CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0876 |
-0.0044 |
-0.4% |
1.0968 |
| High |
1.0941 |
1.0944 |
0.0003 |
0.0% |
1.1008 |
| Low |
1.0874 |
1.0875 |
0.0001 |
0.0% |
1.0908 |
| Close |
1.0897 |
1.0943 |
0.0046 |
0.4% |
1.0915 |
| Range |
0.0067 |
0.0069 |
0.0002 |
3.0% |
0.0100 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.7% |
0.0000 |
| Volume |
24 |
1 |
-23 |
-95.8% |
12 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1104 |
1.0981 |
|
| R3 |
1.1059 |
1.1035 |
1.0962 |
|
| R2 |
1.0990 |
1.0990 |
1.0956 |
|
| R1 |
1.0966 |
1.0966 |
1.0949 |
1.0978 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0927 |
| S1 |
1.0897 |
1.0897 |
1.0937 |
1.0909 |
| S2 |
1.0852 |
1.0852 |
1.0930 |
|
| S3 |
1.0783 |
1.0828 |
1.0924 |
|
| S4 |
1.0714 |
1.0759 |
1.0905 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1244 |
1.1179 |
1.0970 |
|
| R3 |
1.1144 |
1.1079 |
1.0943 |
|
| R2 |
1.1044 |
1.1044 |
1.0933 |
|
| R1 |
1.0979 |
1.0979 |
1.0924 |
1.0962 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0935 |
| S1 |
1.0879 |
1.0879 |
1.0906 |
1.0862 |
| S2 |
1.0844 |
1.0844 |
1.0897 |
|
| S3 |
1.0744 |
1.0779 |
1.0888 |
|
| S4 |
1.0644 |
1.0679 |
1.0860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1008 |
1.0874 |
0.0134 |
1.2% |
0.0064 |
0.6% |
51% |
False |
False |
9 |
| 10 |
1.1008 |
1.0843 |
0.0165 |
1.5% |
0.0068 |
0.6% |
61% |
False |
False |
5 |
| 20 |
1.1008 |
1.0829 |
0.0179 |
1.6% |
0.0060 |
0.5% |
64% |
False |
False |
6 |
| 40 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0061 |
0.6% |
27% |
False |
False |
10 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0057 |
0.5% |
27% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1237 |
|
2.618 |
1.1125 |
|
1.618 |
1.1056 |
|
1.000 |
1.1013 |
|
0.618 |
1.0987 |
|
HIGH |
1.0944 |
|
0.618 |
1.0918 |
|
0.500 |
1.0910 |
|
0.382 |
1.0901 |
|
LOW |
1.0875 |
|
0.618 |
1.0832 |
|
1.000 |
1.0806 |
|
1.618 |
1.0763 |
|
2.618 |
1.0694 |
|
4.250 |
1.0582 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0933 |
| PP |
1.0921 |
1.0923 |
| S1 |
1.0910 |
1.0913 |
|