CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0930 |
1.0994 |
0.0064 |
0.6% |
1.0948 |
| High |
1.0992 |
1.1006 |
0.0014 |
0.1% |
1.1021 |
| Low |
1.0927 |
1.0974 |
0.0047 |
0.4% |
1.0894 |
| Close |
1.0991 |
1.0987 |
-0.0004 |
0.0% |
1.0928 |
| Range |
0.0065 |
0.0032 |
-0.0033 |
-50.8% |
0.0127 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
48 |
17 |
-31 |
-64.6% |
341 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.1068 |
1.1005 |
|
| R3 |
1.1053 |
1.1036 |
1.0996 |
|
| R2 |
1.1021 |
1.1021 |
1.0993 |
|
| R1 |
1.1004 |
1.1004 |
1.0990 |
1.0997 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0985 |
| S1 |
1.0972 |
1.0972 |
1.0984 |
1.0965 |
| S2 |
1.0957 |
1.0957 |
1.0981 |
|
| S3 |
1.0925 |
1.0940 |
1.0978 |
|
| S4 |
1.0893 |
1.0908 |
1.0969 |
|
|
| 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 |
1.1006 |
1.0894 |
0.0112 |
1.0% |
0.0057 |
0.5% |
83% |
True |
False |
58 |
| 10 |
1.1021 |
1.0855 |
0.0166 |
1.5% |
0.0059 |
0.5% |
80% |
False |
False |
48 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.4% |
0.0057 |
0.5% |
49% |
False |
False |
32 |
| 40 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0059 |
0.5% |
54% |
False |
False |
39 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0059 |
0.5% |
37% |
False |
False |
31 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0057 |
0.5% |
37% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1142 |
|
2.618 |
1.1090 |
|
1.618 |
1.1058 |
|
1.000 |
1.1038 |
|
0.618 |
1.1026 |
|
HIGH |
1.1006 |
|
0.618 |
1.0994 |
|
0.500 |
1.0990 |
|
0.382 |
1.0986 |
|
LOW |
1.0974 |
|
0.618 |
1.0954 |
|
1.000 |
1.0942 |
|
1.618 |
1.0922 |
|
2.618 |
1.0890 |
|
4.250 |
1.0838 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0990 |
1.0978 |
| PP |
1.0989 |
1.0968 |
| S1 |
1.0988 |
1.0959 |
|