0.2% |
1.0968 |
| High |
1.0952 |
1.0941 |
-0.0011 |
-0.1% |
1.1008 |
| Low |
1.0885 |
1.0874 |
-0.0011 |
-0.1% |
1.0908 |
| Close |
1.0930 |
1.0897 |
-0.0033 |
-0.3% |
1.0915 |
| Range |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0100 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.5% |
0.0000 |
| Volume |
17 |
24 |
7 |
41.2% |
12 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1068 |
1.0934 |
|
| R3 |
1.1038 |
1.1001 |
1.0915 |
|
| R2 |
1.0971 |
1.0971 |
1.0909 |
|
| R1 |
1.0934 |
1.0934 |
1.0903 |
1.0919 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0897 |
| S1 |
1.0867 |
1.0867 |
1.0891 |
1.0852 |
| S2 |
1.0837 |
1.0837 |
1.0885 |
|
| S3 |
1.0770 |
1.0800 |
1.0879 |
|
| S4 |
1.0703 |
1.0733 |
1.0860 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1244 |
1.1179 |
1.0970 |
|
| R3 |
1.1144 |
1.1079 |
1.0943 |
|
| R2 |
1.1044 |
1.1044 |
1.0933 |
|
| R1 |
1.0979 |
1.0979 |
1.0924 |
1.0962 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0935 |
| S1 |
1.0879 |
1.0879 |
1.0906 |
1.0862 |
| S2 |
1.0844 |
1.0844 |
1.0897 |
|
| S3 |
1.0744 |
1.0779 |
1.0888 |
|
| S4 |
1.0644 |
1.0679 |
1.0860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1008 |
1.0874 |
0.0134 |
1.2% |
0.0063 |
0.6% |
17% |
False |
True |
9 |
| 10 |
1.1008 |
1.0837 |
0.0171 |
1.6% |
0.0066 |
0.6% |
35% |
False |
False |
5 |
| 20 |
1.1008 |
1.0829 |
0.0179 |
1.6% |
0.0058 |
0.5% |
38% |
False |
False |
8 |
| 40 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.6% |
16% |
False |
False |
10 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0056 |
0.5% |
16% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1226 |
|
2.618 |
1.1116 |
|
1.618 |
1.1049 |
|
1.000 |
1.1008 |
|
0.618 |
1.0982 |
|
HIGH |
1.0941 |
|
0.618 |
1.0915 |
|
0.500 |
1.0908 |
|
0.382 |
1.0900 |
|
LOW |
1.0874 |
|
0.618 |
1.0833 |
|
1.000 |
1.0807 |
|
1.618 |
1.0766 |
|
2.618 |
1.0699 |
|
4.250 |
1.0589 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0908 |
1.0913 |
| PP |
1.0904 |
1.0908 |
| S1 |
1.0901 |
1.0902 |
|