CME Swiss Franc Future December 2021
Trading Metrics calculated at close of trading on 09-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1.1044 |
1.0949 |
-0.0095 |
-0.9% |
1.1076 |
High |
1.1044 |
1.0967 |
-0.0077 |
-0.7% |
1.1124 |
Low |
1.0958 |
1.0896 |
-0.0062 |
-0.6% |
1.0958 |
Close |
1.0962 |
1.0904 |
-0.0058 |
-0.5% |
1.0962 |
Range |
0.0086 |
0.0071 |
-0.0015 |
-17.4% |
0.0166 |
ATR |
0.0060 |
0.0061 |
0.0001 |
1.3% |
0.0000 |
Volume |
8 |
27 |
19 |
237.5% |
83 |
|
Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1135 |
1.1091 |
1.0943 |
|
R3 |
1.1064 |
1.1020 |
1.0924 |
|
R2 |
1.0993 |
1.0993 |
1.0917 |
|
R1 |
1.0949 |
1.0949 |
1.0911 |
1.0936 |
PP |
1.0922 |
1.0922 |
1.0922 |
1.0916 |
S1 |
1.0878 |
1.0878 |
1.0897 |
1.0865 |
S2 |
1.0851 |
1.0851 |
1.0891 |
|
S3 |
1.0780 |
1.0807 |
1.0884 |
|
S4 |
1.0709 |
1.0736 |
1.0865 |
|
|
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 |
1.0896 |
0.0228 |
2.1% |
0.0059 |
0.5% |
4% |
False |
True |
13 |
10 |
1.1124 |
1.0896 |
0.0228 |
2.1% |
0.0056 |
0.5% |
4% |
False |
True |
44 |
20 |
1.1124 |
1.0874 |
0.0250 |
2.3% |
0.0058 |
0.5% |
12% |
False |
False |
52 |
40 |
1.1203 |
1.0829 |
0.0374 |
3.4% |
0.0060 |
0.6% |
20% |
False |
False |
30 |
60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0058 |
0.5% |
18% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1269 |
2.618 |
1.1153 |
1.618 |
1.1082 |
1.000 |
1.1038 |
0.618 |
1.1011 |
HIGH |
1.0967 |
0.618 |
1.0940 |
0.500 |
1.0932 |
0.382 |
1.0923 |
LOW |
1.0896 |
0.618 |
1.0852 |
1.000 |
1.0825 |
1.618 |
1.0781 |
2.618 |
1.0710 |
4.250 |
1.0594 |
|
|
Fisher Pivots for day following 09-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1.0932 |
1.0989 |
PP |
1.0922 |
1.0961 |
S1 |
1.0913 |
1.0932 |
|