CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1076 |
1.1091 |
0.0015 |
0.1% |
1.0920 |
| High |
1.1100 |
1.1119 |
0.0019 |
0.2% |
1.1099 |
| Low |
1.1069 |
1.1079 |
0.0010 |
0.1% |
1.0920 |
| Close |
1.1087 |
1.1098 |
0.0011 |
0.1% |
1.1072 |
| Range |
0.0031 |
0.0040 |
0.0009 |
29.0% |
0.0179 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
43 |
11 |
-32 |
-74.4% |
879 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1219 |
1.1198 |
1.1120 |
|
| R3 |
1.1179 |
1.1158 |
1.1109 |
|
| R2 |
1.1139 |
1.1139 |
1.1105 |
|
| R1 |
1.1118 |
1.1118 |
1.1102 |
1.1129 |
| PP |
1.1099 |
1.1099 |
1.1099 |
1.1104 |
| S1 |
1.1078 |
1.1078 |
1.1094 |
1.1089 |
| S2 |
1.1059 |
1.1059 |
1.1091 |
|
| S3 |
1.1019 |
1.1038 |
1.1087 |
|
| S4 |
1.0979 |
1.0998 |
1.1076 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1499 |
1.1170 |
|
| R3 |
1.1388 |
1.1320 |
1.1121 |
|
| R2 |
1.1209 |
1.1209 |
1.1105 |
|
| R1 |
1.1141 |
1.1141 |
1.1088 |
1.1175 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1048 |
| S1 |
1.0962 |
1.0962 |
1.1056 |
1.0996 |
| S2 |
1.0851 |
1.0851 |
1.1039 |
|
| S3 |
1.0672 |
1.0783 |
1.1023 |
|
| S4 |
1.0493 |
1.0604 |
1.0974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1119 |
1.0950 |
0.0169 |
1.5% |
0.0048 |
0.4% |
88% |
True |
False |
18 |
| 10 |
1.1119 |
1.0875 |
0.0244 |
2.2% |
0.0051 |
0.5% |
91% |
True |
False |
94 |
| 20 |
1.1119 |
1.0837 |
0.0282 |
2.5% |
0.0059 |
0.5% |
93% |
True |
False |
49 |
| 40 |
1.1255 |
1.0829 |
0.0426 |
3.8% |
0.0059 |
0.5% |
63% |
False |
False |
31 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.8% |
0.0056 |
0.5% |
63% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1289 |
|
2.618 |
1.1224 |
|
1.618 |
1.1184 |
|
1.000 |
1.1159 |
|
0.618 |
1.1144 |
|
HIGH |
1.1119 |
|
0.618 |
1.1104 |
|
0.500 |
1.1099 |
|
0.382 |
1.1094 |
|
LOW |
1.1079 |
|
0.618 |
1.1054 |
|
1.000 |
1.1039 |
|
1.618 |
1.1014 |
|
2.618 |
1.0974 |
|
4.250 |
1.0909 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1099 |
1.1095 |
| PP |
1.1099 |
1.1092 |
| S1 |
1.1098 |
1.1089 |
|