CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0872 |
-0.0029 |
-0.3% |
1.1006 |
| High |
1.0914 |
1.0940 |
0.0026 |
0.2% |
1.1016 |
| Low |
1.0854 |
1.0867 |
0.0013 |
0.1% |
1.0911 |
| Close |
1.0879 |
1.0932 |
0.0053 |
0.5% |
1.0975 |
| Range |
0.0060 |
0.0073 |
0.0013 |
21.7% |
0.0105 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.2% |
0.0000 |
| Volume |
26,067 |
31,115 |
5,048 |
19.4% |
8,090 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1105 |
1.0972 |
|
| R3 |
1.1059 |
1.1032 |
1.0952 |
|
| R2 |
1.0986 |
1.0986 |
1.0945 |
|
| R1 |
1.0959 |
1.0959 |
1.0939 |
1.0973 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0920 |
| S1 |
1.0886 |
1.0886 |
1.0925 |
1.0900 |
| S2 |
1.0840 |
1.0840 |
1.0919 |
|
| S3 |
1.0767 |
1.0813 |
1.0912 |
|
| S4 |
1.0694 |
1.0740 |
1.0892 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1234 |
1.1033 |
|
| R3 |
1.1177 |
1.1129 |
1.1004 |
|
| R2 |
1.1072 |
1.1072 |
1.0994 |
|
| R1 |
1.1024 |
1.1024 |
1.0985 |
1.0996 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0953 |
| S1 |
1.0919 |
1.0919 |
1.0965 |
1.0891 |
| S2 |
1.0862 |
1.0862 |
1.0956 |
|
| S3 |
1.0757 |
1.0814 |
1.0946 |
|
| S4 |
1.0652 |
1.0709 |
1.0917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0996 |
1.0854 |
0.0142 |
1.3% |
0.0059 |
0.5% |
55% |
False |
False |
15,639 |
| 10 |
1.1016 |
1.0854 |
0.0162 |
1.5% |
0.0069 |
0.6% |
48% |
False |
False |
7,924 |
| 20 |
1.1021 |
1.0854 |
0.0167 |
1.5% |
0.0064 |
0.6% |
47% |
False |
False |
3,987 |
| 40 |
1.1124 |
1.0854 |
0.0270 |
2.5% |
0.0059 |
0.5% |
29% |
False |
False |
2,020 |
| 60 |
1.1188 |
1.0829 |
0.0359 |
3.3% |
0.0062 |
0.6% |
29% |
False |
False |
1,349 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.6% |
24% |
False |
False |
1,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.1131 |
|
1.618 |
1.1058 |
|
1.000 |
1.1013 |
|
0.618 |
1.0985 |
|
HIGH |
1.0940 |
|
0.618 |
1.0912 |
|
0.500 |
1.0904 |
|
0.382 |
1.0895 |
|
LOW |
1.0867 |
|
0.618 |
1.0822 |
|
1.000 |
1.0794 |
|
1.618 |
1.0749 |
|
2.618 |
1.0676 |
|
4.250 |
1.0557 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0926 |
| PP |
1.0913 |
1.0921 |
| S1 |
1.0904 |
1.0915 |
|