CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 09-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1038 |
1.0930 |
-0.0108 |
-1.0% |
1.1044 |
| High |
1.1041 |
1.0943 |
-0.0098 |
-0.9% |
1.1100 |
| Low |
1.0930 |
1.0869 |
-0.0061 |
-0.6% |
1.0930 |
| Close |
1.0937 |
1.0878 |
-0.0059 |
-0.5% |
1.0937 |
| Range |
0.0111 |
0.0074 |
-0.0037 |
-33.3% |
0.0170 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.1% |
0.0000 |
| Volume |
26,625 |
23,665 |
-2,960 |
-11.1% |
94,444 |
|
| Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1072 |
1.0919 |
|
| R3 |
1.1045 |
1.0998 |
1.0898 |
|
| R2 |
1.0971 |
1.0971 |
1.0892 |
|
| R1 |
1.0924 |
1.0924 |
1.0885 |
1.0911 |
| PP |
1.0897 |
1.0897 |
1.0897 |
1.0890 |
| S1 |
1.0850 |
1.0850 |
1.0871 |
1.0837 |
| S2 |
1.0823 |
1.0823 |
1.0864 |
|
| S3 |
1.0749 |
1.0776 |
1.0858 |
|
| S4 |
1.0675 |
1.0702 |
1.0837 |
|
|
| 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 |
1.0869 |
0.0231 |
2.1% |
0.0066 |
0.6% |
4% |
False |
True |
19,999 |
| 10 |
1.1100 |
1.0869 |
0.0231 |
2.1% |
0.0062 |
0.6% |
4% |
False |
True |
21,050 |
| 20 |
1.1100 |
1.0845 |
0.0255 |
2.3% |
0.0063 |
0.6% |
13% |
False |
False |
20,229 |
| 40 |
1.1179 |
1.0801 |
0.0378 |
3.5% |
0.0065 |
0.6% |
20% |
False |
False |
22,323 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0066 |
0.6% |
18% |
False |
False |
16,467 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
4.0% |
0.0065 |
0.6% |
18% |
False |
False |
12,357 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0065 |
0.6% |
44% |
False |
False |
9,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1258 |
|
2.618 |
1.1137 |
|
1.618 |
1.1063 |
|
1.000 |
1.1017 |
|
0.618 |
1.0989 |
|
HIGH |
1.0943 |
|
0.618 |
1.0915 |
|
0.500 |
1.0906 |
|
0.382 |
1.0897 |
|
LOW |
1.0869 |
|
0.618 |
1.0823 |
|
1.000 |
1.0795 |
|
1.618 |
1.0749 |
|
2.618 |
1.0675 |
|
4.250 |
1.0555 |
|
|
| Fisher Pivots for day following 09-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0906 |
1.0964 |
| PP |
1.0897 |
1.0935 |
| S1 |
1.0887 |
1.0907 |
|