CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0886 |
-0.0022 |
-0.2% |
1.0942 |
| High |
1.0929 |
1.0929 |
0.0000 |
0.0% |
1.0952 |
| Low |
1.0888 |
1.0822 |
-0.0066 |
-0.6% |
1.0829 |
| Close |
1.0895 |
1.0860 |
-0.0035 |
-0.3% |
1.0895 |
| Range |
0.0041 |
0.0107 |
0.0066 |
161.0% |
0.0123 |
| ATR |
0.0063 |
0.0067 |
0.0003 |
4.9% |
0.0000 |
| Volume |
33,558 |
1,441 |
-32,117 |
-95.7% |
148,040 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1133 |
1.0919 |
|
| R3 |
1.1084 |
1.1026 |
1.0889 |
|
| R2 |
1.0977 |
1.0977 |
1.0880 |
|
| R1 |
1.0919 |
1.0919 |
1.0870 |
1.0895 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0858 |
| S1 |
1.0812 |
1.0812 |
1.0850 |
1.0788 |
| S2 |
1.0763 |
1.0763 |
1.0840 |
|
| S3 |
1.0656 |
1.0705 |
1.0831 |
|
| S4 |
1.0549 |
1.0598 |
1.0801 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1261 |
1.1201 |
1.0963 |
|
| R3 |
1.1138 |
1.1078 |
1.0929 |
|
| R2 |
1.1015 |
1.1015 |
1.0918 |
|
| R1 |
1.0955 |
1.0955 |
1.0906 |
1.0924 |
| PP |
1.0892 |
1.0892 |
1.0892 |
1.0876 |
| S1 |
1.0832 |
1.0832 |
1.0884 |
1.0801 |
| S2 |
1.0769 |
1.0769 |
1.0872 |
|
| S3 |
1.0646 |
1.0709 |
1.0861 |
|
| S4 |
1.0523 |
1.0586 |
1.0827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0952 |
1.0822 |
0.0130 |
1.2% |
0.0073 |
0.7% |
29% |
False |
True |
29,896 |
| 10 |
1.0991 |
1.0822 |
0.0169 |
1.6% |
0.0068 |
0.6% |
22% |
False |
True |
25,760 |
| 20 |
1.0997 |
1.0822 |
0.0175 |
1.6% |
0.0066 |
0.6% |
22% |
False |
True |
22,790 |
| 40 |
1.1100 |
1.0822 |
0.0278 |
2.6% |
0.0064 |
0.6% |
14% |
False |
True |
21,504 |
| 60 |
1.1100 |
1.0801 |
0.0299 |
2.8% |
0.0064 |
0.6% |
20% |
False |
False |
22,005 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0066 |
0.6% |
14% |
False |
False |
19,015 |
| 100 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0065 |
0.6% |
14% |
False |
False |
15,217 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
41% |
False |
False |
12,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1384 |
|
2.618 |
1.1209 |
|
1.618 |
1.1102 |
|
1.000 |
1.1036 |
|
0.618 |
1.0995 |
|
HIGH |
1.0929 |
|
0.618 |
1.0888 |
|
0.500 |
1.0876 |
|
0.382 |
1.0863 |
|
LOW |
1.0822 |
|
0.618 |
1.0756 |
|
1.000 |
1.0715 |
|
1.618 |
1.0649 |
|
2.618 |
1.0542 |
|
4.250 |
1.0367 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0876 |
1.0876 |
| PP |
1.0870 |
1.0870 |
| S1 |
1.0865 |
1.0865 |
|