CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0841 |
1.0861 |
0.0020 |
0.2% |
1.1044 |
| High |
1.0875 |
1.0864 |
-0.0011 |
-0.1% |
1.1100 |
| Low |
1.0828 |
1.0831 |
0.0003 |
0.0% |
1.0930 |
| Close |
1.0856 |
1.0832 |
-0.0024 |
-0.2% |
1.0937 |
| Range |
0.0047 |
0.0033 |
-0.0014 |
-29.8% |
0.0170 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
22,380 |
15,574 |
-6,806 |
-30.4% |
94,444 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0920 |
1.0850 |
|
| R3 |
1.0908 |
1.0887 |
1.0841 |
|
| R2 |
1.0875 |
1.0875 |
1.0838 |
|
| R1 |
1.0854 |
1.0854 |
1.0835 |
1.0848 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0840 |
| S1 |
1.0821 |
1.0821 |
1.0829 |
1.0815 |
| S2 |
1.0809 |
1.0809 |
1.0826 |
|
| S3 |
1.0776 |
1.0788 |
1.0823 |
|
| S4 |
1.0743 |
1.0755 |
1.0814 |
|
|
| 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 |
1.1041 |
1.0828 |
0.0213 |
2.0% |
0.0062 |
0.6% |
2% |
False |
False |
21,767 |
| 10 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0054 |
0.5% |
1% |
False |
False |
20,394 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0058 |
0.5% |
1% |
False |
False |
20,048 |
| 40 |
1.1100 |
1.0801 |
0.0299 |
2.8% |
0.0063 |
0.6% |
10% |
False |
False |
22,143 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0065 |
0.6% |
7% |
False |
False |
17,442 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0064 |
0.6% |
7% |
False |
False |
13,087 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
36% |
False |
False |
10,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1004 |
|
2.618 |
1.0950 |
|
1.618 |
1.0917 |
|
1.000 |
1.0897 |
|
0.618 |
1.0884 |
|
HIGH |
1.0864 |
|
0.618 |
1.0851 |
|
0.500 |
1.0848 |
|
0.382 |
1.0844 |
|
LOW |
1.0831 |
|
0.618 |
1.0811 |
|
1.000 |
1.0798 |
|
1.618 |
1.0778 |
|
2.618 |
1.0745 |
|
4.250 |
1.0691 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0848 |
1.0857 |
| PP |
1.0842 |
1.0848 |
| S1 |
1.0837 |
1.0840 |
|