CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0948 |
1.1008 |
0.0060 |
0.5% |
1.0949 |
| High |
1.1010 |
1.1021 |
0.0011 |
0.1% |
1.0967 |
| Low |
1.0946 |
1.0959 |
0.0013 |
0.1% |
1.0855 |
| Close |
1.0995 |
1.0965 |
-0.0030 |
-0.3% |
1.0960 |
| Range |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0112 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.2% |
0.0000 |
| Volume |
34 |
81 |
47 |
138.2% |
117 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1168 |
1.1128 |
1.0999 |
|
| R3 |
1.1106 |
1.1066 |
1.0982 |
|
| R2 |
1.1044 |
1.1044 |
1.0976 |
|
| R1 |
1.1004 |
1.1004 |
1.0971 |
1.0993 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.0976 |
| S1 |
1.0942 |
1.0942 |
1.0959 |
1.0931 |
| S2 |
1.0920 |
1.0920 |
1.0954 |
|
| S3 |
1.0858 |
1.0880 |
1.0948 |
|
| S4 |
1.0796 |
1.0818 |
1.0931 |
|
|
| 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 |
1.1021 |
1.0855 |
0.0166 |
1.5% |
0.0061 |
0.6% |
66% |
True |
False |
38 |
| 10 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0060 |
0.5% |
41% |
False |
False |
26 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0056 |
0.5% |
41% |
False |
False |
60 |
| 40 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0057 |
0.5% |
46% |
False |
False |
34 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0059 |
0.5% |
32% |
False |
False |
27 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0056 |
0.5% |
32% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1285 |
|
2.618 |
1.1183 |
|
1.618 |
1.1121 |
|
1.000 |
1.1083 |
|
0.618 |
1.1059 |
|
HIGH |
1.1021 |
|
0.618 |
1.0997 |
|
0.500 |
1.0990 |
|
0.382 |
1.0983 |
|
LOW |
1.0959 |
|
0.618 |
1.0921 |
|
1.000 |
1.0897 |
|
1.618 |
1.0859 |
|
2.618 |
1.0797 |
|
4.250 |
1.0696 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0990 |
1.0957 |
| PP |
1.0982 |
1.0948 |
| S1 |
1.0973 |
1.0940 |
|