CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0931 |
1.0924 |
-0.0007 |
-0.1% |
1.0908 |
| High |
1.0945 |
1.0943 |
-0.0002 |
0.0% |
1.0986 |
| Low |
1.0885 |
1.0910 |
0.0025 |
0.2% |
1.0874 |
| Close |
1.0930 |
1.0935 |
0.0005 |
0.0% |
1.0977 |
| Range |
0.0060 |
0.0033 |
-0.0027 |
-45.0% |
0.0112 |
| ATR |
0.0067 |
0.0064 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
18,930 |
21,994 |
3,064 |
16.2% |
94,103 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.1015 |
1.0953 |
|
| R3 |
1.0995 |
1.0982 |
1.0944 |
|
| R2 |
1.0962 |
1.0962 |
1.0941 |
|
| R1 |
1.0949 |
1.0949 |
1.0938 |
1.0956 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0933 |
| S1 |
1.0916 |
1.0916 |
1.0932 |
1.0923 |
| S2 |
1.0896 |
1.0896 |
1.0929 |
|
| S3 |
1.0863 |
1.0883 |
1.0926 |
|
| S4 |
1.0830 |
1.0850 |
1.0917 |
|
|
| 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% |
0.0076 |
0.7% |
52% |
False |
False |
21,270 |
| 10 |
1.0991 |
1.0874 |
0.0117 |
1.1% |
0.0062 |
0.6% |
52% |
False |
False |
19,190 |
| 20 |
1.1041 |
1.0828 |
0.0213 |
1.9% |
0.0066 |
0.6% |
50% |
False |
False |
20,452 |
| 40 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0062 |
0.6% |
39% |
False |
False |
20,023 |
| 60 |
1.1221 |
1.0801 |
0.0420 |
3.8% |
0.0065 |
0.6% |
32% |
False |
False |
21,763 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
31% |
False |
False |
16,835 |
| 100 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
31% |
False |
False |
13,474 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.7% |
0.0065 |
0.6% |
53% |
False |
False |
11,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1083 |
|
2.618 |
1.1029 |
|
1.618 |
1.0996 |
|
1.000 |
1.0976 |
|
0.618 |
1.0963 |
|
HIGH |
1.0943 |
|
0.618 |
1.0930 |
|
0.500 |
1.0927 |
|
0.382 |
1.0923 |
|
LOW |
1.0910 |
|
0.618 |
1.0890 |
|
1.000 |
1.0877 |
|
1.618 |
1.0857 |
|
2.618 |
1.0824 |
|
4.250 |
1.0770 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0934 |
| PP |
1.0929 |
1.0932 |
| S1 |
1.0927 |
1.0931 |
|