CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0994 |
1.0963 |
-0.0031 |
-0.3% |
1.0948 |
| High |
1.1006 |
1.0988 |
-0.0018 |
-0.2% |
1.1021 |
| Low |
1.0974 |
1.0951 |
-0.0023 |
-0.2% |
1.0894 |
| Close |
1.0987 |
1.0976 |
-0.0011 |
-0.1% |
1.0928 |
| Range |
0.0032 |
0.0037 |
0.0005 |
15.6% |
0.0127 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
17 |
26 |
9 |
52.9% |
341 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1066 |
1.0996 |
|
| R3 |
1.1046 |
1.1029 |
1.0986 |
|
| R2 |
1.1009 |
1.1009 |
1.0983 |
|
| R1 |
1.0992 |
1.0992 |
1.0979 |
1.1001 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0976 |
| S1 |
1.0955 |
1.0955 |
1.0973 |
1.0964 |
| S2 |
1.0935 |
1.0935 |
1.0969 |
|
| S3 |
1.0898 |
1.0918 |
1.0966 |
|
| S4 |
1.0861 |
1.0881 |
1.0956 |
|
|
| 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% |
0.0048 |
0.4% |
73% |
False |
False |
38 |
| 10 |
1.1021 |
1.0857 |
0.0164 |
1.5% |
0.0058 |
0.5% |
73% |
False |
False |
49 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0055 |
0.5% |
45% |
False |
False |
32 |
| 40 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0059 |
0.5% |
50% |
False |
False |
40 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0059 |
0.5% |
35% |
False |
False |
31 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0056 |
0.5% |
35% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1145 |
|
2.618 |
1.1085 |
|
1.618 |
1.1048 |
|
1.000 |
1.1025 |
|
0.618 |
1.1011 |
|
HIGH |
1.0988 |
|
0.618 |
1.0974 |
|
0.500 |
1.0970 |
|
0.382 |
1.0965 |
|
LOW |
1.0951 |
|
0.618 |
1.0928 |
|
1.000 |
1.0914 |
|
1.618 |
1.0891 |
|
2.618 |
1.0854 |
|
4.250 |
1.0794 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0974 |
1.0973 |
| PP |
1.0972 |
1.0970 |
| S1 |
1.0970 |
1.0967 |
|