CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1058 |
1.1072 |
0.0014 |
0.1% |
1.0880 |
| High |
1.1094 |
1.1100 |
0.0006 |
0.1% |
1.1074 |
| Low |
1.1052 |
1.1028 |
-0.0024 |
-0.2% |
1.0880 |
| Close |
1.1072 |
1.1045 |
-0.0027 |
-0.2% |
1.1046 |
| Range |
0.0042 |
0.0072 |
0.0030 |
71.4% |
0.0194 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.2% |
0.0000 |
| Volume |
14,110 |
20,538 |
6,428 |
45.6% |
111,669 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1231 |
1.1085 |
|
| R3 |
1.1202 |
1.1159 |
1.1065 |
|
| R2 |
1.1130 |
1.1130 |
1.1058 |
|
| R1 |
1.1087 |
1.1087 |
1.1052 |
1.1073 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1050 |
| S1 |
1.1015 |
1.1015 |
1.1038 |
1.1001 |
| S2 |
1.0986 |
1.0986 |
1.1032 |
|
| S3 |
1.0914 |
1.0943 |
1.1025 |
|
| S4 |
1.0842 |
1.0871 |
1.1005 |
|
|
| 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 |
1.1100 |
1.1000 |
0.0100 |
0.9% |
0.0050 |
0.5% |
45% |
True |
False |
20,596 |
| 10 |
1.1100 |
1.0857 |
0.0243 |
2.2% |
0.0056 |
0.5% |
77% |
True |
False |
20,083 |
| 20 |
1.1100 |
1.0816 |
0.0284 |
2.6% |
0.0064 |
0.6% |
81% |
True |
False |
20,458 |
| 40 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
57% |
False |
False |
22,585 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
57% |
False |
False |
15,379 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
57% |
False |
False |
11,541 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
70% |
False |
False |
9,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1406 |
|
2.618 |
1.1288 |
|
1.618 |
1.1216 |
|
1.000 |
1.1172 |
|
0.618 |
1.1144 |
|
HIGH |
1.1100 |
|
0.618 |
1.1072 |
|
0.500 |
1.1064 |
|
0.382 |
1.1056 |
|
LOW |
1.1028 |
|
0.618 |
1.0984 |
|
1.000 |
1.0956 |
|
1.618 |
1.0912 |
|
2.618 |
1.0840 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1064 |
1.1064 |
| PP |
1.1058 |
1.1058 |
| S1 |
1.1051 |
1.1051 |
|