CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0913 |
0.0042 |
0.4% |
1.0958 |
| High |
1.0920 |
1.0937 |
0.0017 |
0.2% |
1.0984 |
| Low |
1.0848 |
1.0882 |
0.0034 |
0.3% |
1.0882 |
| Close |
1.0917 |
1.0895 |
-0.0022 |
-0.2% |
1.0889 |
| Range |
0.0072 |
0.0055 |
-0.0017 |
-23.6% |
0.0102 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
16,264 |
20,248 |
3,984 |
24.5% |
93,741 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.1037 |
1.0925 |
|
| R3 |
1.1015 |
1.0982 |
1.0910 |
|
| R2 |
1.0960 |
1.0960 |
1.0905 |
|
| R1 |
1.0927 |
1.0927 |
1.0900 |
1.0916 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0899 |
| S1 |
1.0872 |
1.0872 |
1.0890 |
1.0861 |
| S2 |
1.0850 |
1.0850 |
1.0885 |
|
| S3 |
1.0795 |
1.0817 |
1.0880 |
|
| S4 |
1.0740 |
1.0762 |
1.0865 |
|
|
| 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 |
1.0937 |
1.0845 |
0.0092 |
0.8% |
0.0061 |
0.6% |
54% |
True |
False |
19,297 |
| 10 |
1.0984 |
1.0845 |
0.0139 |
1.3% |
0.0062 |
0.6% |
36% |
False |
False |
19,625 |
| 20 |
1.0984 |
1.0801 |
0.0183 |
1.7% |
0.0064 |
0.6% |
51% |
False |
False |
22,193 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0068 |
0.6% |
22% |
False |
False |
18,546 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0067 |
0.6% |
22% |
False |
False |
12,371 |
| 80 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0065 |
0.6% |
46% |
False |
False |
9,285 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0065 |
0.6% |
46% |
False |
False |
7,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1171 |
|
2.618 |
1.1081 |
|
1.618 |
1.1026 |
|
1.000 |
1.0992 |
|
0.618 |
1.0971 |
|
HIGH |
1.0937 |
|
0.618 |
1.0916 |
|
0.500 |
1.0910 |
|
0.382 |
1.0903 |
|
LOW |
1.0882 |
|
0.618 |
1.0848 |
|
1.000 |
1.0827 |
|
1.618 |
1.0793 |
|
2.618 |
1.0738 |
|
4.250 |
1.0648 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0910 |
1.0894 |
| PP |
1.0905 |
1.0892 |
| S1 |
1.0900 |
1.0891 |
|