CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0853 |
-0.0005 |
0.0% |
1.0911 |
| High |
1.0908 |
1.0870 |
-0.0038 |
-0.3% |
1.0984 |
| Low |
1.0845 |
1.0833 |
-0.0012 |
-0.1% |
1.0878 |
| Close |
1.0845 |
1.0840 |
-0.0005 |
0.0% |
1.0942 |
| Range |
0.0063 |
0.0037 |
-0.0026 |
-41.3% |
0.0106 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
1 |
46 |
45 |
4,500.0% |
61 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0936 |
1.0860 |
|
| R3 |
1.0922 |
1.0899 |
1.0850 |
|
| R2 |
1.0885 |
1.0885 |
1.0847 |
|
| R1 |
1.0862 |
1.0862 |
1.0843 |
1.0855 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0844 |
| S1 |
1.0825 |
1.0825 |
1.0837 |
1.0818 |
| S2 |
1.0811 |
1.0811 |
1.0833 |
|
| S3 |
1.0774 |
1.0788 |
1.0830 |
|
| S4 |
1.0737 |
1.0751 |
1.0820 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1203 |
1.1000 |
|
| R3 |
1.1147 |
1.1097 |
1.0971 |
|
| R2 |
1.1041 |
1.1041 |
1.0961 |
|
| R1 |
1.0991 |
1.0991 |
1.0952 |
1.1016 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0947 |
| S1 |
1.0885 |
1.0885 |
1.0932 |
1.0910 |
| S2 |
1.0829 |
1.0829 |
1.0923 |
|
| S3 |
1.0723 |
1.0779 |
1.0913 |
|
| S4 |
1.0617 |
1.0673 |
1.0884 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1027 |
|
2.618 |
1.0967 |
|
1.618 |
1.0930 |
|
1.000 |
1.0907 |
|
0.618 |
1.0893 |
|
HIGH |
1.0870 |
|
0.618 |
1.0856 |
|
0.500 |
1.0852 |
|
0.382 |
1.0847 |
|
LOW |
1.0833 |
|
0.618 |
1.0810 |
|
1.000 |
1.0796 |
|
1.618 |
1.0773 |
|
2.618 |
1.0736 |
|
4.250 |
1.0676 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0852 |
1.0881 |
| PP |
1.0848 |
1.0867 |
| S1 |
1.0844 |
1.0854 |
|