CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0939 |
1.0942 |
0.0003 |
0.0% |
1.0978 |
| High |
1.0972 |
1.0952 |
-0.0020 |
-0.2% |
1.0991 |
| Low |
1.0920 |
1.0872 |
-0.0048 |
-0.4% |
1.0885 |
| Close |
1.0951 |
1.0879 |
-0.0072 |
-0.7% |
1.0951 |
| Range |
0.0052 |
0.0080 |
0.0028 |
53.8% |
0.0106 |
| ATR |
0.0063 |
0.0065 |
0.0001 |
1.9% |
0.0000 |
| Volume |
25,021 |
39,969 |
14,948 |
59.7% |
108,120 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.1090 |
1.0923 |
|
| R3 |
1.1061 |
1.1010 |
1.0901 |
|
| R2 |
1.0981 |
1.0981 |
1.0894 |
|
| R1 |
1.0930 |
1.0930 |
1.0886 |
1.0916 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0894 |
| S1 |
1.0850 |
1.0850 |
1.0872 |
1.0836 |
| S2 |
1.0821 |
1.0821 |
1.0864 |
|
| S3 |
1.0741 |
1.0770 |
1.0857 |
|
| S4 |
1.0661 |
1.0690 |
1.0835 |
|
|
| 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 |
1.0976 |
1.0872 |
0.0104 |
1.0% |
0.0059 |
0.5% |
7% |
False |
True |
26,036 |
| 10 |
1.0991 |
1.0872 |
0.0119 |
1.1% |
0.0065 |
0.6% |
6% |
False |
True |
22,304 |
| 20 |
1.0997 |
1.0828 |
0.0169 |
1.6% |
0.0064 |
0.6% |
30% |
False |
False |
21,187 |
| 40 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0063 |
0.6% |
19% |
False |
False |
20,708 |
| 60 |
1.1179 |
1.0801 |
0.0378 |
3.5% |
0.0065 |
0.6% |
21% |
False |
False |
21,944 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0065 |
0.6% |
18% |
False |
False |
17,647 |
| 100 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0064 |
0.6% |
18% |
False |
False |
14,123 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0065 |
0.6% |
44% |
False |
False |
11,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1292 |
|
2.618 |
1.1161 |
|
1.618 |
1.1081 |
|
1.000 |
1.1032 |
|
0.618 |
1.1001 |
|
HIGH |
1.0952 |
|
0.618 |
1.0921 |
|
0.500 |
1.0912 |
|
0.382 |
1.0903 |
|
LOW |
1.0872 |
|
0.618 |
1.0823 |
|
1.000 |
1.0792 |
|
1.618 |
1.0743 |
|
2.618 |
1.0663 |
|
4.250 |
1.0532 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0912 |
1.0922 |
| PP |
1.0901 |
1.0908 |
| S1 |
1.0890 |
1.0893 |
|