CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1044 |
1.1058 |
0.0014 |
0.1% |
1.0880 |
| High |
1.1077 |
1.1094 |
0.0017 |
0.2% |
1.1074 |
| Low |
1.1041 |
1.1052 |
0.0011 |
0.1% |
1.0880 |
| Close |
1.1061 |
1.1072 |
0.0011 |
0.1% |
1.1046 |
| Range |
0.0036 |
0.0042 |
0.0006 |
16.7% |
0.0194 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
18,111 |
14,110 |
-4,001 |
-22.1% |
111,669 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1177 |
1.1095 |
|
| R3 |
1.1157 |
1.1135 |
1.1084 |
|
| R2 |
1.1115 |
1.1115 |
1.1080 |
|
| R1 |
1.1093 |
1.1093 |
1.1076 |
1.1104 |
| PP |
1.1073 |
1.1073 |
1.1073 |
1.1078 |
| S1 |
1.1051 |
1.1051 |
1.1068 |
1.1062 |
| S2 |
1.1031 |
1.1031 |
1.1064 |
|
| S3 |
1.0989 |
1.1009 |
1.1060 |
|
| S4 |
1.0947 |
1.0967 |
1.1049 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1508 |
1.1153 |
|
| R3 |
1.1388 |
1.1314 |
1.1099 |
|
| R2 |
1.1194 |
1.1194 |
1.1082 |
|
| R1 |
1.1120 |
1.1120 |
1.1064 |
1.1157 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.1019 |
| S1 |
1.0926 |
1.0926 |
1.1028 |
1.0963 |
| S2 |
1.0806 |
1.0806 |
1.1010 |
|
| S3 |
1.0612 |
1.0732 |
1.0993 |
|
| S4 |
1.0418 |
1.0538 |
1.0939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1094 |
1.0921 |
0.0173 |
1.6% |
0.0052 |
0.5% |
87% |
True |
False |
21,071 |
| 10 |
1.1094 |
1.0848 |
0.0246 |
2.2% |
0.0056 |
0.5% |
91% |
True |
False |
19,655 |
| 20 |
1.1094 |
1.0808 |
0.0286 |
2.6% |
0.0063 |
0.6% |
92% |
True |
False |
20,655 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
63% |
False |
False |
22,341 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
63% |
False |
False |
15,037 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
63% |
False |
False |
11,285 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0064 |
0.6% |
75% |
False |
False |
9,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1273 |
|
2.618 |
1.1204 |
|
1.618 |
1.1162 |
|
1.000 |
1.1136 |
|
0.618 |
1.1120 |
|
HIGH |
1.1094 |
|
0.618 |
1.1078 |
|
0.500 |
1.1073 |
|
0.382 |
1.1068 |
|
LOW |
1.1052 |
|
0.618 |
1.1026 |
|
1.000 |
1.1010 |
|
1.618 |
1.0984 |
|
2.618 |
1.0942 |
|
4.250 |
1.0874 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1073 |
1.1069 |
| PP |
1.1073 |
1.1066 |
| S1 |
1.1072 |
1.1063 |
|