CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.0968 |
0.0008 |
0.1% |
1.0858 |
| High |
1.0987 |
1.0993 |
0.0006 |
0.1% |
1.0990 |
| Low |
1.0944 |
1.0949 |
0.0005 |
0.0% |
1.0837 |
| Close |
1.0984 |
1.0968 |
-0.0016 |
-0.1% |
1.0984 |
| Range |
0.0043 |
0.0044 |
0.0001 |
2.3% |
0.0153 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
3 |
0 |
-3 |
-100.0% |
3 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1102 |
1.1079 |
1.0992 |
|
| R3 |
1.1058 |
1.1035 |
1.0980 |
|
| R2 |
1.1014 |
1.1014 |
1.0976 |
|
| R1 |
1.0991 |
1.0991 |
1.0972 |
1.0990 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0970 |
| S1 |
1.0947 |
1.0947 |
1.0964 |
1.0946 |
| S2 |
1.0926 |
1.0926 |
1.0960 |
|
| S3 |
1.0882 |
1.0903 |
1.0956 |
|
| S4 |
1.0838 |
1.0859 |
1.0944 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1396 |
1.1343 |
1.1068 |
|
| R3 |
1.1243 |
1.1190 |
1.1026 |
|
| R2 |
1.1090 |
1.1090 |
1.1012 |
|
| R1 |
1.1037 |
1.1037 |
1.0998 |
1.1064 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0950 |
| S1 |
1.0884 |
1.0884 |
1.0970 |
1.0911 |
| S2 |
1.0784 |
1.0784 |
1.0956 |
|
| S3 |
1.0631 |
1.0731 |
1.0942 |
|
| S4 |
1.0478 |
1.0578 |
1.0900 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1180 |
|
2.618 |
1.1108 |
|
1.618 |
1.1064 |
|
1.000 |
1.1037 |
|
0.618 |
1.1020 |
|
HIGH |
1.0993 |
|
0.618 |
1.0976 |
|
0.500 |
1.0971 |
|
0.382 |
1.0966 |
|
LOW |
1.0949 |
|
0.618 |
1.0922 |
|
1.000 |
1.0905 |
|
1.618 |
1.0878 |
|
2.618 |
1.0834 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.0951 |
| PP |
1.0970 |
1.0935 |
| S1 |
1.0969 |
1.0918 |
|