CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0836 |
1.0930 |
0.0094 |
0.9% |
1.0930 |
| High |
1.0938 |
1.0986 |
0.0048 |
0.4% |
1.0943 |
| Low |
1.0831 |
1.0920 |
0.0089 |
0.8% |
1.0828 |
| Close |
1.0934 |
1.0969 |
0.0035 |
0.3% |
1.0934 |
| Range |
0.0107 |
0.0066 |
-0.0041 |
-38.3% |
0.0115 |
| ATR |
0.0063 |
0.0064 |
0.0000 |
0.3% |
0.0000 |
| Volume |
18,898 |
19,373 |
475 |
2.5% |
101,109 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1156 |
1.1129 |
1.1005 |
|
| R3 |
1.1090 |
1.1063 |
1.0987 |
|
| R2 |
1.1024 |
1.1024 |
1.0981 |
|
| R1 |
1.0997 |
1.0997 |
1.0975 |
1.1011 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0965 |
| S1 |
1.0931 |
1.0931 |
1.0963 |
1.0945 |
| S2 |
1.0892 |
1.0892 |
1.0957 |
|
| S3 |
1.0826 |
1.0865 |
1.0951 |
|
| S4 |
1.0760 |
1.0799 |
1.0933 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1205 |
1.0997 |
|
| R3 |
1.1132 |
1.1090 |
1.0966 |
|
| R2 |
1.1017 |
1.1017 |
1.0955 |
|
| R1 |
1.0975 |
1.0975 |
1.0945 |
1.0996 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0912 |
| S1 |
1.0860 |
1.0860 |
1.0923 |
1.0881 |
| S2 |
1.0787 |
1.0787 |
1.0913 |
|
| S3 |
1.0672 |
1.0745 |
1.0902 |
|
| S4 |
1.0557 |
1.0630 |
1.0871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0986 |
1.0828 |
0.0158 |
1.4% |
0.0060 |
0.5% |
89% |
True |
False |
19,363 |
| 10 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0063 |
0.6% |
52% |
False |
False |
19,681 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0061 |
0.6% |
52% |
False |
False |
19,952 |
| 40 |
1.1100 |
1.0801 |
0.0299 |
2.7% |
0.0062 |
0.6% |
56% |
False |
False |
21,361 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
39% |
False |
False |
18,079 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
39% |
False |
False |
13,565 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0064 |
0.6% |
58% |
False |
False |
10,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1267 |
|
2.618 |
1.1159 |
|
1.618 |
1.1093 |
|
1.000 |
1.1052 |
|
0.618 |
1.1027 |
|
HIGH |
1.0986 |
|
0.618 |
1.0961 |
|
0.500 |
1.0953 |
|
0.382 |
1.0945 |
|
LOW |
1.0920 |
|
0.618 |
1.0879 |
|
1.000 |
1.0854 |
|
1.618 |
1.0813 |
|
2.618 |
1.0747 |
|
4.250 |
1.0640 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0964 |
1.0949 |
| PP |
1.0958 |
1.0929 |
| S1 |
1.0953 |
1.0909 |
|