CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0892 |
1.0908 |
0.0016 |
0.1% |
1.0930 |
| High |
1.0924 |
1.0968 |
0.0044 |
0.4% |
1.0997 |
| Low |
1.0887 |
1.0901 |
0.0014 |
0.1% |
1.0868 |
| Close |
1.0903 |
1.0965 |
0.0062 |
0.6% |
1.0903 |
| Range |
0.0037 |
0.0067 |
0.0030 |
81.1% |
0.0129 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.4% |
0.0000 |
| Volume |
14,705 |
19,152 |
4,447 |
30.2% |
104,108 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1122 |
1.1002 |
|
| R3 |
1.1079 |
1.1055 |
1.0983 |
|
| R2 |
1.1012 |
1.1012 |
1.0977 |
|
| R1 |
1.0988 |
1.0988 |
1.0971 |
1.1000 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0951 |
| S1 |
1.0921 |
1.0921 |
1.0959 |
1.0933 |
| S2 |
1.0878 |
1.0878 |
1.0953 |
|
| S3 |
1.0811 |
1.0854 |
1.0947 |
|
| S4 |
1.0744 |
1.0787 |
1.0928 |
|
|
| 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% |
75% |
False |
False |
20,777 |
| 10 |
1.0997 |
1.0828 |
0.0169 |
1.5% |
0.0062 |
0.6% |
81% |
False |
False |
20,070 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0062 |
0.6% |
50% |
False |
False |
20,560 |
| 40 |
1.1100 |
1.0801 |
0.0299 |
2.7% |
0.0064 |
0.6% |
55% |
False |
False |
21,454 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
38% |
False |
False |
19,803 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
38% |
False |
False |
14,861 |
| 100 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0064 |
0.6% |
58% |
False |
False |
11,894 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
58% |
False |
False |
9,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1253 |
|
2.618 |
1.1143 |
|
1.618 |
1.1076 |
|
1.000 |
1.1035 |
|
0.618 |
1.1009 |
|
HIGH |
1.0968 |
|
0.618 |
1.0942 |
|
0.500 |
1.0935 |
|
0.382 |
1.0927 |
|
LOW |
1.0901 |
|
0.618 |
1.0860 |
|
1.000 |
1.0834 |
|
1.618 |
1.0793 |
|
2.618 |
1.0726 |
|
4.250 |
1.0616 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0955 |
1.0949 |
| PP |
1.0945 |
1.0934 |
| S1 |
1.0935 |
1.0918 |
|