CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 14-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0949 |
1.0905 |
-0.0044 |
-0.4% |
1.0867 |
| High |
1.0954 |
1.0956 |
0.0002 |
0.0% |
1.0967 |
| Low |
1.0886 |
1.0888 |
0.0002 |
0.0% |
1.0808 |
| Close |
1.0901 |
1.0950 |
0.0049 |
0.4% |
1.0958 |
| Range |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0159 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0000 |
| Volume |
21,389 |
19,849 |
-1,540 |
-7.2% |
114,639 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1135 |
1.1111 |
1.0987 |
|
| R3 |
1.1067 |
1.1043 |
1.0969 |
|
| R2 |
1.0999 |
1.0999 |
1.0962 |
|
| R1 |
1.0975 |
1.0975 |
1.0956 |
1.0987 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0938 |
| S1 |
1.0907 |
1.0907 |
1.0944 |
1.0919 |
| S2 |
1.0863 |
1.0863 |
1.0938 |
|
| S3 |
1.0795 |
1.0839 |
1.0931 |
|
| S4 |
1.0727 |
1.0771 |
1.0913 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1332 |
1.1045 |
|
| R3 |
1.1229 |
1.1173 |
1.1002 |
|
| R2 |
1.1070 |
1.1070 |
1.0987 |
|
| R1 |
1.1014 |
1.1014 |
1.0973 |
1.1042 |
| PP |
1.0911 |
1.0911 |
1.0911 |
1.0925 |
| S1 |
1.0855 |
1.0855 |
1.0943 |
1.0883 |
| S2 |
1.0752 |
1.0752 |
1.0929 |
|
| S3 |
1.0593 |
1.0696 |
1.0914 |
|
| S4 |
1.0434 |
1.0537 |
1.0871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0969 |
1.0816 |
0.0153 |
1.4% |
0.0076 |
0.7% |
88% |
False |
False |
22,233 |
| 10 |
1.0969 |
1.0801 |
0.0168 |
1.5% |
0.0070 |
0.6% |
89% |
False |
False |
25,308 |
| 20 |
1.1165 |
1.0801 |
0.0364 |
3.3% |
0.0071 |
0.6% |
41% |
False |
False |
24,589 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0069 |
0.6% |
35% |
False |
False |
15,617 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
35% |
False |
False |
10,420 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
55% |
False |
False |
7,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1245 |
|
2.618 |
1.1134 |
|
1.618 |
1.1066 |
|
1.000 |
1.1024 |
|
0.618 |
1.0998 |
|
HIGH |
1.0956 |
|
0.618 |
1.0930 |
|
0.500 |
1.0922 |
|
0.382 |
1.0914 |
|
LOW |
1.0888 |
|
0.618 |
1.0846 |
|
1.000 |
1.0820 |
|
1.618 |
1.0778 |
|
2.618 |
1.0710 |
|
4.250 |
1.0599 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0943 |
| PP |
1.0931 |
1.0935 |
| S1 |
1.0922 |
1.0928 |
|