CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0948 |
1.0903 |
-0.0045 |
-0.4% |
1.0908 |
| High |
1.0951 |
1.0986 |
0.0035 |
0.3% |
1.0986 |
| Low |
1.0882 |
1.0874 |
-0.0008 |
-0.1% |
1.0874 |
| Close |
1.0895 |
1.0977 |
0.0082 |
0.8% |
1.0977 |
| Range |
0.0069 |
0.0112 |
0.0043 |
62.3% |
0.0112 |
| ATR |
0.0061 |
0.0064 |
0.0004 |
6.1% |
0.0000 |
| Volume |
21,468 |
23,251 |
1,783 |
8.3% |
94,103 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1241 |
1.1039 |
|
| R3 |
1.1170 |
1.1129 |
1.1008 |
|
| R2 |
1.1058 |
1.1058 |
1.0998 |
|
| R1 |
1.1017 |
1.1017 |
1.0987 |
1.1038 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0956 |
| S1 |
1.0905 |
1.0905 |
1.0967 |
1.0926 |
| S2 |
1.0834 |
1.0834 |
1.0956 |
|
| S3 |
1.0722 |
1.0793 |
1.0946 |
|
| S4 |
1.0610 |
1.0681 |
1.0915 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1241 |
1.1039 |
|
| R3 |
1.1170 |
1.1129 |
1.1008 |
|
| R2 |
1.1058 |
1.1058 |
1.0998 |
|
| R1 |
1.1017 |
1.1017 |
1.0987 |
1.1038 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0956 |
| S1 |
1.0905 |
1.0905 |
1.0967 |
1.0926 |
| S2 |
1.0834 |
1.0834 |
1.0956 |
|
| S3 |
1.0722 |
1.0793 |
1.0946 |
|
| S4 |
1.0610 |
1.0681 |
1.0915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0986 |
1.0874 |
0.0112 |
1.0% |
0.0064 |
0.6% |
92% |
True |
True |
18,820 |
| 10 |
1.0997 |
1.0868 |
0.0129 |
1.2% |
0.0064 |
0.6% |
84% |
False |
False |
19,821 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0062 |
0.6% |
55% |
False |
False |
19,688 |
| 40 |
1.1100 |
1.0801 |
0.0299 |
2.7% |
0.0065 |
0.6% |
59% |
False |
False |
21,010 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
41% |
False |
False |
21,023 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
41% |
False |
False |
15,797 |
| 100 |
1.1231 |
1.0796 |
0.0435 |
4.0% |
0.0064 |
0.6% |
42% |
False |
False |
12,643 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0064 |
0.6% |
59% |
False |
False |
10,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1462 |
|
2.618 |
1.1279 |
|
1.618 |
1.1167 |
|
1.000 |
1.1098 |
|
0.618 |
1.1055 |
|
HIGH |
1.0986 |
|
0.618 |
1.0943 |
|
0.500 |
1.0930 |
|
0.382 |
1.0917 |
|
LOW |
1.0874 |
|
0.618 |
1.0805 |
|
1.000 |
1.0762 |
|
1.618 |
1.0693 |
|
2.618 |
1.0581 |
|
4.250 |
1.0398 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0961 |
1.0961 |
| PP |
1.0946 |
1.0946 |
| S1 |
1.0930 |
1.0930 |
|