CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0861 |
1.0948 |
0.0087 |
0.8% |
1.0949 |
| High |
1.0960 |
1.1010 |
0.0050 |
0.5% |
1.0967 |
| Low |
1.0858 |
1.0946 |
0.0088 |
0.8% |
1.0855 |
| Close |
1.0960 |
1.0995 |
0.0035 |
0.3% |
1.0960 |
| Range |
0.0102 |
0.0064 |
-0.0038 |
-37.3% |
0.0112 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
43 |
34 |
-9 |
-20.9% |
117 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1176 |
1.1149 |
1.1030 |
|
| R3 |
1.1112 |
1.1085 |
1.1013 |
|
| R2 |
1.1048 |
1.1048 |
1.1007 |
|
| R1 |
1.1021 |
1.1021 |
1.1001 |
1.1035 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0990 |
| S1 |
1.0957 |
1.0957 |
1.0989 |
1.0971 |
| S2 |
1.0920 |
1.0920 |
1.0983 |
|
| S3 |
1.0856 |
1.0893 |
1.0977 |
|
| S4 |
1.0792 |
1.0829 |
1.0960 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1263 |
1.1224 |
1.1022 |
|
| R3 |
1.1151 |
1.1112 |
1.0991 |
|
| R2 |
1.1039 |
1.1039 |
1.0981 |
|
| R1 |
1.1000 |
1.1000 |
1.0970 |
1.1020 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0937 |
| S1 |
1.0888 |
1.0888 |
1.0950 |
1.0908 |
| S2 |
1.0815 |
1.0815 |
1.0939 |
|
| S3 |
1.0703 |
1.0776 |
1.0929 |
|
| S4 |
1.0591 |
1.0664 |
1.0898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1010 |
1.0855 |
0.0155 |
1.4% |
0.0057 |
0.5% |
90% |
True |
False |
24 |
| 10 |
1.1124 |
1.0855 |
0.0269 |
2.4% |
0.0058 |
0.5% |
52% |
False |
False |
19 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.4% |
0.0056 |
0.5% |
52% |
False |
False |
57 |
| 40 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0057 |
0.5% |
56% |
False |
False |
32 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0059 |
0.5% |
39% |
False |
False |
25 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0055 |
0.5% |
39% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1282 |
|
2.618 |
1.1178 |
|
1.618 |
1.1114 |
|
1.000 |
1.1074 |
|
0.618 |
1.1050 |
|
HIGH |
1.1010 |
|
0.618 |
1.0986 |
|
0.500 |
1.0978 |
|
0.382 |
1.0970 |
|
LOW |
1.0946 |
|
0.618 |
1.0906 |
|
1.000 |
1.0882 |
|
1.618 |
1.0842 |
|
2.618 |
1.0778 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.0975 |
| PP |
1.0984 |
1.0954 |
| S1 |
1.0978 |
1.0934 |
|