CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0912 |
1.0930 |
0.0018 |
0.2% |
1.0948 |
| High |
1.0949 |
1.0992 |
0.0043 |
0.4% |
1.1021 |
| Low |
1.0912 |
1.0927 |
0.0015 |
0.1% |
1.0894 |
| Close |
1.0928 |
1.0991 |
0.0063 |
0.6% |
1.0928 |
| Range |
0.0037 |
0.0065 |
0.0028 |
75.7% |
0.0127 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.5% |
0.0000 |
| Volume |
31 |
48 |
17 |
54.8% |
341 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1143 |
1.1027 |
|
| R3 |
1.1100 |
1.1078 |
1.1009 |
|
| R2 |
1.1035 |
1.1035 |
1.1003 |
|
| R1 |
1.1013 |
1.1013 |
1.0997 |
1.1024 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0976 |
| S1 |
1.0948 |
1.0948 |
1.0985 |
1.0959 |
| S2 |
1.0905 |
1.0905 |
1.0979 |
|
| S3 |
1.0840 |
1.0883 |
1.0973 |
|
| S4 |
1.0775 |
1.0818 |
1.0955 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1255 |
1.0998 |
|
| R3 |
1.1202 |
1.1128 |
1.0963 |
|
| R2 |
1.1075 |
1.1075 |
1.0951 |
|
| R1 |
1.1001 |
1.1001 |
1.0940 |
1.0975 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0934 |
| S1 |
1.0874 |
1.0874 |
1.0916 |
1.0848 |
| S2 |
1.0821 |
1.0821 |
1.0905 |
|
| S3 |
1.0694 |
1.0747 |
1.0893 |
|
| S4 |
1.0567 |
1.0620 |
1.0858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1021 |
1.0894 |
0.0127 |
1.2% |
0.0063 |
0.6% |
76% |
False |
False |
71 |
| 10 |
1.1021 |
1.0855 |
0.0166 |
1.5% |
0.0060 |
0.5% |
82% |
False |
False |
47 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.4% |
0.0058 |
0.5% |
51% |
False |
False |
46 |
| 40 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0059 |
0.5% |
55% |
False |
False |
39 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.5% |
38% |
False |
False |
31 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0056 |
0.5% |
38% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1268 |
|
2.618 |
1.1162 |
|
1.618 |
1.1097 |
|
1.000 |
1.1057 |
|
0.618 |
1.1032 |
|
HIGH |
1.0992 |
|
0.618 |
1.0967 |
|
0.500 |
1.0960 |
|
0.382 |
1.0952 |
|
LOW |
1.0927 |
|
0.618 |
1.0887 |
|
1.000 |
1.0862 |
|
1.618 |
1.0822 |
|
2.618 |
1.0757 |
|
4.250 |
1.0651 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.0975 |
| PP |
1.0970 |
1.0959 |
| S1 |
1.0960 |
1.0943 |
|