CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0829 |
1.0824 |
-0.0005 |
0.0% |
1.0929 |
| High |
1.0847 |
1.0888 |
0.0041 |
0.4% |
1.0931 |
| Low |
1.0806 |
1.0801 |
-0.0005 |
0.0% |
1.0801 |
| Close |
1.0814 |
1.0858 |
0.0044 |
0.4% |
1.0858 |
| Range |
0.0041 |
0.0087 |
0.0046 |
112.2% |
0.0130 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.5% |
0.0000 |
| Volume |
25,422 |
29,459 |
4,037 |
15.9% |
122,180 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1071 |
1.0906 |
|
| R3 |
1.1023 |
1.0984 |
1.0882 |
|
| R2 |
1.0936 |
1.0936 |
1.0874 |
|
| R1 |
1.0897 |
1.0897 |
1.0866 |
1.0917 |
| PP |
1.0849 |
1.0849 |
1.0849 |
1.0859 |
| S1 |
1.0810 |
1.0810 |
1.0850 |
1.0830 |
| S2 |
1.0762 |
1.0762 |
1.0842 |
|
| S3 |
1.0675 |
1.0723 |
1.0834 |
|
| S4 |
1.0588 |
1.0636 |
1.0810 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1186 |
1.0930 |
|
| R3 |
1.1123 |
1.1056 |
1.0894 |
|
| R2 |
1.0993 |
1.0993 |
1.0882 |
|
| R1 |
1.0926 |
1.0926 |
1.0870 |
1.0895 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0848 |
| S1 |
1.0796 |
1.0796 |
1.0846 |
1.0765 |
| S2 |
1.0733 |
1.0733 |
1.0834 |
|
| S3 |
1.0603 |
1.0666 |
1.0822 |
|
| S4 |
1.0473 |
1.0536 |
1.0787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0931 |
1.0801 |
0.0130 |
1.2% |
0.0061 |
0.6% |
44% |
False |
True |
24,436 |
| 10 |
1.0960 |
1.0801 |
0.0159 |
1.5% |
0.0056 |
0.5% |
36% |
False |
True |
22,235 |
| 20 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0066 |
0.6% |
13% |
False |
True |
22,486 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0066 |
0.6% |
13% |
False |
True |
11,321 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0063 |
0.6% |
13% |
False |
True |
7,557 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0065 |
0.6% |
41% |
False |
False |
5,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1258 |
|
2.618 |
1.1116 |
|
1.618 |
1.1029 |
|
1.000 |
1.0975 |
|
0.618 |
1.0942 |
|
HIGH |
1.0888 |
|
0.618 |
1.0855 |
|
0.500 |
1.0845 |
|
0.382 |
1.0834 |
|
LOW |
1.0801 |
|
0.618 |
1.0747 |
|
1.000 |
1.0714 |
|
1.618 |
1.0660 |
|
2.618 |
1.0573 |
|
4.250 |
1.0431 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0854 |
1.0854 |
| PP |
1.0849 |
1.0849 |
| S1 |
1.0845 |
1.0845 |
|