CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0965 |
1.0923 |
-0.0042 |
-0.4% |
1.0930 |
| High |
1.0965 |
1.1009 |
0.0044 |
0.4% |
1.1009 |
| Low |
1.0909 |
1.0900 |
-0.0009 |
-0.1% |
1.0900 |
| Close |
1.0920 |
1.1002 |
0.0082 |
0.8% |
1.1002 |
| Range |
0.0056 |
0.0109 |
0.0053 |
94.6% |
0.0109 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
6.3% |
0.0000 |
| Volume |
32 |
112 |
80 |
250.0% |
235 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1259 |
1.1062 |
|
| R3 |
1.1188 |
1.1150 |
1.1032 |
|
| R2 |
1.1079 |
1.1079 |
1.1022 |
|
| R1 |
1.1041 |
1.1041 |
1.1012 |
1.1060 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0980 |
| S1 |
1.0932 |
1.0932 |
1.0992 |
1.0951 |
| S2 |
1.0861 |
1.0861 |
1.0982 |
|
| S3 |
1.0752 |
1.0823 |
1.0972 |
|
| S4 |
1.0643 |
1.0714 |
1.0942 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1259 |
1.1062 |
|
| R3 |
1.1188 |
1.1150 |
1.1032 |
|
| R2 |
1.1079 |
1.1079 |
1.1022 |
|
| R1 |
1.1041 |
1.1041 |
1.1012 |
1.1060 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0980 |
| S1 |
1.0932 |
1.0932 |
1.0992 |
1.0951 |
| S2 |
1.0861 |
1.0861 |
1.0982 |
|
| S3 |
1.0752 |
1.0823 |
1.0972 |
|
| S4 |
1.0643 |
1.0714 |
1.0942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1009 |
1.0900 |
0.0109 |
1.0% |
0.0060 |
0.5% |
94% |
True |
True |
47 |
| 10 |
1.1021 |
1.0894 |
0.0127 |
1.2% |
0.0062 |
0.6% |
85% |
False |
False |
57 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.4% |
0.0058 |
0.5% |
55% |
False |
False |
38 |
| 40 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0060 |
0.5% |
59% |
False |
False |
42 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.5% |
41% |
False |
False |
33 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0058 |
0.5% |
41% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1294 |
|
1.618 |
1.1185 |
|
1.000 |
1.1118 |
|
0.618 |
1.1076 |
|
HIGH |
1.1009 |
|
0.618 |
1.0967 |
|
0.500 |
1.0955 |
|
0.382 |
1.0942 |
|
LOW |
1.0900 |
|
0.618 |
1.0833 |
|
1.000 |
1.0791 |
|
1.618 |
1.0724 |
|
2.618 |
1.0615 |
|
4.250 |
1.0437 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0986 |
1.0986 |
| PP |
1.0970 |
1.0970 |
| S1 |
1.0955 |
1.0955 |
|