CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0906 |
1.0920 |
0.0014 |
0.1% |
1.0894 |
| High |
1.0923 |
1.0968 |
0.0045 |
0.4% |
1.0961 |
| Low |
1.0884 |
1.0920 |
0.0036 |
0.3% |
1.0874 |
| Close |
1.0906 |
1.0956 |
0.0050 |
0.5% |
1.0906 |
| Range |
0.0039 |
0.0048 |
0.0009 |
23.1% |
0.0087 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.2% |
0.0000 |
| Volume |
7 |
548 |
541 |
7,728.6% |
49 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1092 |
1.1072 |
1.0982 |
|
| R3 |
1.1044 |
1.1024 |
1.0969 |
|
| R2 |
1.0996 |
1.0996 |
1.0965 |
|
| R1 |
1.0976 |
1.0976 |
1.0960 |
1.0986 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0953 |
| S1 |
1.0928 |
1.0928 |
1.0952 |
1.0938 |
| S2 |
1.0900 |
1.0900 |
1.0947 |
|
| S3 |
1.0852 |
1.0880 |
1.0943 |
|
| S4 |
1.0804 |
1.0832 |
1.0930 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1127 |
1.0954 |
|
| R3 |
1.1088 |
1.1040 |
1.0930 |
|
| R2 |
1.1001 |
1.1001 |
1.0922 |
|
| R1 |
1.0953 |
1.0953 |
1.0914 |
1.0977 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0926 |
| S1 |
1.0866 |
1.0866 |
1.0898 |
1.0890 |
| S2 |
1.0827 |
1.0827 |
1.0890 |
|
| S3 |
1.0740 |
1.0779 |
1.0882 |
|
| S4 |
1.0653 |
1.0692 |
1.0858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0968 |
1.0874 |
0.0094 |
0.9% |
0.0055 |
0.5% |
87% |
True |
False |
116 |
| 10 |
1.1008 |
1.0874 |
0.0134 |
1.2% |
0.0059 |
0.5% |
61% |
False |
False |
60 |
| 20 |
1.1008 |
1.0829 |
0.0179 |
1.6% |
0.0061 |
0.6% |
71% |
False |
False |
33 |
| 40 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.6% |
30% |
False |
False |
24 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0056 |
0.5% |
30% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1172 |
|
2.618 |
1.1094 |
|
1.618 |
1.1046 |
|
1.000 |
1.1016 |
|
0.618 |
1.0998 |
|
HIGH |
1.0968 |
|
0.618 |
1.0950 |
|
0.500 |
1.0944 |
|
0.382 |
1.0938 |
|
LOW |
1.0920 |
|
0.618 |
1.0890 |
|
1.000 |
1.0872 |
|
1.618 |
1.0842 |
|
2.618 |
1.0794 |
|
4.250 |
1.0716 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0952 |
1.0946 |
| PP |
1.0948 |
1.0936 |
| S1 |
1.0944 |
1.0926 |
|