CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0861 |
-0.0021 |
-0.2% |
1.0949 |
| High |
1.0888 |
1.0960 |
0.0072 |
0.7% |
1.0967 |
| Low |
1.0857 |
1.0858 |
0.0001 |
0.0% |
1.0855 |
| Close |
1.0857 |
1.0960 |
0.0103 |
0.9% |
1.0960 |
| Range |
0.0031 |
0.0102 |
0.0071 |
229.0% |
0.0112 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
5.8% |
0.0000 |
| Volume |
23 |
43 |
20 |
87.0% |
117 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1198 |
1.1016 |
|
| R3 |
1.1130 |
1.1096 |
1.0988 |
|
| R2 |
1.1028 |
1.1028 |
1.0979 |
|
| R1 |
1.0994 |
1.0994 |
1.0969 |
1.1011 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0935 |
| S1 |
1.0892 |
1.0892 |
1.0951 |
1.0909 |
| S2 |
1.0824 |
1.0824 |
1.0941 |
|
| S3 |
1.0722 |
1.0790 |
1.0932 |
|
| S4 |
1.0620 |
1.0688 |
1.0904 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1263 |
1.1224 |
1.1022 |
|
| R3 |
1.1151 |
1.1112 |
1.0991 |
|
| R2 |
1.1039 |
1.1039 |
1.0981 |
|
| R1 |
1.1000 |
1.1000 |
1.0970 |
1.1020 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0937 |
| S1 |
1.0888 |
1.0888 |
1.0950 |
1.0908 |
| S2 |
1.0815 |
1.0815 |
1.0939 |
|
| S3 |
1.0703 |
1.0776 |
1.0929 |
|
| S4 |
1.0591 |
1.0664 |
1.0898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0967 |
1.0855 |
0.0112 |
1.0% |
0.0058 |
0.5% |
94% |
False |
False |
23 |
| 10 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0055 |
0.5% |
39% |
False |
False |
20 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0056 |
0.5% |
39% |
False |
False |
56 |
| 40 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0058 |
0.5% |
44% |
False |
False |
32 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0059 |
0.5% |
31% |
False |
False |
25 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0055 |
0.5% |
31% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1394 |
|
2.618 |
1.1227 |
|
1.618 |
1.1125 |
|
1.000 |
1.1062 |
|
0.618 |
1.1023 |
|
HIGH |
1.0960 |
|
0.618 |
1.0921 |
|
0.500 |
1.0909 |
|
0.382 |
1.0897 |
|
LOW |
1.0858 |
|
0.618 |
1.0795 |
|
1.000 |
1.0756 |
|
1.618 |
1.0693 |
|
2.618 |
1.0591 |
|
4.250 |
1.0425 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0943 |
| PP |
1.0926 |
1.0925 |
| S1 |
1.0909 |
1.0908 |
|