CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0870 |
1.0882 |
0.0012 |
0.1% |
1.1076 |
| High |
1.0899 |
1.0888 |
-0.0011 |
-0.1% |
1.1124 |
| Low |
1.0855 |
1.0857 |
0.0002 |
0.0% |
1.0958 |
| Close |
1.0882 |
1.0857 |
-0.0025 |
-0.2% |
1.0962 |
| Range |
0.0044 |
0.0031 |
-0.0013 |
-29.5% |
0.0166 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
12 |
23 |
11 |
91.7% |
83 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0940 |
1.0874 |
|
| R3 |
1.0929 |
1.0909 |
1.0866 |
|
| R2 |
1.0898 |
1.0898 |
1.0863 |
|
| R1 |
1.0878 |
1.0878 |
1.0860 |
1.0873 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0865 |
| S1 |
1.0847 |
1.0847 |
1.0854 |
1.0842 |
| S2 |
1.0836 |
1.0836 |
1.0851 |
|
| S3 |
1.0805 |
1.0816 |
1.0848 |
|
| S4 |
1.0774 |
1.0785 |
1.0840 |
|
|
| 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 |
1.1044 |
1.0855 |
0.0189 |
1.7% |
0.0055 |
0.5% |
1% |
False |
False |
16 |
| 10 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0049 |
0.4% |
1% |
False |
False |
17 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0053 |
0.5% |
1% |
False |
False |
54 |
| 40 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0058 |
0.5% |
9% |
False |
False |
31 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0059 |
0.5% |
7% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1020 |
|
2.618 |
1.0969 |
|
1.618 |
1.0938 |
|
1.000 |
1.0919 |
|
0.618 |
1.0907 |
|
HIGH |
1.0888 |
|
0.618 |
1.0876 |
|
0.500 |
1.0873 |
|
0.382 |
1.0869 |
|
LOW |
1.0857 |
|
0.618 |
1.0838 |
|
1.000 |
1.0826 |
|
1.618 |
1.0807 |
|
2.618 |
1.0776 |
|
4.250 |
1.0725 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0873 |
1.0882 |
| PP |
1.0867 |
1.0874 |
| S1 |
1.0862 |
1.0865 |
|