CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0930 |
1.0966 |
0.0036 |
0.3% |
1.0930 |
| High |
1.0986 |
1.0997 |
0.0011 |
0.1% |
1.0943 |
| Low |
1.0920 |
1.0934 |
0.0014 |
0.1% |
1.0828 |
| Close |
1.0969 |
1.0939 |
-0.0030 |
-0.3% |
1.0934 |
| Range |
0.0066 |
0.0063 |
-0.0003 |
-4.5% |
0.0115 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
19,373 |
23,029 |
3,656 |
18.9% |
101,109 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1105 |
1.0974 |
|
| R3 |
1.1083 |
1.1042 |
1.0956 |
|
| R2 |
1.1020 |
1.1020 |
1.0951 |
|
| R1 |
1.0979 |
1.0979 |
1.0945 |
1.0968 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0951 |
| S1 |
1.0916 |
1.0916 |
1.0933 |
1.0905 |
| S2 |
1.0894 |
1.0894 |
1.0927 |
|
| S3 |
1.0831 |
1.0853 |
1.0922 |
|
| S4 |
1.0768 |
1.0790 |
1.0904 |
|
|
| 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 |
1.0997 |
1.0828 |
0.0169 |
1.5% |
0.0063 |
0.6% |
66% |
True |
False |
19,850 |
| 10 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0065 |
0.6% |
41% |
False |
False |
20,573 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0061 |
0.6% |
41% |
False |
False |
20,114 |
| 40 |
1.1100 |
1.0801 |
0.0299 |
2.7% |
0.0062 |
0.6% |
46% |
False |
False |
21,266 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
32% |
False |
False |
18,462 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
32% |
False |
False |
13,853 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0064 |
0.6% |
53% |
False |
False |
11,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1265 |
|
2.618 |
1.1162 |
|
1.618 |
1.1099 |
|
1.000 |
1.1060 |
|
0.618 |
1.1036 |
|
HIGH |
1.0997 |
|
0.618 |
1.0973 |
|
0.500 |
1.0966 |
|
0.382 |
1.0958 |
|
LOW |
1.0934 |
|
0.618 |
1.0895 |
|
1.000 |
1.0871 |
|
1.618 |
1.0832 |
|
2.618 |
1.0769 |
|
4.250 |
1.0666 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0966 |
1.0931 |
| PP |
1.0957 |
1.0922 |
| S1 |
1.0948 |
1.0914 |
|