CME Swiss Franc Future September 2021
Trading Metrics calculated at close of trading on 08-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2021 |
08-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1.0835 |
1.0823 |
-0.0012 |
-0.1% |
1.0929 |
High |
1.0862 |
1.0967 |
0.0105 |
1.0% |
1.0931 |
Low |
1.0808 |
1.0816 |
0.0008 |
0.1% |
1.0801 |
Close |
1.0829 |
1.0938 |
0.0109 |
1.0% |
1.0858 |
Range |
0.0054 |
0.0151 |
0.0097 |
179.6% |
0.0130 |
ATR |
0.0065 |
0.0071 |
0.0006 |
9.4% |
0.0000 |
Volume |
24,485 |
32,337 |
7,852 |
32.1% |
122,180 |
|
Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1360 |
1.1300 |
1.1021 |
|
R3 |
1.1209 |
1.1149 |
1.0980 |
|
R2 |
1.1058 |
1.1058 |
1.0966 |
|
R1 |
1.0998 |
1.0998 |
1.0952 |
1.1028 |
PP |
1.0907 |
1.0907 |
1.0907 |
1.0922 |
S1 |
1.0847 |
1.0847 |
1.0924 |
1.0877 |
S2 |
1.0756 |
1.0756 |
1.0910 |
|
S3 |
1.0605 |
1.0696 |
1.0896 |
|
S4 |
1.0454 |
1.0545 |
1.0855 |
|
|
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 |
1.0967 |
1.0801 |
0.0166 |
1.5% |
0.0080 |
0.7% |
83% |
True |
False |
29,598 |
10 |
1.0967 |
1.0801 |
0.0166 |
1.5% |
0.0066 |
0.6% |
83% |
True |
False |
24,761 |
20 |
1.1221 |
1.0801 |
0.0420 |
3.8% |
0.0072 |
0.7% |
33% |
False |
False |
25,244 |
40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0068 |
0.6% |
32% |
False |
False |
13,647 |
60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
32% |
False |
False |
9,107 |
80 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0066 |
0.6% |
53% |
False |
False |
6,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1609 |
2.618 |
1.1362 |
1.618 |
1.1211 |
1.000 |
1.1118 |
0.618 |
1.1060 |
HIGH |
1.0967 |
0.618 |
1.0909 |
0.500 |
1.0892 |
0.382 |
1.0874 |
LOW |
1.0816 |
0.618 |
1.0723 |
1.000 |
1.0665 |
1.618 |
1.0572 |
2.618 |
1.0421 |
4.250 |
1.0174 |
|
|
Fisher Pivots for day following 08-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1.0923 |
1.0921 |
PP |
1.0907 |
1.0904 |
S1 |
1.0892 |
1.0888 |
|