CME Swiss Franc Future December 2021
Trading Metrics calculated at close of trading on 06-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1.1061 |
1.1044 |
-0.0017 |
-0.2% |
1.1076 |
High |
1.1082 |
1.1044 |
-0.0038 |
-0.3% |
1.1124 |
Low |
1.1052 |
1.0958 |
-0.0094 |
-0.9% |
1.0958 |
Close |
1.1071 |
1.0962 |
-0.0109 |
-1.0% |
1.0962 |
Range |
0.0030 |
0.0086 |
0.0056 |
186.7% |
0.0166 |
ATR |
0.0056 |
0.0060 |
0.0004 |
7.2% |
0.0000 |
Volume |
2 |
8 |
6 |
300.0% |
83 |
|
Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1246 |
1.1190 |
1.1009 |
|
R3 |
1.1160 |
1.1104 |
1.0986 |
|
R2 |
1.1074 |
1.1074 |
1.0978 |
|
R1 |
1.1018 |
1.1018 |
1.0970 |
1.1003 |
PP |
1.0988 |
1.0988 |
1.0988 |
1.0981 |
S1 |
1.0932 |
1.0932 |
1.0954 |
1.0917 |
S2 |
1.0902 |
1.0902 |
1.0946 |
|
S3 |
1.0816 |
1.0846 |
1.0938 |
|
S4 |
1.0730 |
1.0760 |
1.0915 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1513 |
1.1403 |
1.1053 |
|
R3 |
1.1347 |
1.1237 |
1.1008 |
|
R2 |
1.1181 |
1.1181 |
1.0992 |
|
R1 |
1.1071 |
1.1071 |
1.0977 |
1.1043 |
PP |
1.1015 |
1.1015 |
1.1015 |
1.1001 |
S1 |
1.0905 |
1.0905 |
1.0947 |
1.0877 |
S2 |
1.0849 |
1.0849 |
1.0932 |
|
S3 |
1.0683 |
1.0739 |
1.0916 |
|
S4 |
1.0517 |
1.0573 |
1.0871 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1124 |
1.0958 |
0.0166 |
1.5% |
0.0051 |
0.5% |
2% |
False |
True |
16 |
10 |
1.1124 |
1.0920 |
0.0204 |
1.9% |
0.0054 |
0.5% |
21% |
False |
False |
96 |
20 |
1.1124 |
1.0874 |
0.0250 |
2.3% |
0.0056 |
0.5% |
35% |
False |
False |
51 |
40 |
1.1239 |
1.0829 |
0.0410 |
3.7% |
0.0060 |
0.6% |
32% |
False |
False |
30 |
60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0058 |
0.5% |
31% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1410 |
2.618 |
1.1269 |
1.618 |
1.1183 |
1.000 |
1.1130 |
0.618 |
1.1097 |
HIGH |
1.1044 |
0.618 |
1.1011 |
0.500 |
1.1001 |
0.382 |
1.0991 |
LOW |
1.0958 |
0.618 |
1.0905 |
1.000 |
1.0872 |
1.618 |
1.0819 |
2.618 |
1.0733 |
4.250 |
1.0593 |
|
|
Fisher Pivots for day following 06-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1001 |
1.1041 |
PP |
1.0988 |
1.1015 |
S1 |
1.0975 |
1.0988 |
|