CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0966 |
0.0058 |
0.5% |
1.0930 |
| High |
1.0968 |
1.0981 |
0.0013 |
0.1% |
1.0997 |
| Low |
1.0901 |
1.0947 |
0.0046 |
0.4% |
1.0868 |
| Close |
1.0965 |
1.0962 |
-0.0003 |
0.0% |
1.0903 |
| Range |
0.0067 |
0.0034 |
-0.0033 |
-49.3% |
0.0129 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
19,152 |
12,752 |
-6,400 |
-33.4% |
104,108 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1048 |
1.0981 |
|
| R3 |
1.1031 |
1.1014 |
1.0971 |
|
| R2 |
1.0997 |
1.0997 |
1.0968 |
|
| R1 |
1.0980 |
1.0980 |
1.0965 |
1.0972 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.0959 |
| S1 |
1.0946 |
1.0946 |
1.0959 |
1.0938 |
| S2 |
1.0929 |
1.0929 |
1.0956 |
|
| S3 |
1.0895 |
1.0912 |
1.0953 |
|
| S4 |
1.0861 |
1.0878 |
1.0943 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1235 |
1.0974 |
|
| R3 |
1.1181 |
1.1106 |
1.0938 |
|
| R2 |
1.1052 |
1.1052 |
1.0927 |
|
| R1 |
1.0977 |
1.0977 |
1.0915 |
1.0950 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0909 |
| S1 |
1.0848 |
1.0848 |
1.0891 |
1.0821 |
| S2 |
1.0794 |
1.0794 |
1.0879 |
|
| S3 |
1.0665 |
1.0719 |
1.0868 |
|
| S4 |
1.0536 |
1.0590 |
1.0832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0981 |
1.0868 |
0.0113 |
1.0% |
0.0059 |
0.5% |
83% |
True |
False |
18,722 |
| 10 |
1.0997 |
1.0828 |
0.0169 |
1.5% |
0.0061 |
0.6% |
79% |
False |
False |
19,286 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0060 |
0.6% |
49% |
False |
False |
20,235 |
| 40 |
1.1100 |
1.0801 |
0.0299 |
2.7% |
0.0063 |
0.6% |
54% |
False |
False |
21,283 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
37% |
False |
False |
20,013 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
37% |
False |
False |
15,020 |
| 100 |
1.1231 |
1.0644 |
0.0587 |
5.4% |
0.0064 |
0.6% |
54% |
False |
False |
12,022 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0064 |
0.6% |
57% |
False |
False |
10,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1126 |
|
2.618 |
1.1070 |
|
1.618 |
1.1036 |
|
1.000 |
1.1015 |
|
0.618 |
1.1002 |
|
HIGH |
1.0981 |
|
0.618 |
1.0968 |
|
0.500 |
1.0964 |
|
0.382 |
1.0960 |
|
LOW |
1.0947 |
|
0.618 |
1.0926 |
|
1.000 |
1.0913 |
|
1.618 |
1.0892 |
|
2.618 |
1.0858 |
|
4.250 |
1.0803 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0964 |
1.0953 |
| PP |
1.0963 |
1.0943 |
| S1 |
1.0963 |
1.0934 |
|