CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1072 |
1.1043 |
-0.0029 |
-0.3% |
1.0880 |
| High |
1.1100 |
1.1058 |
-0.0042 |
-0.4% |
1.1074 |
| Low |
1.1028 |
1.1025 |
-0.0003 |
0.0% |
1.0880 |
| Close |
1.1045 |
1.1045 |
0.0000 |
0.0% |
1.1046 |
| Range |
0.0072 |
0.0033 |
-0.0039 |
-54.2% |
0.0194 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
20,538 |
15,060 |
-5,478 |
-26.7% |
111,669 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1126 |
1.1063 |
|
| R3 |
1.1109 |
1.1093 |
1.1054 |
|
| R2 |
1.1076 |
1.1076 |
1.1051 |
|
| R1 |
1.1060 |
1.1060 |
1.1048 |
1.1068 |
| PP |
1.1043 |
1.1043 |
1.1043 |
1.1047 |
| S1 |
1.1027 |
1.1027 |
1.1042 |
1.1035 |
| S2 |
1.1010 |
1.1010 |
1.1039 |
|
| S3 |
1.0977 |
1.0994 |
1.1036 |
|
| S4 |
1.0944 |
1.0961 |
1.1027 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1508 |
1.1153 |
|
| R3 |
1.1388 |
1.1314 |
1.1099 |
|
| R2 |
1.1194 |
1.1194 |
1.1082 |
|
| R1 |
1.1120 |
1.1120 |
1.1064 |
1.1157 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.1019 |
| S1 |
1.0926 |
1.0926 |
1.1028 |
1.0963 |
| S2 |
1.0806 |
1.0806 |
1.1010 |
|
| S3 |
1.0612 |
1.0732 |
1.0993 |
|
| S4 |
1.0418 |
1.0538 |
1.0939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1100 |
1.1025 |
0.0075 |
0.7% |
0.0045 |
0.4% |
27% |
False |
True |
19,022 |
| 10 |
1.1100 |
1.0857 |
0.0243 |
2.2% |
0.0054 |
0.5% |
77% |
False |
False |
19,564 |
| 20 |
1.1100 |
1.0845 |
0.0255 |
2.3% |
0.0058 |
0.5% |
78% |
False |
False |
19,594 |
| 40 |
1.1221 |
1.0801 |
0.0420 |
3.8% |
0.0065 |
0.6% |
58% |
False |
False |
22,419 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
57% |
False |
False |
15,629 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0063 |
0.6% |
57% |
False |
False |
11,729 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0064 |
0.6% |
70% |
False |
False |
9,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1198 |
|
2.618 |
1.1144 |
|
1.618 |
1.1111 |
|
1.000 |
1.1091 |
|
0.618 |
1.1078 |
|
HIGH |
1.1058 |
|
0.618 |
1.1045 |
|
0.500 |
1.1042 |
|
0.382 |
1.1038 |
|
LOW |
1.1025 |
|
0.618 |
1.1005 |
|
1.000 |
1.0992 |
|
1.618 |
1.0972 |
|
2.618 |
1.0939 |
|
4.250 |
1.0885 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1044 |
1.1063 |
| PP |
1.1043 |
1.1057 |
| S1 |
1.1042 |
1.1051 |
|