CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0848 |
-0.0029 |
-0.3% |
1.0978 |
| High |
1.0891 |
1.0917 |
0.0026 |
0.2% |
1.0991 |
| Low |
1.0829 |
1.0843 |
0.0014 |
0.1% |
1.0885 |
| Close |
1.0855 |
1.0908 |
0.0053 |
0.5% |
1.0951 |
| Range |
0.0062 |
0.0074 |
0.0012 |
19.4% |
0.0106 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.1% |
0.0000 |
| Volume |
40,955 |
33,558 |
-7,397 |
-18.1% |
108,120 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1111 |
1.1084 |
1.0949 |
|
| R3 |
1.1037 |
1.1010 |
1.0928 |
|
| R2 |
1.0963 |
1.0963 |
1.0922 |
|
| R1 |
1.0936 |
1.0936 |
1.0915 |
1.0950 |
| PP |
1.0889 |
1.0889 |
1.0889 |
1.0896 |
| S1 |
1.0862 |
1.0862 |
1.0901 |
1.0876 |
| S2 |
1.0815 |
1.0815 |
1.0894 |
|
| S3 |
1.0741 |
1.0788 |
1.0888 |
|
| S4 |
1.0667 |
1.0714 |
1.0867 |
|
|
| 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% |
0.0060 |
0.6% |
55% |
False |
False |
32,299 |
| 10 |
1.0991 |
1.0829 |
0.0162 |
1.5% |
0.0072 |
0.7% |
49% |
False |
False |
26,732 |
| 20 |
1.0997 |
1.0829 |
0.0168 |
1.5% |
0.0066 |
0.6% |
47% |
False |
False |
22,764 |
| 40 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0063 |
0.6% |
29% |
False |
False |
21,540 |
| 60 |
1.1165 |
1.0801 |
0.0364 |
3.3% |
0.0066 |
0.6% |
29% |
False |
False |
22,556 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
25% |
False |
False |
18,578 |
| 100 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
25% |
False |
False |
14,868 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0064 |
0.6% |
48% |
False |
False |
12,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1232 |
|
2.618 |
1.1111 |
|
1.618 |
1.1037 |
|
1.000 |
1.0991 |
|
0.618 |
1.0963 |
|
HIGH |
1.0917 |
|
0.618 |
1.0889 |
|
0.500 |
1.0880 |
|
0.382 |
1.0871 |
|
LOW |
1.0843 |
|
0.618 |
1.0797 |
|
1.000 |
1.0769 |
|
1.618 |
1.0723 |
|
2.618 |
1.0649 |
|
4.250 |
1.0529 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0899 |
1.0902 |
| PP |
1.0889 |
1.0896 |
| S1 |
1.0880 |
1.0891 |
|