CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0880 |
1.0933 |
0.0053 |
0.5% |
1.0891 |
| High |
1.0944 |
1.0967 |
0.0023 |
0.2% |
1.0937 |
| Low |
1.0880 |
1.0898 |
0.0018 |
0.2% |
1.0845 |
| Close |
1.0930 |
1.0953 |
0.0023 |
0.2% |
1.0880 |
| Range |
0.0064 |
0.0069 |
0.0005 |
7.8% |
0.0092 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.4% |
0.0000 |
| Volume |
19,274 |
19,258 |
-16 |
-0.1% |
97,137 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1119 |
1.0991 |
|
| R3 |
1.1077 |
1.1050 |
1.0972 |
|
| R2 |
1.1008 |
1.1008 |
1.0966 |
|
| R1 |
1.0981 |
1.0981 |
1.0959 |
1.0995 |
| PP |
1.0939 |
1.0939 |
1.0939 |
1.0946 |
| S1 |
1.0912 |
1.0912 |
1.0947 |
1.0926 |
| S2 |
1.0870 |
1.0870 |
1.0940 |
|
| S3 |
1.0801 |
1.0843 |
1.0934 |
|
| S4 |
1.0732 |
1.0774 |
1.0915 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1163 |
1.1114 |
1.0931 |
|
| R3 |
1.1071 |
1.1022 |
1.0905 |
|
| R2 |
1.0979 |
1.0979 |
1.0897 |
|
| R1 |
1.0930 |
1.0930 |
1.0888 |
1.0909 |
| PP |
1.0887 |
1.0887 |
1.0887 |
1.0877 |
| S1 |
1.0838 |
1.0838 |
1.0872 |
1.0817 |
| S2 |
1.0795 |
1.0795 |
1.0863 |
|
| S3 |
1.0703 |
1.0746 |
1.0855 |
|
| S4 |
1.0611 |
1.0654 |
1.0829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0967 |
1.0848 |
0.0119 |
1.1% |
0.0060 |
0.6% |
88% |
True |
False |
18,240 |
| 10 |
1.0984 |
1.0845 |
0.0139 |
1.3% |
0.0064 |
0.6% |
78% |
False |
False |
19,195 |
| 20 |
1.0984 |
1.0801 |
0.0183 |
1.7% |
0.0066 |
0.6% |
83% |
False |
False |
22,331 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0068 |
0.6% |
35% |
False |
False |
19,902 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
35% |
False |
False |
13,282 |
| 80 |
1.1231 |
1.0644 |
0.0587 |
5.4% |
0.0065 |
0.6% |
53% |
False |
False |
9,969 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
56% |
False |
False |
7,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1260 |
|
2.618 |
1.1148 |
|
1.618 |
1.1079 |
|
1.000 |
1.1036 |
|
0.618 |
1.1010 |
|
HIGH |
1.0967 |
|
0.618 |
1.0941 |
|
0.500 |
1.0933 |
|
0.382 |
1.0924 |
|
LOW |
1.0898 |
|
0.618 |
1.0855 |
|
1.000 |
1.0829 |
|
1.618 |
1.0786 |
|
2.618 |
1.0717 |
|
4.250 |
1.0605 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0946 |
1.0939 |
| PP |
1.0939 |
1.0926 |
| S1 |
1.0933 |
1.0912 |
|