CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1016 |
1.1028 |
0.0012 |
0.1% |
1.0894 |
| High |
1.1027 |
1.1081 |
0.0054 |
0.5% |
1.0961 |
| Low |
1.0950 |
1.1028 |
0.0078 |
0.7% |
1.0874 |
| Close |
1.1016 |
1.1081 |
0.0065 |
0.6% |
1.0906 |
| Range |
0.0077 |
0.0053 |
-0.0024 |
-31.2% |
0.0087 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.3% |
0.0000 |
| Volume |
17 |
4 |
-13 |
-76.5% |
49 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1205 |
1.1110 |
|
| R3 |
1.1169 |
1.1152 |
1.1096 |
|
| R2 |
1.1116 |
1.1116 |
1.1091 |
|
| R1 |
1.1099 |
1.1099 |
1.1086 |
1.1108 |
| PP |
1.1063 |
1.1063 |
1.1063 |
1.1068 |
| S1 |
1.1046 |
1.1046 |
1.1076 |
1.1055 |
| S2 |
1.1010 |
1.1010 |
1.1071 |
|
| S3 |
1.0957 |
1.0993 |
1.1066 |
|
| S4 |
1.0904 |
1.0940 |
1.1052 |
|
|
| 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 |
1.1081 |
1.0884 |
0.0197 |
1.8% |
0.0056 |
0.5% |
100% |
True |
False |
173 |
| 10 |
1.1081 |
1.0874 |
0.0207 |
1.9% |
0.0057 |
0.5% |
100% |
True |
False |
91 |
| 20 |
1.1081 |
1.0829 |
0.0252 |
2.3% |
0.0062 |
0.6% |
100% |
True |
False |
48 |
| 40 |
1.1255 |
1.0829 |
0.0426 |
3.8% |
0.0061 |
0.5% |
59% |
False |
False |
30 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.8% |
0.0058 |
0.5% |
59% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1306 |
|
2.618 |
1.1220 |
|
1.618 |
1.1167 |
|
1.000 |
1.1134 |
|
0.618 |
1.1114 |
|
HIGH |
1.1081 |
|
0.618 |
1.1061 |
|
0.500 |
1.1055 |
|
0.382 |
1.1048 |
|
LOW |
1.1028 |
|
0.618 |
1.0995 |
|
1.000 |
1.0975 |
|
1.618 |
1.0942 |
|
2.618 |
1.0889 |
|
4.250 |
1.0803 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1055 |
| PP |
1.1063 |
1.1029 |
| S1 |
1.1055 |
1.1004 |
|