CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0936 |
1.0951 |
0.0015 |
0.1% |
1.0930 |
| High |
1.0999 |
1.0969 |
-0.0030 |
-0.3% |
1.1009 |
| Low |
1.0929 |
1.0911 |
-0.0018 |
-0.2% |
1.0900 |
| Close |
1.0959 |
1.0955 |
-0.0004 |
0.0% |
1.1002 |
| Range |
0.0070 |
0.0058 |
-0.0012 |
-17.1% |
0.0109 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
396 |
334 |
-62 |
-15.7% |
235 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1095 |
1.0987 |
|
| R3 |
1.1061 |
1.1037 |
1.0971 |
|
| R2 |
1.1003 |
1.1003 |
1.0966 |
|
| R1 |
1.0979 |
1.0979 |
1.0960 |
1.0991 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0951 |
| S1 |
1.0921 |
1.0921 |
1.0950 |
1.0933 |
| S2 |
1.0887 |
1.0887 |
1.0944 |
|
| S3 |
1.0829 |
1.0863 |
1.0939 |
|
| S4 |
1.0771 |
1.0805 |
1.0923 |
|
|
| 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% |
0.0078 |
0.7% |
47% |
False |
False |
209 |
| 10 |
1.1016 |
1.0894 |
0.0122 |
1.1% |
0.0063 |
0.6% |
50% |
False |
False |
123 |
| 20 |
1.1082 |
1.0855 |
0.0227 |
2.1% |
0.0063 |
0.6% |
44% |
False |
False |
80 |
| 40 |
1.1124 |
1.0843 |
0.0281 |
2.6% |
0.0061 |
0.6% |
40% |
False |
False |
65 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0061 |
0.6% |
30% |
False |
False |
47 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0058 |
0.5% |
30% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.1121 |
|
1.618 |
1.1063 |
|
1.000 |
1.1027 |
|
0.618 |
1.1005 |
|
HIGH |
1.0969 |
|
0.618 |
1.0947 |
|
0.500 |
1.0940 |
|
0.382 |
1.0933 |
|
LOW |
1.0911 |
|
0.618 |
1.0875 |
|
1.000 |
1.0853 |
|
1.618 |
1.0817 |
|
2.618 |
1.0759 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0950 |
1.0964 |
| PP |
1.0945 |
1.0961 |
| S1 |
1.0940 |
1.0958 |
|