CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0911 |
1.0931 |
0.0020 |
0.2% |
1.0908 |
| High |
1.0976 |
1.0945 |
-0.0031 |
-0.3% |
1.0986 |
| Low |
1.0904 |
1.0885 |
-0.0019 |
-0.2% |
1.0874 |
| Close |
1.0934 |
1.0930 |
-0.0004 |
0.0% |
1.0977 |
| Range |
0.0072 |
0.0060 |
-0.0012 |
-16.7% |
0.0112 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
24,267 |
18,930 |
-5,337 |
-22.0% |
94,103 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1075 |
1.0963 |
|
| R3 |
1.1040 |
1.1015 |
1.0947 |
|
| R2 |
1.0980 |
1.0980 |
1.0941 |
|
| R1 |
1.0955 |
1.0955 |
1.0936 |
1.0938 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0911 |
| S1 |
1.0895 |
1.0895 |
1.0925 |
1.0878 |
| S2 |
1.0860 |
1.0860 |
1.0919 |
|
| S3 |
1.0800 |
1.0835 |
1.0914 |
|
| S4 |
1.0740 |
1.0775 |
1.0897 |
|
|
| 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% |
0.0083 |
0.8% |
48% |
False |
False |
21,164 |
| 10 |
1.0991 |
1.0868 |
0.0123 |
1.1% |
0.0066 |
0.6% |
50% |
False |
False |
19,182 |
| 20 |
1.1058 |
1.0828 |
0.0230 |
2.1% |
0.0066 |
0.6% |
44% |
False |
False |
20,105 |
| 40 |
1.1100 |
1.0816 |
0.0284 |
2.6% |
0.0065 |
0.6% |
40% |
False |
False |
20,282 |
| 60 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0066 |
0.6% |
30% |
False |
False |
21,758 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
30% |
False |
False |
16,560 |
| 100 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
30% |
False |
False |
13,254 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
52% |
False |
False |
11,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1200 |
|
2.618 |
1.1102 |
|
1.618 |
1.1042 |
|
1.000 |
1.1005 |
|
0.618 |
1.0982 |
|
HIGH |
1.0945 |
|
0.618 |
1.0922 |
|
0.500 |
1.0915 |
|
0.382 |
1.0908 |
|
LOW |
1.0885 |
|
0.618 |
1.0848 |
|
1.000 |
1.0825 |
|
1.618 |
1.0788 |
|
2.618 |
1.0728 |
|
4.250 |
1.0630 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0925 |
1.0938 |
| PP |
1.0920 |
1.0935 |
| S1 |
1.0915 |
1.0933 |
|