CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1043 |
1.1038 |
-0.0005 |
0.0% |
1.1044 |
| High |
1.1058 |
1.1041 |
-0.0017 |
-0.2% |
1.1100 |
| Low |
1.1025 |
1.0930 |
-0.0095 |
-0.9% |
1.0930 |
| Close |
1.1045 |
1.0937 |
-0.0108 |
-1.0% |
1.0937 |
| Range |
0.0033 |
0.0111 |
0.0078 |
236.4% |
0.0170 |
| ATR |
0.0060 |
0.0064 |
0.0004 |
6.5% |
0.0000 |
| Volume |
15,060 |
26,625 |
11,565 |
76.8% |
94,444 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1231 |
1.0998 |
|
| R3 |
1.1191 |
1.1120 |
1.0968 |
|
| R2 |
1.1080 |
1.1080 |
1.0957 |
|
| R1 |
1.1009 |
1.1009 |
1.0947 |
1.0989 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0960 |
| S1 |
1.0898 |
1.0898 |
1.0927 |
1.0878 |
| S2 |
1.0858 |
1.0858 |
1.0917 |
|
| S3 |
1.0747 |
1.0787 |
1.0906 |
|
| S4 |
1.0636 |
1.0676 |
1.0876 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1388 |
1.1031 |
|
| R3 |
1.1329 |
1.1218 |
1.0984 |
|
| R2 |
1.1159 |
1.1159 |
1.0968 |
|
| R1 |
1.1048 |
1.1048 |
1.0953 |
1.1019 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0974 |
| S1 |
1.0878 |
1.0878 |
1.0921 |
1.0849 |
| S2 |
1.0819 |
1.0819 |
1.0906 |
|
| S3 |
1.0649 |
1.0708 |
1.0890 |
|
| S4 |
1.0479 |
1.0538 |
1.0844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1100 |
1.0930 |
0.0170 |
1.6% |
0.0059 |
0.5% |
4% |
False |
True |
18,888 |
| 10 |
1.1100 |
1.0880 |
0.0220 |
2.0% |
0.0061 |
0.6% |
26% |
False |
False |
20,611 |
| 20 |
1.1100 |
1.0845 |
0.0255 |
2.3% |
0.0061 |
0.6% |
36% |
False |
False |
19,849 |
| 40 |
1.1221 |
1.0801 |
0.0420 |
3.8% |
0.0066 |
0.6% |
32% |
False |
False |
22,488 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
32% |
False |
False |
16,073 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
32% |
False |
False |
12,062 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
53% |
False |
False |
9,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1513 |
|
2.618 |
1.1332 |
|
1.618 |
1.1221 |
|
1.000 |
1.1152 |
|
0.618 |
1.1110 |
|
HIGH |
1.1041 |
|
0.618 |
1.0999 |
|
0.500 |
1.0986 |
|
0.382 |
1.0972 |
|
LOW |
1.0930 |
|
0.618 |
1.0861 |
|
1.000 |
1.0819 |
|
1.618 |
1.0750 |
|
2.618 |
1.0639 |
|
4.250 |
1.0458 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0986 |
1.1015 |
| PP |
1.0969 |
1.0989 |
| S1 |
1.0953 |
1.0963 |
|