CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0933 |
1.0952 |
0.0019 |
0.2% |
1.0891 |
| High |
1.0967 |
1.1003 |
0.0036 |
0.3% |
1.0937 |
| Low |
1.0898 |
1.0921 |
0.0023 |
0.2% |
1.0845 |
| Close |
1.0953 |
1.0990 |
0.0037 |
0.3% |
1.0880 |
| Range |
0.0069 |
0.0082 |
0.0013 |
18.8% |
0.0092 |
| ATR |
0.0065 |
0.0067 |
0.0001 |
1.8% |
0.0000 |
| Volume |
19,258 |
22,916 |
3,658 |
19.0% |
97,137 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1217 |
1.1186 |
1.1035 |
|
| R3 |
1.1135 |
1.1104 |
1.1013 |
|
| R2 |
1.1053 |
1.1053 |
1.1005 |
|
| R1 |
1.1022 |
1.1022 |
1.0998 |
1.1038 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0979 |
| S1 |
1.0940 |
1.0940 |
1.0982 |
1.0956 |
| S2 |
1.0889 |
1.0889 |
1.0975 |
|
| S3 |
1.0807 |
1.0858 |
1.0967 |
|
| S4 |
1.0725 |
1.0776 |
1.0945 |
|
|
| 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 |
1.1003 |
1.0857 |
0.0146 |
1.3% |
0.0062 |
0.6% |
91% |
True |
False |
19,570 |
| 10 |
1.1003 |
1.0845 |
0.0158 |
1.4% |
0.0065 |
0.6% |
92% |
True |
False |
19,502 |
| 20 |
1.1003 |
1.0801 |
0.0202 |
1.8% |
0.0067 |
0.6% |
94% |
True |
False |
22,405 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0068 |
0.6% |
44% |
False |
False |
20,462 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
44% |
False |
False |
13,664 |
| 80 |
1.1231 |
1.0690 |
0.0541 |
4.9% |
0.0065 |
0.6% |
55% |
False |
False |
10,255 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
62% |
False |
False |
8,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1218 |
|
1.618 |
1.1136 |
|
1.000 |
1.1085 |
|
0.618 |
1.1054 |
|
HIGH |
1.1003 |
|
0.618 |
1.0972 |
|
0.500 |
1.0962 |
|
0.382 |
1.0952 |
|
LOW |
1.0921 |
|
0.618 |
1.0870 |
|
1.000 |
1.0839 |
|
1.618 |
1.0788 |
|
2.618 |
1.0706 |
|
4.250 |
1.0573 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.0974 |
| PP |
1.0971 |
1.0958 |
| S1 |
1.0962 |
1.0942 |
|