CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0923 |
1.1006 |
0.0083 |
0.8% |
1.0930 |
| High |
1.1009 |
1.1016 |
0.0007 |
0.1% |
1.1009 |
| Low |
1.0900 |
1.0917 |
0.0017 |
0.2% |
1.0900 |
| Close |
1.1002 |
1.0938 |
-0.0064 |
-0.6% |
1.1002 |
| Range |
0.0109 |
0.0099 |
-0.0010 |
-9.2% |
0.0109 |
| ATR |
0.0062 |
0.0064 |
0.0003 |
4.3% |
0.0000 |
| Volume |
112 |
171 |
59 |
52.7% |
235 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1254 |
1.1195 |
1.0992 |
|
| R3 |
1.1155 |
1.1096 |
1.0965 |
|
| R2 |
1.1056 |
1.1056 |
1.0956 |
|
| R1 |
1.0997 |
1.0997 |
1.0947 |
1.0977 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0947 |
| S1 |
1.0898 |
1.0898 |
1.0929 |
1.0878 |
| S2 |
1.0858 |
1.0858 |
1.0920 |
|
| S3 |
1.0759 |
1.0799 |
1.0911 |
|
| S4 |
1.0660 |
1.0700 |
1.0884 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1259 |
1.1062 |
|
| R3 |
1.1188 |
1.1150 |
1.1032 |
|
| R2 |
1.1079 |
1.1079 |
1.1022 |
|
| R1 |
1.1041 |
1.1041 |
1.1012 |
1.1060 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0980 |
| S1 |
1.0932 |
1.0932 |
1.0992 |
1.0951 |
| S2 |
1.0861 |
1.0861 |
1.0982 |
|
| S3 |
1.0752 |
1.0823 |
1.0972 |
|
| S4 |
1.0643 |
1.0714 |
1.0942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1016 |
1.0900 |
0.0116 |
1.1% |
0.0067 |
0.6% |
33% |
True |
False |
71 |
| 10 |
1.1021 |
1.0894 |
0.0127 |
1.2% |
0.0065 |
0.6% |
35% |
False |
False |
71 |
| 20 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0062 |
0.6% |
31% |
False |
False |
45 |
| 40 |
1.1124 |
1.0837 |
0.0287 |
2.6% |
0.0061 |
0.6% |
35% |
False |
False |
47 |
| 60 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.5% |
26% |
False |
False |
35 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0058 |
0.5% |
26% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1437 |
|
2.618 |
1.1275 |
|
1.618 |
1.1176 |
|
1.000 |
1.1115 |
|
0.618 |
1.1077 |
|
HIGH |
1.1016 |
|
0.618 |
1.0978 |
|
0.500 |
1.0967 |
|
0.382 |
1.0955 |
|
LOW |
1.0917 |
|
0.618 |
1.0856 |
|
1.000 |
1.0818 |
|
1.618 |
1.0757 |
|
2.618 |
1.0658 |
|
4.250 |
1.0496 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0958 |
| PP |
1.0957 |
1.0951 |
| S1 |
1.0948 |
1.0945 |
|