CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0924 |
1.0939 |
0.0015 |
0.1% |
1.0978 |
| High |
1.0943 |
1.0972 |
0.0029 |
0.3% |
1.0991 |
| Low |
1.0910 |
1.0920 |
0.0010 |
0.1% |
1.0885 |
| Close |
1.0935 |
1.0951 |
0.0016 |
0.1% |
1.0951 |
| Range |
0.0033 |
0.0052 |
0.0019 |
57.6% |
0.0106 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
21,994 |
25,021 |
3,027 |
13.8% |
108,120 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1104 |
1.1079 |
1.0980 |
|
| R3 |
1.1052 |
1.1027 |
1.0965 |
|
| R2 |
1.1000 |
1.1000 |
1.0961 |
|
| R1 |
1.0975 |
1.0975 |
1.0956 |
1.0988 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0954 |
| S1 |
1.0923 |
1.0923 |
1.0946 |
1.0936 |
| S2 |
1.0896 |
1.0896 |
1.0941 |
|
| S3 |
1.0844 |
1.0871 |
1.0937 |
|
| S4 |
1.0792 |
1.0819 |
1.0922 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1260 |
1.1212 |
1.1009 |
|
| R3 |
1.1154 |
1.1106 |
1.0980 |
|
| R2 |
1.1048 |
1.1048 |
1.0970 |
|
| R1 |
1.1000 |
1.1000 |
1.0961 |
1.0971 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0928 |
| S1 |
1.0894 |
1.0894 |
1.0941 |
1.0865 |
| S2 |
1.0836 |
1.0836 |
1.0932 |
|
| S3 |
1.0730 |
1.0788 |
1.0922 |
|
| S4 |
1.0624 |
1.0682 |
1.0893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0991 |
1.0885 |
0.0106 |
1.0% |
0.0064 |
0.6% |
62% |
False |
False |
21,624 |
| 10 |
1.0991 |
1.0874 |
0.0117 |
1.1% |
0.0064 |
0.6% |
66% |
False |
False |
20,222 |
| 20 |
1.0997 |
1.0828 |
0.0169 |
1.5% |
0.0063 |
0.6% |
73% |
False |
False |
20,372 |
| 40 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0062 |
0.6% |
45% |
False |
False |
20,110 |
| 60 |
1.1221 |
1.0801 |
0.0420 |
3.8% |
0.0065 |
0.6% |
36% |
False |
False |
21,782 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
35% |
False |
False |
17,148 |
| 100 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
35% |
False |
False |
13,724 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
55% |
False |
False |
11,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1193 |
|
2.618 |
1.1108 |
|
1.618 |
1.1056 |
|
1.000 |
1.1024 |
|
0.618 |
1.1004 |
|
HIGH |
1.0972 |
|
0.618 |
1.0952 |
|
0.500 |
1.0946 |
|
0.382 |
1.0940 |
|
LOW |
1.0920 |
|
0.618 |
1.0888 |
|
1.000 |
1.0868 |
|
1.618 |
1.0836 |
|
2.618 |
1.0784 |
|
4.250 |
1.0699 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.0944 |
| PP |
1.0948 |
1.0936 |
| S1 |
1.0946 |
1.0929 |
|