CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1008 |
1.0974 |
-0.0034 |
-0.3% |
1.0949 |
| High |
1.1021 |
1.0989 |
-0.0032 |
-0.3% |
1.0967 |
| Low |
1.0959 |
1.0907 |
-0.0052 |
-0.5% |
1.0855 |
| Close |
1.0965 |
1.0942 |
-0.0023 |
-0.2% |
1.0960 |
| Range |
0.0062 |
0.0082 |
0.0020 |
32.3% |
0.0112 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.5% |
0.0000 |
| Volume |
81 |
123 |
42 |
51.9% |
117 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1192 |
1.1149 |
1.0987 |
|
| R3 |
1.1110 |
1.1067 |
1.0965 |
|
| R2 |
1.1028 |
1.1028 |
1.0957 |
|
| R1 |
1.0985 |
1.0985 |
1.0950 |
1.0966 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0936 |
| S1 |
1.0903 |
1.0903 |
1.0934 |
1.0884 |
| S2 |
1.0864 |
1.0864 |
1.0927 |
|
| S3 |
1.0782 |
1.0821 |
1.0919 |
|
| S4 |
1.0700 |
1.0739 |
1.0897 |
|
|
| 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 |
1.0857 |
0.0164 |
1.5% |
0.0068 |
0.6% |
52% |
False |
False |
60 |
| 10 |
1.1082 |
1.0855 |
0.0227 |
2.1% |
0.0062 |
0.6% |
38% |
False |
False |
36 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0057 |
0.5% |
32% |
False |
False |
66 |
| 40 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0058 |
0.5% |
38% |
False |
False |
36 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0059 |
0.5% |
27% |
False |
False |
29 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0057 |
0.5% |
27% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1338 |
|
2.618 |
1.1204 |
|
1.618 |
1.1122 |
|
1.000 |
1.1071 |
|
0.618 |
1.1040 |
|
HIGH |
1.0989 |
|
0.618 |
1.0958 |
|
0.500 |
1.0948 |
|
0.382 |
1.0938 |
|
LOW |
1.0907 |
|
0.618 |
1.0856 |
|
1.000 |
1.0825 |
|
1.618 |
1.0774 |
|
2.618 |
1.0692 |
|
4.250 |
1.0559 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.0964 |
| PP |
1.0946 |
1.0957 |
| S1 |
1.0944 |
1.0949 |
|