CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0876 |
1.0841 |
-0.0035 |
-0.3% |
1.1044 |
| High |
1.0885 |
1.0875 |
-0.0010 |
-0.1% |
1.1100 |
| Low |
1.0839 |
1.0828 |
-0.0011 |
-0.1% |
1.0930 |
| Close |
1.0844 |
1.0856 |
0.0012 |
0.1% |
1.0937 |
| Range |
0.0046 |
0.0047 |
0.0001 |
2.2% |
0.0170 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
20,592 |
22,380 |
1,788 |
8.7% |
94,444 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0972 |
1.0882 |
|
| R3 |
1.0947 |
1.0925 |
1.0869 |
|
| R2 |
1.0900 |
1.0900 |
1.0865 |
|
| R1 |
1.0878 |
1.0878 |
1.0860 |
1.0889 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0859 |
| S1 |
1.0831 |
1.0831 |
1.0852 |
1.0842 |
| S2 |
1.0806 |
1.0806 |
1.0847 |
|
| S3 |
1.0759 |
1.0784 |
1.0843 |
|
| S4 |
1.0712 |
1.0737 |
1.0830 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1388 |
1.1031 |
|
| R3 |
1.1329 |
1.1218 |
1.0984 |
|
| R2 |
1.1159 |
1.1159 |
1.0968 |
|
| R1 |
1.1048 |
1.1048 |
1.0953 |
1.1019 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0974 |
| S1 |
1.0878 |
1.0878 |
1.0921 |
1.0849 |
| S2 |
1.0819 |
1.0819 |
1.0906 |
|
| S3 |
1.0649 |
1.0708 |
1.0890 |
|
| S4 |
1.0479 |
1.0538 |
1.0844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1058 |
1.0828 |
0.0230 |
2.1% |
0.0062 |
0.6% |
12% |
False |
True |
21,664 |
| 10 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0056 |
0.5% |
10% |
False |
True |
21,130 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0061 |
0.6% |
10% |
False |
True |
20,316 |
| 40 |
1.1165 |
1.0801 |
0.0364 |
3.4% |
0.0066 |
0.6% |
15% |
False |
False |
22,452 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0066 |
0.6% |
13% |
False |
False |
17,183 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0064 |
0.6% |
13% |
False |
False |
12,894 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
40% |
False |
False |
10,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1075 |
|
2.618 |
1.0998 |
|
1.618 |
1.0951 |
|
1.000 |
1.0922 |
|
0.618 |
1.0904 |
|
HIGH |
1.0875 |
|
0.618 |
1.0857 |
|
0.500 |
1.0852 |
|
0.382 |
1.0846 |
|
LOW |
1.0828 |
|
0.618 |
1.0799 |
|
1.000 |
1.0781 |
|
1.618 |
1.0752 |
|
2.618 |
1.0705 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0855 |
1.0886 |
| PP |
1.0853 |
1.0876 |
| S1 |
1.0852 |
1.0866 |
|