CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 08-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0877 |
-0.0065 |
-0.6% |
1.0978 |
| High |
1.0952 |
1.0891 |
-0.0061 |
-0.6% |
1.0991 |
| Low |
1.0872 |
1.0829 |
-0.0043 |
-0.4% |
1.0885 |
| Close |
1.0879 |
1.0855 |
-0.0024 |
-0.2% |
1.0951 |
| Range |
0.0080 |
0.0062 |
-0.0018 |
-22.5% |
0.0106 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
39,969 |
40,955 |
986 |
2.5% |
108,120 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1044 |
1.1012 |
1.0889 |
|
| R3 |
1.0982 |
1.0950 |
1.0872 |
|
| R2 |
1.0920 |
1.0920 |
1.0866 |
|
| R1 |
1.0888 |
1.0888 |
1.0861 |
1.0873 |
| PP |
1.0858 |
1.0858 |
1.0858 |
1.0851 |
| S1 |
1.0826 |
1.0826 |
1.0849 |
1.0811 |
| S2 |
1.0796 |
1.0796 |
1.0844 |
|
| S3 |
1.0734 |
1.0764 |
1.0838 |
|
| S4 |
1.0672 |
1.0702 |
1.0821 |
|
|
| 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 |
1.0972 |
1.0829 |
0.0143 |
1.3% |
0.0057 |
0.5% |
18% |
False |
True |
29,373 |
| 10 |
1.0991 |
1.0829 |
0.0162 |
1.5% |
0.0068 |
0.6% |
16% |
False |
True |
25,124 |
| 20 |
1.0997 |
1.0828 |
0.0169 |
1.6% |
0.0065 |
0.6% |
16% |
False |
False |
22,205 |
| 40 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0063 |
0.6% |
10% |
False |
False |
21,197 |
| 60 |
1.1179 |
1.0801 |
0.0378 |
3.5% |
0.0065 |
0.6% |
14% |
False |
False |
22,358 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0066 |
0.6% |
13% |
False |
False |
18,159 |
| 100 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0064 |
0.6% |
13% |
False |
False |
14,532 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
40% |
False |
False |
12,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1155 |
|
2.618 |
1.1053 |
|
1.618 |
1.0991 |
|
1.000 |
1.0953 |
|
0.618 |
1.0929 |
|
HIGH |
1.0891 |
|
0.618 |
1.0867 |
|
0.500 |
1.0860 |
|
0.382 |
1.0853 |
|
LOW |
1.0829 |
|
0.618 |
1.0791 |
|
1.000 |
1.0767 |
|
1.618 |
1.0729 |
|
2.618 |
1.0667 |
|
4.250 |
1.0566 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0860 |
1.0901 |
| PP |
1.0858 |
1.0885 |
| S1 |
1.0857 |
1.0870 |
|