CME Swiss Franc Future September 2021
| Trading Metrics calculated at close of trading on 10-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0848 |
1.0908 |
0.0060 |
0.6% |
1.0942 |
| High |
1.0917 |
1.0929 |
0.0012 |
0.1% |
1.0952 |
| Low |
1.0843 |
1.0888 |
0.0045 |
0.4% |
1.0829 |
| Close |
1.0908 |
1.0895 |
-0.0013 |
-0.1% |
1.0895 |
| Range |
0.0074 |
0.0041 |
-0.0033 |
-44.6% |
0.0123 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
33,558 |
33,558 |
0 |
0.0% |
148,040 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.1002 |
1.0918 |
|
| R3 |
1.0986 |
1.0961 |
1.0906 |
|
| R2 |
1.0945 |
1.0945 |
1.0903 |
|
| R1 |
1.0920 |
1.0920 |
1.0899 |
1.0912 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0900 |
| S1 |
1.0879 |
1.0879 |
1.0891 |
1.0871 |
| S2 |
1.0863 |
1.0863 |
1.0887 |
|
| S3 |
1.0822 |
1.0838 |
1.0884 |
|
| S4 |
1.0781 |
1.0797 |
1.0872 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1261 |
1.1201 |
1.0963 |
|
| R3 |
1.1138 |
1.1078 |
1.0929 |
|
| R2 |
1.1015 |
1.1015 |
1.0918 |
|
| R1 |
1.0955 |
1.0955 |
1.0906 |
1.0924 |
| PP |
1.0892 |
1.0892 |
1.0892 |
1.0876 |
| S1 |
1.0832 |
1.0832 |
1.0884 |
1.0801 |
| S2 |
1.0769 |
1.0769 |
1.0872 |
|
| S3 |
1.0646 |
1.0709 |
1.0861 |
|
| S4 |
1.0523 |
1.0586 |
1.0827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0972 |
1.0829 |
0.0143 |
1.3% |
0.0062 |
0.6% |
46% |
False |
False |
34,612 |
| 10 |
1.0991 |
1.0829 |
0.0162 |
1.5% |
0.0069 |
0.6% |
41% |
False |
False |
27,941 |
| 20 |
1.0997 |
1.0829 |
0.0168 |
1.5% |
0.0066 |
0.6% |
39% |
False |
False |
23,663 |
| 40 |
1.1100 |
1.0828 |
0.0272 |
2.5% |
0.0062 |
0.6% |
25% |
False |
False |
21,855 |
| 60 |
1.1100 |
1.0801 |
0.0299 |
2.7% |
0.0064 |
0.6% |
31% |
False |
False |
22,650 |
| 80 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0065 |
0.6% |
22% |
False |
False |
18,998 |
| 100 |
1.1231 |
1.0801 |
0.0430 |
3.9% |
0.0064 |
0.6% |
22% |
False |
False |
15,202 |
| 120 |
1.1231 |
1.0604 |
0.0627 |
5.8% |
0.0064 |
0.6% |
46% |
False |
False |
12,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1103 |
|
2.618 |
1.1036 |
|
1.618 |
1.0995 |
|
1.000 |
1.0970 |
|
0.618 |
1.0954 |
|
HIGH |
1.0929 |
|
0.618 |
1.0913 |
|
0.500 |
1.0909 |
|
0.382 |
1.0904 |
|
LOW |
1.0888 |
|
0.618 |
1.0863 |
|
1.000 |
1.0847 |
|
1.618 |
1.0822 |
|
2.618 |
1.0781 |
|
4.250 |
1.0714 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0909 |
1.0890 |
| PP |
1.0904 |
1.0884 |
| S1 |
1.0900 |
1.0879 |
|