CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0963 |
1.0965 |
0.0002 |
0.0% |
1.0948 |
| High |
1.0988 |
1.0965 |
-0.0023 |
-0.2% |
1.1021 |
| Low |
1.0951 |
1.0909 |
-0.0042 |
-0.4% |
1.0894 |
| Close |
1.0976 |
1.0920 |
-0.0056 |
-0.5% |
1.0928 |
| Range |
0.0037 |
0.0056 |
0.0019 |
51.4% |
0.0127 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.2% |
0.0000 |
| Volume |
26 |
32 |
6 |
23.1% |
341 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1066 |
1.0951 |
|
| R3 |
1.1043 |
1.1010 |
1.0935 |
|
| R2 |
1.0987 |
1.0987 |
1.0930 |
|
| R1 |
1.0954 |
1.0954 |
1.0925 |
1.0943 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0926 |
| S1 |
1.0898 |
1.0898 |
1.0915 |
1.0887 |
| S2 |
1.0875 |
1.0875 |
1.0910 |
|
| S3 |
1.0819 |
1.0842 |
1.0905 |
|
| S4 |
1.0763 |
1.0786 |
1.0889 |
|
|
| 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 |
1.0909 |
0.0097 |
0.9% |
0.0045 |
0.4% |
11% |
False |
True |
30 |
| 10 |
1.1021 |
1.0858 |
0.0163 |
1.5% |
0.0061 |
0.6% |
38% |
False |
False |
50 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0055 |
0.5% |
24% |
False |
False |
34 |
| 40 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0059 |
0.5% |
31% |
False |
False |
41 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0059 |
0.5% |
21% |
False |
False |
31 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0057 |
0.5% |
21% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1203 |
|
2.618 |
1.1112 |
|
1.618 |
1.1056 |
|
1.000 |
1.1021 |
|
0.618 |
1.1000 |
|
HIGH |
1.0965 |
|
0.618 |
1.0944 |
|
0.500 |
1.0937 |
|
0.382 |
1.0930 |
|
LOW |
1.0909 |
|
0.618 |
1.0874 |
|
1.000 |
1.0853 |
|
1.618 |
1.0818 |
|
2.618 |
1.0762 |
|
4.250 |
1.0671 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0937 |
1.0958 |
| PP |
1.0931 |
1.0945 |
| S1 |
1.0926 |
1.0933 |
|