CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0891 |
1.0909 |
0.0018 |
0.2% |
1.0958 |
| High |
1.0929 |
1.0916 |
-0.0013 |
-0.1% |
1.0984 |
| Low |
1.0859 |
1.0845 |
-0.0014 |
-0.1% |
1.0882 |
| Close |
1.0904 |
1.0871 |
-0.0033 |
-0.3% |
1.0889 |
| Range |
0.0070 |
0.0071 |
0.0001 |
1.4% |
0.0102 |
| ATR |
0.0067 |
0.0068 |
0.0000 |
0.4% |
0.0000 |
| Volume |
24,690 |
19,778 |
-4,912 |
-19.9% |
93,741 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1052 |
1.0910 |
|
| R3 |
1.1019 |
1.0981 |
1.0891 |
|
| R2 |
1.0948 |
1.0948 |
1.0884 |
|
| R1 |
1.0910 |
1.0910 |
1.0878 |
1.0894 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0869 |
| S1 |
1.0839 |
1.0839 |
1.0864 |
1.0823 |
| S2 |
1.0806 |
1.0806 |
1.0858 |
|
| S3 |
1.0735 |
1.0768 |
1.0851 |
|
| S4 |
1.0664 |
1.0697 |
1.0832 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1159 |
1.0945 |
|
| R3 |
1.1122 |
1.1057 |
1.0917 |
|
| R2 |
1.1020 |
1.1020 |
1.0908 |
|
| R1 |
1.0955 |
1.0955 |
1.0898 |
1.0937 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0909 |
| S1 |
1.0853 |
1.0853 |
1.0880 |
1.0835 |
| S2 |
1.0816 |
1.0816 |
1.0870 |
|
| S3 |
1.0714 |
1.0751 |
1.0861 |
|
| S4 |
1.0612 |
1.0649 |
1.0833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0984 |
1.0845 |
0.0139 |
1.3% |
0.0067 |
0.6% |
19% |
False |
True |
20,151 |
| 10 |
1.0984 |
1.0808 |
0.0176 |
1.6% |
0.0070 |
0.6% |
36% |
False |
False |
21,656 |
| 20 |
1.0984 |
1.0801 |
0.0183 |
1.7% |
0.0063 |
0.6% |
38% |
False |
False |
22,418 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0067 |
0.6% |
16% |
False |
False |
17,637 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0066 |
0.6% |
16% |
False |
False |
11,766 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
43% |
False |
False |
8,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1218 |
|
2.618 |
1.1102 |
|
1.618 |
1.1031 |
|
1.000 |
1.0987 |
|
0.618 |
1.0960 |
|
HIGH |
1.0916 |
|
0.618 |
1.0889 |
|
0.500 |
1.0881 |
|
0.382 |
1.0872 |
|
LOW |
1.0845 |
|
0.618 |
1.0801 |
|
1.000 |
1.0774 |
|
1.618 |
1.0730 |
|
2.618 |
1.0659 |
|
4.250 |
1.0543 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0881 |
1.0887 |
| PP |
1.0877 |
1.0882 |
| S1 |
1.0874 |
1.0876 |
|