CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1091 |
1.1084 |
-0.0007 |
-0.1% |
1.0920 |
| High |
1.1119 |
1.1124 |
0.0005 |
0.0% |
1.1099 |
| Low |
1.1079 |
1.1055 |
-0.0024 |
-0.2% |
1.0920 |
| Close |
1.1098 |
1.1070 |
-0.0028 |
-0.3% |
1.1072 |
| Range |
0.0040 |
0.0069 |
0.0029 |
72.5% |
0.0179 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.4% |
0.0000 |
| Volume |
11 |
19 |
8 |
72.7% |
879 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1249 |
1.1108 |
|
| R3 |
1.1221 |
1.1180 |
1.1089 |
|
| R2 |
1.1152 |
1.1152 |
1.1083 |
|
| R1 |
1.1111 |
1.1111 |
1.1076 |
1.1097 |
| PP |
1.1083 |
1.1083 |
1.1083 |
1.1076 |
| S1 |
1.1042 |
1.1042 |
1.1064 |
1.1028 |
| S2 |
1.1014 |
1.1014 |
1.1057 |
|
| S3 |
1.0945 |
1.0973 |
1.1051 |
|
| S4 |
1.0876 |
1.0904 |
1.1032 |
|
|
| 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 |
1.1124 |
1.1028 |
0.0096 |
0.9% |
0.0047 |
0.4% |
44% |
True |
False |
19 |
| 10 |
1.1124 |
1.0884 |
0.0240 |
2.2% |
0.0051 |
0.5% |
78% |
True |
False |
95 |
| 20 |
1.1124 |
1.0843 |
0.0281 |
2.5% |
0.0060 |
0.5% |
81% |
True |
False |
50 |
| 40 |
1.1255 |
1.0829 |
0.0426 |
3.8% |
0.0060 |
0.5% |
57% |
False |
False |
31 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.8% |
0.0056 |
0.5% |
57% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1417 |
|
2.618 |
1.1305 |
|
1.618 |
1.1236 |
|
1.000 |
1.1193 |
|
0.618 |
1.1167 |
|
HIGH |
1.1124 |
|
0.618 |
1.1098 |
|
0.500 |
1.1090 |
|
0.382 |
1.1081 |
|
LOW |
1.1055 |
|
0.618 |
1.1012 |
|
1.000 |
1.0986 |
|
1.618 |
1.0943 |
|
2.618 |
1.0874 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1090 |
1.1090 |
| PP |
1.1083 |
1.1083 |
| S1 |
1.1077 |
1.1077 |
|