CME Swiss Franc Future December 2021
Trading Metrics calculated at close of trading on 23-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1.0921 |
1.0906 |
-0.0015 |
-0.1% |
1.0894 |
High |
1.0961 |
1.0923 |
-0.0038 |
-0.3% |
1.0961 |
Low |
1.0910 |
1.0884 |
-0.0026 |
-0.2% |
1.0874 |
Close |
1.0921 |
1.0906 |
-0.0015 |
-0.1% |
1.0906 |
Range |
0.0051 |
0.0039 |
-0.0012 |
-23.5% |
0.0087 |
ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
0 |
7 |
7 |
|
49 |
|
Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1021 |
1.1003 |
1.0927 |
|
R3 |
1.0982 |
1.0964 |
1.0917 |
|
R2 |
1.0943 |
1.0943 |
1.0913 |
|
R1 |
1.0925 |
1.0925 |
1.0910 |
1.0926 |
PP |
1.0904 |
1.0904 |
1.0904 |
1.0905 |
S1 |
1.0886 |
1.0886 |
1.0902 |
1.0887 |
S2 |
1.0865 |
1.0865 |
1.0899 |
|
S3 |
1.0826 |
1.0847 |
1.0895 |
|
S4 |
1.0787 |
1.0808 |
1.0885 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1175 |
1.1127 |
1.0954 |
|
R3 |
1.1088 |
1.1040 |
1.0930 |
|
R2 |
1.1001 |
1.1001 |
1.0922 |
|
R1 |
1.0953 |
1.0953 |
1.0914 |
1.0977 |
PP |
1.0914 |
1.0914 |
1.0914 |
1.0926 |
S1 |
1.0866 |
1.0866 |
1.0898 |
1.0890 |
S2 |
1.0827 |
1.0827 |
1.0890 |
|
S3 |
1.0740 |
1.0779 |
1.0882 |
|
S4 |
1.0653 |
1.0692 |
1.0858 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0961 |
1.0874 |
0.0087 |
0.8% |
0.0059 |
0.5% |
37% |
False |
False |
9 |
10 |
1.1008 |
1.0874 |
0.0134 |
1.2% |
0.0058 |
0.5% |
24% |
False |
False |
6 |
20 |
1.1008 |
1.0829 |
0.0179 |
1.6% |
0.0060 |
0.6% |
43% |
False |
False |
6 |
40 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0061 |
0.6% |
18% |
False |
False |
10 |
60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0056 |
0.5% |
18% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1089 |
2.618 |
1.1025 |
1.618 |
1.0986 |
1.000 |
1.0962 |
0.618 |
1.0947 |
HIGH |
1.0923 |
0.618 |
1.0908 |
0.500 |
1.0904 |
0.382 |
1.0899 |
LOW |
1.0884 |
0.618 |
1.0860 |
1.000 |
1.0845 |
1.618 |
1.0821 |
2.618 |
1.0782 |
4.250 |
1.0718 |
|
|
Fisher Pivots for day following 23-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1.0905 |
1.0918 |
PP |
1.0904 |
1.0914 |
S1 |
1.0904 |
1.0910 |
|