CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.0948 |
-0.0014 |
-0.1% |
1.0930 |
| High |
1.0963 |
1.0951 |
-0.0012 |
-0.1% |
1.0997 |
| Low |
1.0925 |
1.0882 |
-0.0043 |
-0.4% |
1.0868 |
| Close |
1.0951 |
1.0895 |
-0.0056 |
-0.5% |
1.0903 |
| Range |
0.0038 |
0.0069 |
0.0031 |
81.6% |
0.0129 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.1% |
0.0000 |
| Volume |
17,480 |
21,468 |
3,988 |
22.8% |
104,108 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1116 |
1.1075 |
1.0933 |
|
| R3 |
1.1047 |
1.1006 |
1.0914 |
|
| R2 |
1.0978 |
1.0978 |
1.0908 |
|
| R1 |
1.0937 |
1.0937 |
1.0901 |
1.0923 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0903 |
| S1 |
1.0868 |
1.0868 |
1.0889 |
1.0854 |
| S2 |
1.0840 |
1.0840 |
1.0882 |
|
| S3 |
1.0771 |
1.0799 |
1.0876 |
|
| S4 |
1.0702 |
1.0730 |
1.0857 |
|
|
| 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 |
1.0882 |
0.0099 |
0.9% |
0.0049 |
0.4% |
13% |
False |
True |
17,111 |
| 10 |
1.0997 |
1.0831 |
0.0166 |
1.5% |
0.0064 |
0.6% |
39% |
False |
False |
19,385 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0059 |
0.5% |
25% |
False |
False |
19,890 |
| 40 |
1.1100 |
1.0801 |
0.0299 |
2.7% |
0.0063 |
0.6% |
31% |
False |
False |
21,064 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
22% |
False |
False |
20,648 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
22% |
False |
False |
15,507 |
| 100 |
1.1231 |
1.0783 |
0.0448 |
4.1% |
0.0063 |
0.6% |
25% |
False |
False |
12,411 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
46% |
False |
False |
10,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.1132 |
|
1.618 |
1.1063 |
|
1.000 |
1.1020 |
|
0.618 |
1.0994 |
|
HIGH |
1.0951 |
|
0.618 |
1.0925 |
|
0.500 |
1.0917 |
|
0.382 |
1.0908 |
|
LOW |
1.0882 |
|
0.618 |
1.0839 |
|
1.000 |
1.0813 |
|
1.618 |
1.0770 |
|
2.618 |
1.0701 |
|
4.250 |
1.0589 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0917 |
1.0932 |
| PP |
1.0909 |
1.0919 |
| S1 |
1.0902 |
1.0907 |
|