CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0966 |
1.0962 |
-0.0004 |
0.0% |
1.0930 |
| High |
1.0981 |
1.0963 |
-0.0018 |
-0.2% |
1.0997 |
| Low |
1.0947 |
1.0925 |
-0.0022 |
-0.2% |
1.0868 |
| Close |
1.0962 |
1.0951 |
-0.0011 |
-0.1% |
1.0903 |
| Range |
0.0034 |
0.0038 |
0.0004 |
11.8% |
0.0129 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
12,752 |
17,480 |
4,728 |
37.1% |
104,108 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1060 |
1.1044 |
1.0972 |
|
| R3 |
1.1022 |
1.1006 |
1.0961 |
|
| R2 |
1.0984 |
1.0984 |
1.0958 |
|
| R1 |
1.0968 |
1.0968 |
1.0954 |
1.0957 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0941 |
| S1 |
1.0930 |
1.0930 |
1.0948 |
1.0919 |
| S2 |
1.0908 |
1.0908 |
1.0944 |
|
| S3 |
1.0870 |
1.0892 |
1.0941 |
|
| S4 |
1.0832 |
1.0854 |
1.0930 |
|
|
| 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 |
1.0981 |
1.0868 |
0.0113 |
1.0% |
0.0050 |
0.5% |
73% |
False |
False |
17,199 |
| 10 |
1.0997 |
1.0831 |
0.0166 |
1.5% |
0.0060 |
0.5% |
72% |
False |
False |
18,796 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0058 |
0.5% |
45% |
False |
False |
19,963 |
| 40 |
1.1100 |
1.0801 |
0.0299 |
2.7% |
0.0063 |
0.6% |
50% |
False |
False |
21,184 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
35% |
False |
False |
20,296 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
35% |
False |
False |
15,238 |
| 100 |
1.1231 |
1.0690 |
0.0541 |
4.9% |
0.0064 |
0.6% |
48% |
False |
False |
12,197 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0064 |
0.6% |
55% |
False |
False |
10,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1125 |
|
2.618 |
1.1062 |
|
1.618 |
1.1024 |
|
1.000 |
1.1001 |
|
0.618 |
1.0986 |
|
HIGH |
1.0963 |
|
0.618 |
1.0948 |
|
0.500 |
1.0944 |
|
0.382 |
1.0940 |
|
LOW |
1.0925 |
|
0.618 |
1.0902 |
|
1.000 |
1.0887 |
|
1.618 |
1.0864 |
|
2.618 |
1.0826 |
|
4.250 |
1.0764 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.0948 |
| PP |
1.0946 |
1.0944 |
| S1 |
1.0944 |
1.0941 |
|