CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0829 |
-0.0048 |
-0.4% |
1.0858 |
| High |
1.0884 |
1.0847 |
-0.0037 |
-0.3% |
1.0960 |
| Low |
1.0817 |
1.0806 |
-0.0011 |
-0.1% |
1.0850 |
| Close |
1.0819 |
1.0814 |
-0.0005 |
0.0% |
1.0916 |
| Range |
0.0067 |
0.0041 |
-0.0026 |
-38.8% |
0.0110 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
26,265 |
25,422 |
-843 |
-3.2% |
100,171 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0921 |
1.0837 |
|
| R3 |
1.0904 |
1.0880 |
1.0825 |
|
| R2 |
1.0863 |
1.0863 |
1.0822 |
|
| R1 |
1.0839 |
1.0839 |
1.0818 |
1.0831 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0818 |
| S1 |
1.0798 |
1.0798 |
1.0810 |
1.0790 |
| S2 |
1.0781 |
1.0781 |
1.0806 |
|
| S3 |
1.0740 |
1.0757 |
1.0803 |
|
| S4 |
1.0699 |
1.0716 |
1.0791 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1239 |
1.1187 |
1.0977 |
|
| R3 |
1.1129 |
1.1077 |
1.0946 |
|
| R2 |
1.1019 |
1.1019 |
1.0936 |
|
| R1 |
1.0967 |
1.0967 |
1.0926 |
1.0993 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0922 |
| S1 |
1.0857 |
1.0857 |
1.0906 |
1.0883 |
| S2 |
1.0799 |
1.0799 |
1.0896 |
|
| S3 |
1.0689 |
1.0747 |
1.0886 |
|
| S4 |
1.0579 |
1.0637 |
1.0856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0960 |
1.0806 |
0.0154 |
1.4% |
0.0053 |
0.5% |
5% |
False |
True |
21,999 |
| 10 |
1.0960 |
1.0806 |
0.0154 |
1.4% |
0.0055 |
0.5% |
5% |
False |
True |
22,232 |
| 20 |
1.1231 |
1.0806 |
0.0425 |
3.9% |
0.0066 |
0.6% |
2% |
False |
True |
21,050 |
| 40 |
1.1231 |
1.0806 |
0.0425 |
3.9% |
0.0066 |
0.6% |
2% |
False |
True |
10,585 |
| 60 |
1.1231 |
1.0796 |
0.0435 |
4.0% |
0.0063 |
0.6% |
4% |
False |
False |
7,066 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
33% |
False |
False |
5,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1021 |
|
2.618 |
1.0954 |
|
1.618 |
1.0913 |
|
1.000 |
1.0888 |
|
0.618 |
1.0872 |
|
HIGH |
1.0847 |
|
0.618 |
1.0831 |
|
0.500 |
1.0827 |
|
0.382 |
1.0822 |
|
LOW |
1.0806 |
|
0.618 |
1.0781 |
|
1.000 |
1.0765 |
|
1.618 |
1.0740 |
|
2.618 |
1.0699 |
|
4.250 |
1.0632 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0827 |
1.0855 |
| PP |
1.0822 |
1.0841 |
| S1 |
1.0818 |
1.0828 |
|