CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.0978 |
0.0075 |
0.7% |
1.0908 |
| High |
1.0986 |
1.0991 |
0.0005 |
0.0% |
1.0986 |
| Low |
1.0874 |
1.0890 |
0.0016 |
0.1% |
1.0874 |
| Close |
1.0977 |
1.0913 |
-0.0064 |
-0.6% |
1.0977 |
| Range |
0.0112 |
0.0101 |
-0.0011 |
-9.8% |
0.0112 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.1% |
0.0000 |
| Volume |
23,251 |
17,908 |
-5,343 |
-23.0% |
94,103 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1234 |
1.1175 |
1.0969 |
|
| R3 |
1.1133 |
1.1074 |
1.0941 |
|
| R2 |
1.1032 |
1.1032 |
1.0932 |
|
| R1 |
1.0973 |
1.0973 |
1.0922 |
1.0952 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0921 |
| S1 |
1.0872 |
1.0872 |
1.0904 |
1.0851 |
| S2 |
1.0830 |
1.0830 |
1.0894 |
|
| S3 |
1.0729 |
1.0771 |
1.0885 |
|
| S4 |
1.0628 |
1.0670 |
1.0857 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1241 |
1.1039 |
|
| R3 |
1.1170 |
1.1129 |
1.1008 |
|
| R2 |
1.1058 |
1.1058 |
1.0998 |
|
| R1 |
1.1017 |
1.1017 |
1.0987 |
1.1038 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0956 |
| S1 |
1.0905 |
1.0905 |
1.0967 |
1.0926 |
| S2 |
1.0834 |
1.0834 |
1.0956 |
|
| S3 |
1.0722 |
1.0793 |
1.0946 |
|
| S4 |
1.0610 |
1.0681 |
1.0915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0991 |
1.0874 |
0.0117 |
1.1% |
0.0071 |
0.6% |
33% |
True |
False |
18,571 |
| 10 |
1.0997 |
1.0868 |
0.0129 |
1.2% |
0.0068 |
0.6% |
35% |
False |
False |
19,674 |
| 20 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0065 |
0.6% |
31% |
False |
False |
19,678 |
| 40 |
1.1100 |
1.0808 |
0.0292 |
2.7% |
0.0065 |
0.6% |
36% |
False |
False |
20,721 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
26% |
False |
False |
21,309 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
26% |
False |
False |
16,021 |
| 100 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
26% |
False |
False |
12,822 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
49% |
False |
False |
10,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1420 |
|
2.618 |
1.1255 |
|
1.618 |
1.1154 |
|
1.000 |
1.1092 |
|
0.618 |
1.1053 |
|
HIGH |
1.0991 |
|
0.618 |
1.0952 |
|
0.500 |
1.0941 |
|
0.382 |
1.0929 |
|
LOW |
1.0890 |
|
0.618 |
1.0828 |
|
1.000 |
1.0789 |
|
1.618 |
1.0727 |
|
2.618 |
1.0626 |
|
4.250 |
1.0461 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0933 |
| PP |
1.0931 |
1.0926 |
| S1 |
1.0922 |
1.0920 |
|