CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0966 |
1.0942 |
-0.0024 |
-0.2% |
1.0930 |
| High |
1.0997 |
1.0964 |
-0.0033 |
-0.3% |
1.0943 |
| Low |
1.0934 |
1.0881 |
-0.0053 |
-0.5% |
1.0828 |
| Close |
1.0939 |
1.0917 |
-0.0022 |
-0.2% |
1.0934 |
| Range |
0.0063 |
0.0083 |
0.0020 |
31.7% |
0.0115 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.2% |
0.0000 |
| Volume |
23,029 |
25,093 |
2,064 |
9.0% |
101,109 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1170 |
1.1126 |
1.0963 |
|
| R3 |
1.1087 |
1.1043 |
1.0940 |
|
| R2 |
1.1004 |
1.1004 |
1.0932 |
|
| R1 |
1.0960 |
1.0960 |
1.0925 |
1.0941 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0911 |
| S1 |
1.0877 |
1.0877 |
1.0909 |
1.0858 |
| S2 |
1.0838 |
1.0838 |
1.0902 |
|
| S3 |
1.0755 |
1.0794 |
1.0894 |
|
| S4 |
1.0672 |
1.0711 |
1.0871 |
|
|
| 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 |
1.0831 |
0.0166 |
1.5% |
0.0070 |
0.6% |
52% |
False |
False |
20,393 |
| 10 |
1.1058 |
1.0828 |
0.0230 |
2.1% |
0.0066 |
0.6% |
39% |
False |
False |
21,028 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0061 |
0.6% |
33% |
False |
False |
20,556 |
| 40 |
1.1100 |
1.0801 |
0.0299 |
2.7% |
0.0063 |
0.6% |
39% |
False |
False |
21,355 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
27% |
False |
False |
18,879 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
27% |
False |
False |
14,165 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0064 |
0.6% |
50% |
False |
False |
11,337 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
50% |
False |
False |
9,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1317 |
|
2.618 |
1.1181 |
|
1.618 |
1.1098 |
|
1.000 |
1.1047 |
|
0.618 |
1.1015 |
|
HIGH |
1.0964 |
|
0.618 |
1.0932 |
|
0.500 |
1.0923 |
|
0.382 |
1.0913 |
|
LOW |
1.0881 |
|
0.618 |
1.0830 |
|
1.000 |
1.0798 |
|
1.618 |
1.0747 |
|
2.618 |
1.0664 |
|
4.250 |
1.0528 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0939 |
| PP |
1.0921 |
1.0932 |
| S1 |
1.0919 |
1.0924 |
|