CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0958 |
0.0038 |
0.3% |
1.0894 |
| High |
1.0968 |
1.0991 |
0.0023 |
0.2% |
1.0961 |
| Low |
1.0920 |
1.0926 |
0.0006 |
0.1% |
1.0874 |
| Close |
1.0956 |
1.0979 |
0.0023 |
0.2% |
1.0906 |
| Range |
0.0048 |
0.0065 |
0.0017 |
35.4% |
0.0087 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.5% |
0.0000 |
| Volume |
548 |
292 |
-256 |
-46.7% |
49 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1135 |
1.1015 |
|
| R3 |
1.1095 |
1.1070 |
1.0997 |
|
| R2 |
1.1030 |
1.1030 |
1.0991 |
|
| R1 |
1.1005 |
1.1005 |
1.0985 |
1.1018 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0972 |
| S1 |
1.0940 |
1.0940 |
1.0973 |
1.0953 |
| S2 |
1.0900 |
1.0900 |
1.0967 |
|
| S3 |
1.0835 |
1.0875 |
1.0961 |
|
| S4 |
1.0770 |
1.0810 |
1.0943 |
|
|
| 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 |
1.0991 |
1.0875 |
0.0116 |
1.1% |
0.0054 |
0.5% |
90% |
True |
False |
169 |
| 10 |
1.1008 |
1.0874 |
0.0134 |
1.2% |
0.0059 |
0.5% |
78% |
False |
False |
89 |
| 20 |
1.1008 |
1.0829 |
0.0179 |
1.6% |
0.0061 |
0.6% |
84% |
False |
False |
47 |
| 40 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0061 |
0.6% |
35% |
False |
False |
31 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0057 |
0.5% |
35% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1267 |
|
2.618 |
1.1161 |
|
1.618 |
1.1096 |
|
1.000 |
1.1056 |
|
0.618 |
1.1031 |
|
HIGH |
1.0991 |
|
0.618 |
1.0966 |
|
0.500 |
1.0959 |
|
0.382 |
1.0951 |
|
LOW |
1.0926 |
|
0.618 |
1.0886 |
|
1.000 |
1.0861 |
|
1.618 |
1.0821 |
|
2.618 |
1.0756 |
|
4.250 |
1.0650 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.0965 |
| PP |
1.0965 |
1.0951 |
| S1 |
1.0959 |
1.0938 |
|