CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.1002 |
0.0050 |
0.5% |
1.0891 |
| High |
1.1003 |
1.1057 |
0.0054 |
0.5% |
1.0937 |
| Low |
1.0921 |
1.1000 |
0.0079 |
0.7% |
1.0845 |
| Close |
1.0990 |
1.1055 |
0.0065 |
0.6% |
1.0880 |
| Range |
0.0082 |
0.0057 |
-0.0025 |
-30.5% |
0.0092 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0000 |
| Volume |
22,916 |
22,927 |
11 |
0.0% |
97,137 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1208 |
1.1189 |
1.1086 |
|
| R3 |
1.1151 |
1.1132 |
1.1071 |
|
| R2 |
1.1094 |
1.1094 |
1.1065 |
|
| R1 |
1.1075 |
1.1075 |
1.1060 |
1.1085 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1042 |
| S1 |
1.1018 |
1.1018 |
1.1050 |
1.1028 |
| S2 |
1.0980 |
1.0980 |
1.1045 |
|
| S3 |
1.0923 |
1.0961 |
1.1039 |
|
| S4 |
1.0866 |
1.0904 |
1.1024 |
|
|
| 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 |
1.1057 |
1.0857 |
0.0200 |
1.8% |
0.0063 |
0.6% |
99% |
True |
False |
20,106 |
| 10 |
1.1057 |
1.0845 |
0.0212 |
1.9% |
0.0062 |
0.6% |
99% |
True |
False |
19,702 |
| 20 |
1.1057 |
1.0801 |
0.0256 |
2.3% |
0.0067 |
0.6% |
99% |
True |
False |
22,238 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0067 |
0.6% |
59% |
False |
False |
21,027 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0067 |
0.6% |
59% |
False |
False |
14,045 |
| 80 |
1.1231 |
1.0783 |
0.0448 |
4.1% |
0.0064 |
0.6% |
61% |
False |
False |
10,541 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
72% |
False |
False |
8,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1299 |
|
2.618 |
1.1206 |
|
1.618 |
1.1149 |
|
1.000 |
1.1114 |
|
0.618 |
1.1092 |
|
HIGH |
1.1057 |
|
0.618 |
1.1035 |
|
0.500 |
1.1029 |
|
0.382 |
1.1022 |
|
LOW |
1.1000 |
|
0.618 |
1.0965 |
|
1.000 |
1.0943 |
|
1.618 |
1.0908 |
|
2.618 |
1.0851 |
|
4.250 |
1.0758 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1046 |
1.1029 |
| PP |
1.1037 |
1.1003 |
| S1 |
1.1029 |
1.0978 |
|