CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.0968 |
0.0006 |
0.1% |
1.1006 |
| High |
1.0996 |
1.0976 |
-0.0020 |
-0.2% |
1.1016 |
| Low |
1.0944 |
1.0897 |
-0.0047 |
-0.4% |
1.0911 |
| Close |
1.0975 |
1.0904 |
-0.0071 |
-0.6% |
1.0975 |
| Range |
0.0052 |
0.0079 |
0.0027 |
51.9% |
0.0105 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
2.1% |
0.0000 |
| Volume |
5,930 |
13,828 |
7,898 |
133.2% |
8,090 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1163 |
1.1112 |
1.0947 |
|
| R3 |
1.1084 |
1.1033 |
1.0926 |
|
| R2 |
1.1005 |
1.1005 |
1.0918 |
|
| R1 |
1.0954 |
1.0954 |
1.0911 |
1.0940 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0919 |
| S1 |
1.0875 |
1.0875 |
1.0897 |
1.0861 |
| S2 |
1.0847 |
1.0847 |
1.0890 |
|
| S3 |
1.0768 |
1.0796 |
1.0882 |
|
| S4 |
1.0689 |
1.0717 |
1.0861 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1234 |
1.1033 |
|
| R3 |
1.1177 |
1.1129 |
1.1004 |
|
| R2 |
1.1072 |
1.1072 |
1.0994 |
|
| R1 |
1.1024 |
1.1024 |
1.0985 |
1.0996 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0953 |
| S1 |
1.0919 |
1.0919 |
1.0965 |
1.0891 |
| S2 |
1.0862 |
1.0862 |
1.0956 |
|
| S3 |
1.0757 |
1.0814 |
1.0946 |
|
| S4 |
1.0652 |
1.0709 |
1.0917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0999 |
1.0897 |
0.0102 |
0.9% |
0.0058 |
0.5% |
7% |
False |
True |
4,349 |
| 10 |
1.1016 |
1.0897 |
0.0119 |
1.1% |
0.0062 |
0.6% |
6% |
False |
True |
2,210 |
| 20 |
1.1021 |
1.0855 |
0.0166 |
1.5% |
0.0061 |
0.6% |
30% |
False |
False |
1,129 |
| 40 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0059 |
0.5% |
18% |
False |
False |
590 |
| 60 |
1.1203 |
1.0829 |
0.0374 |
3.4% |
0.0061 |
0.6% |
20% |
False |
False |
396 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0059 |
0.5% |
18% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1312 |
|
2.618 |
1.1183 |
|
1.618 |
1.1104 |
|
1.000 |
1.1055 |
|
0.618 |
1.1025 |
|
HIGH |
1.0976 |
|
0.618 |
1.0946 |
|
0.500 |
1.0937 |
|
0.382 |
1.0927 |
|
LOW |
1.0897 |
|
0.618 |
1.0848 |
|
1.000 |
1.0818 |
|
1.618 |
1.0769 |
|
2.618 |
1.0690 |
|
4.250 |
1.0561 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0937 |
1.0947 |
| PP |
1.0926 |
1.0932 |
| S1 |
1.0915 |
1.0918 |
|