CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1084 |
1.1061 |
-0.0023 |
-0.2% |
1.0920 |
| High |
1.1124 |
1.1082 |
-0.0042 |
-0.4% |
1.1099 |
| Low |
1.1055 |
1.1052 |
-0.0003 |
0.0% |
1.0920 |
| Close |
1.1070 |
1.1071 |
0.0001 |
0.0% |
1.1072 |
| Range |
0.0069 |
0.0030 |
-0.0039 |
-56.5% |
0.0179 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
19 |
2 |
-17 |
-89.5% |
879 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1158 |
1.1145 |
1.1088 |
|
| R3 |
1.1128 |
1.1115 |
1.1079 |
|
| R2 |
1.1098 |
1.1098 |
1.1077 |
|
| R1 |
1.1085 |
1.1085 |
1.1074 |
1.1092 |
| PP |
1.1068 |
1.1068 |
1.1068 |
1.1072 |
| S1 |
1.1055 |
1.1055 |
1.1068 |
1.1062 |
| S2 |
1.1038 |
1.1038 |
1.1066 |
|
| S3 |
1.1008 |
1.1025 |
1.1063 |
|
| S4 |
1.0978 |
1.0995 |
1.1055 |
|
|
| 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 |
1.1052 |
0.0072 |
0.7% |
0.0042 |
0.4% |
26% |
False |
True |
18 |
| 10 |
1.1124 |
1.0884 |
0.0240 |
2.2% |
0.0049 |
0.4% |
78% |
False |
False |
96 |
| 20 |
1.1124 |
1.0874 |
0.0250 |
2.3% |
0.0054 |
0.5% |
79% |
False |
False |
50 |
| 40 |
1.1239 |
1.0829 |
0.0410 |
3.7% |
0.0060 |
0.5% |
59% |
False |
False |
31 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.8% |
0.0057 |
0.5% |
57% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1210 |
|
2.618 |
1.1161 |
|
1.618 |
1.1131 |
|
1.000 |
1.1112 |
|
0.618 |
1.1101 |
|
HIGH |
1.1082 |
|
0.618 |
1.1071 |
|
0.500 |
1.1067 |
|
0.382 |
1.1063 |
|
LOW |
1.1052 |
|
0.618 |
1.1033 |
|
1.000 |
1.1022 |
|
1.618 |
1.1003 |
|
2.618 |
1.0973 |
|
4.250 |
1.0925 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1070 |
1.1088 |
| PP |
1.1068 |
1.1082 |
| S1 |
1.1067 |
1.1077 |
|