CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0892 |
-0.0021 |
-0.2% |
1.0930 |
| High |
1.0942 |
1.0924 |
-0.0018 |
-0.2% |
1.0997 |
| Low |
1.0868 |
1.0887 |
0.0019 |
0.2% |
1.0868 |
| Close |
1.0893 |
1.0903 |
0.0010 |
0.1% |
1.0903 |
| Range |
0.0074 |
0.0037 |
-0.0037 |
-50.0% |
0.0129 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
21,908 |
14,705 |
-7,203 |
-32.9% |
104,108 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0996 |
1.0923 |
|
| R3 |
1.0979 |
1.0959 |
1.0913 |
|
| R2 |
1.0942 |
1.0942 |
1.0910 |
|
| R1 |
1.0922 |
1.0922 |
1.0906 |
1.0932 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0910 |
| S1 |
1.0885 |
1.0885 |
1.0900 |
1.0895 |
| S2 |
1.0868 |
1.0868 |
1.0896 |
|
| S3 |
1.0831 |
1.0848 |
1.0893 |
|
| S4 |
1.0794 |
1.0811 |
1.0883 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1235 |
1.0974 |
|
| R3 |
1.1181 |
1.1106 |
1.0938 |
|
| R2 |
1.1052 |
1.1052 |
1.0927 |
|
| R1 |
1.0977 |
1.0977 |
1.0915 |
1.0950 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0909 |
| S1 |
1.0848 |
1.0848 |
1.0891 |
1.0821 |
| S2 |
1.0794 |
1.0794 |
1.0879 |
|
| S3 |
1.0665 |
1.0719 |
1.0868 |
|
| S4 |
1.0536 |
1.0590 |
1.0832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0997 |
1.0868 |
0.0129 |
1.2% |
0.0065 |
0.6% |
27% |
False |
False |
20,821 |
| 10 |
1.0997 |
1.0828 |
0.0169 |
1.6% |
0.0063 |
0.6% |
44% |
False |
False |
20,521 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0062 |
0.6% |
28% |
False |
False |
20,566 |
| 40 |
1.1100 |
1.0801 |
0.0299 |
2.7% |
0.0063 |
0.6% |
34% |
False |
False |
21,407 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
24% |
False |
False |
19,486 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
24% |
False |
False |
14,622 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
48% |
False |
False |
11,703 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
48% |
False |
False |
9,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1081 |
|
2.618 |
1.1021 |
|
1.618 |
1.0984 |
|
1.000 |
1.0961 |
|
0.618 |
1.0947 |
|
HIGH |
1.0924 |
|
0.618 |
1.0910 |
|
0.500 |
1.0906 |
|
0.382 |
1.0901 |
|
LOW |
1.0887 |
|
0.618 |
1.0864 |
|
1.000 |
1.0850 |
|
1.618 |
1.0827 |
|
2.618 |
1.0790 |
|
4.250 |
1.0730 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0906 |
1.0916 |
| PP |
1.0905 |
1.0912 |
| S1 |
1.0904 |
1.0907 |
|