CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 31-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1006 |
1.0936 |
-0.0070 |
-0.6% |
1.0930 |
| High |
1.1016 |
1.0999 |
-0.0017 |
-0.2% |
1.1009 |
| Low |
1.0917 |
1.0929 |
0.0012 |
0.1% |
1.0900 |
| Close |
1.0938 |
1.0959 |
0.0021 |
0.2% |
1.1002 |
| Range |
0.0099 |
0.0070 |
-0.0029 |
-29.3% |
0.0109 |
| ATR |
0.0064 |
0.0065 |
0.0000 |
0.6% |
0.0000 |
| Volume |
171 |
396 |
225 |
131.6% |
235 |
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1172 |
1.1136 |
1.0998 |
|
| R3 |
1.1102 |
1.1066 |
1.0978 |
|
| R2 |
1.1032 |
1.1032 |
1.0972 |
|
| R1 |
1.0996 |
1.0996 |
1.0965 |
1.1014 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0972 |
| S1 |
1.0926 |
1.0926 |
1.0953 |
1.0944 |
| S2 |
1.0892 |
1.0892 |
1.0946 |
|
| S3 |
1.0822 |
1.0856 |
1.0940 |
|
| S4 |
1.0752 |
1.0786 |
1.0921 |
|
|
| 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 |
1.1016 |
1.0900 |
0.0116 |
1.1% |
0.0074 |
0.7% |
51% |
False |
False |
147 |
| 10 |
1.1016 |
1.0894 |
0.0122 |
1.1% |
0.0066 |
0.6% |
53% |
False |
False |
102 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0063 |
0.6% |
39% |
False |
False |
64 |
| 40 |
1.1124 |
1.0837 |
0.0287 |
2.6% |
0.0061 |
0.6% |
43% |
False |
False |
57 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.6% |
31% |
False |
False |
42 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0058 |
0.5% |
31% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1297 |
|
2.618 |
1.1182 |
|
1.618 |
1.1112 |
|
1.000 |
1.1069 |
|
0.618 |
1.1042 |
|
HIGH |
1.0999 |
|
0.618 |
1.0972 |
|
0.500 |
1.0964 |
|
0.382 |
1.0956 |
|
LOW |
1.0929 |
|
0.618 |
1.0886 |
|
1.000 |
1.0859 |
|
1.618 |
1.0816 |
|
2.618 |
1.0746 |
|
4.250 |
1.0632 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0964 |
1.0959 |
| PP |
1.0962 |
1.0958 |
| S1 |
1.0961 |
1.0958 |
|