CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0861 |
1.0836 |
-0.0025 |
-0.2% |
1.0930 |
| High |
1.0864 |
1.0938 |
0.0074 |
0.7% |
1.0943 |
| Low |
1.0831 |
1.0831 |
0.0000 |
0.0% |
1.0828 |
| Close |
1.0832 |
1.0934 |
0.0102 |
0.9% |
1.0934 |
| Range |
0.0033 |
0.0107 |
0.0074 |
224.2% |
0.0115 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
5.6% |
0.0000 |
| Volume |
15,574 |
18,898 |
3,324 |
21.3% |
101,109 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1185 |
1.0993 |
|
| R3 |
1.1115 |
1.1078 |
1.0963 |
|
| R2 |
1.1008 |
1.1008 |
1.0954 |
|
| R1 |
1.0971 |
1.0971 |
1.0944 |
1.0990 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0910 |
| S1 |
1.0864 |
1.0864 |
1.0924 |
1.0883 |
| S2 |
1.0794 |
1.0794 |
1.0914 |
|
| S3 |
1.0687 |
1.0757 |
1.0905 |
|
| S4 |
1.0580 |
1.0650 |
1.0875 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1205 |
1.0997 |
|
| R3 |
1.1132 |
1.1090 |
1.0966 |
|
| R2 |
1.1017 |
1.1017 |
1.0955 |
|
| R1 |
1.0975 |
1.0975 |
1.0945 |
1.0996 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0912 |
| S1 |
1.0860 |
1.0860 |
1.0923 |
1.0881 |
| S2 |
1.0787 |
1.0787 |
1.0913 |
|
| S3 |
1.0672 |
1.0745 |
1.0902 |
|
| S4 |
1.0557 |
1.0630 |
1.0871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0943 |
1.0828 |
0.0115 |
1.1% |
0.0061 |
0.6% |
92% |
False |
False |
20,221 |
| 10 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0060 |
0.5% |
39% |
False |
False |
19,555 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0061 |
0.6% |
39% |
False |
False |
20,217 |
| 40 |
1.1100 |
1.0801 |
0.0299 |
2.7% |
0.0062 |
0.6% |
44% |
False |
False |
21,613 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
31% |
False |
False |
17,757 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
31% |
False |
False |
13,323 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0063 |
0.6% |
53% |
False |
False |
10,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1393 |
|
2.618 |
1.1218 |
|
1.618 |
1.1111 |
|
1.000 |
1.1045 |
|
0.618 |
1.1004 |
|
HIGH |
1.0938 |
|
0.618 |
1.0897 |
|
0.500 |
1.0885 |
|
0.382 |
1.0872 |
|
LOW |
1.0831 |
|
0.618 |
1.0765 |
|
1.000 |
1.0724 |
|
1.618 |
1.0658 |
|
2.618 |
1.0551 |
|
4.250 |
1.0376 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0917 |
| PP |
1.0901 |
1.0900 |
| S1 |
1.0885 |
1.0883 |
|