CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0913 |
-0.0029 |
-0.3% |
1.0930 |
| High |
1.0964 |
1.0942 |
-0.0022 |
-0.2% |
1.0943 |
| Low |
1.0881 |
1.0868 |
-0.0013 |
-0.1% |
1.0828 |
| Close |
1.0917 |
1.0893 |
-0.0024 |
-0.2% |
1.0934 |
| Range |
0.0083 |
0.0074 |
-0.0009 |
-10.8% |
0.0115 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.0% |
0.0000 |
| Volume |
25,093 |
21,908 |
-3,185 |
-12.7% |
101,109 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1082 |
1.0934 |
|
| R3 |
1.1049 |
1.1008 |
1.0913 |
|
| R2 |
1.0975 |
1.0975 |
1.0907 |
|
| R1 |
1.0934 |
1.0934 |
1.0900 |
1.0918 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0893 |
| S1 |
1.0860 |
1.0860 |
1.0886 |
1.0844 |
| S2 |
1.0827 |
1.0827 |
1.0879 |
|
| S3 |
1.0753 |
1.0786 |
1.0873 |
|
| S4 |
1.0679 |
1.0712 |
1.0852 |
|
|
| 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% |
0.0079 |
0.7% |
37% |
False |
False |
21,660 |
| 10 |
1.1041 |
1.0828 |
0.0213 |
2.0% |
0.0070 |
0.6% |
31% |
False |
False |
21,713 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0062 |
0.6% |
24% |
False |
False |
20,639 |
| 40 |
1.1100 |
1.0801 |
0.0299 |
2.7% |
0.0063 |
0.6% |
31% |
False |
False |
21,416 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
21% |
False |
False |
19,243 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
21% |
False |
False |
14,438 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
46% |
False |
False |
11,556 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
46% |
False |
False |
9,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1257 |
|
2.618 |
1.1136 |
|
1.618 |
1.1062 |
|
1.000 |
1.1016 |
|
0.618 |
1.0988 |
|
HIGH |
1.0942 |
|
0.618 |
1.0914 |
|
0.500 |
1.0905 |
|
0.382 |
1.0896 |
|
LOW |
1.0868 |
|
0.618 |
1.0822 |
|
1.000 |
1.0794 |
|
1.618 |
1.0748 |
|
2.618 |
1.0674 |
|
4.250 |
1.0554 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0905 |
1.0933 |
| PP |
1.0901 |
1.0919 |
| S1 |
1.0897 |
1.0906 |
|