CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0974 |
1.0904 |
-0.0070 |
-0.6% |
1.0949 |
| High |
1.0989 |
1.0965 |
-0.0024 |
-0.2% |
1.0967 |
| Low |
1.0907 |
1.0894 |
-0.0013 |
-0.1% |
1.0855 |
| Close |
1.0942 |
1.0918 |
-0.0024 |
-0.2% |
1.0960 |
| Range |
0.0082 |
0.0071 |
-0.0011 |
-13.4% |
0.0112 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.0% |
0.0000 |
| Volume |
123 |
72 |
-51 |
-41.5% |
117 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1139 |
1.1099 |
1.0957 |
|
| R3 |
1.1068 |
1.1028 |
1.0938 |
|
| R2 |
1.0997 |
1.0997 |
1.0931 |
|
| R1 |
1.0957 |
1.0957 |
1.0925 |
1.0977 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0936 |
| S1 |
1.0886 |
1.0886 |
1.0911 |
1.0906 |
| S2 |
1.0855 |
1.0855 |
1.0905 |
|
| S3 |
1.0784 |
1.0815 |
1.0898 |
|
| S4 |
1.0713 |
1.0744 |
1.0879 |
|
|
| 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 |
1.0858 |
0.0163 |
1.5% |
0.0076 |
0.7% |
37% |
False |
False |
70 |
| 10 |
1.1044 |
1.0855 |
0.0189 |
1.7% |
0.0066 |
0.6% |
33% |
False |
False |
43 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0058 |
0.5% |
23% |
False |
False |
69 |
| 40 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0059 |
0.5% |
30% |
False |
False |
38 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.5% |
21% |
False |
False |
30 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0057 |
0.5% |
21% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1267 |
|
2.618 |
1.1151 |
|
1.618 |
1.1080 |
|
1.000 |
1.1036 |
|
0.618 |
1.1009 |
|
HIGH |
1.0965 |
|
0.618 |
1.0938 |
|
0.500 |
1.0930 |
|
0.382 |
1.0921 |
|
LOW |
1.0894 |
|
0.618 |
1.0850 |
|
1.000 |
1.0823 |
|
1.618 |
1.0779 |
|
2.618 |
1.0708 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0958 |
| PP |
1.0926 |
1.0944 |
| S1 |
1.0922 |
1.0931 |
|