CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0951 |
1.0954 |
0.0003 |
0.0% |
1.0930 |
| High |
1.0969 |
1.0967 |
-0.0002 |
0.0% |
1.1009 |
| Low |
1.0911 |
1.0935 |
0.0024 |
0.2% |
1.0900 |
| Close |
1.0955 |
1.0959 |
0.0004 |
0.0% |
1.1002 |
| Range |
0.0058 |
0.0032 |
-0.0026 |
-44.8% |
0.0109 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
334 |
1,259 |
925 |
276.9% |
235 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.1036 |
1.0977 |
|
| R3 |
1.1018 |
1.1004 |
1.0968 |
|
| R2 |
1.0986 |
1.0986 |
1.0965 |
|
| R1 |
1.0972 |
1.0972 |
1.0962 |
1.0979 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0957 |
| S1 |
1.0940 |
1.0940 |
1.0956 |
1.0947 |
| S2 |
1.0922 |
1.0922 |
1.0953 |
|
| S3 |
1.0890 |
1.0908 |
1.0950 |
|
| S4 |
1.0858 |
1.0876 |
1.0941 |
|
|
| 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% |
0.0074 |
0.7% |
51% |
False |
False |
454 |
| 10 |
1.1016 |
1.0900 |
0.0116 |
1.1% |
0.0060 |
0.5% |
51% |
False |
False |
242 |
| 20 |
1.1044 |
1.0855 |
0.0189 |
1.7% |
0.0063 |
0.6% |
55% |
False |
False |
143 |
| 40 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0058 |
0.5% |
39% |
False |
False |
96 |
| 60 |
1.1239 |
1.0829 |
0.0410 |
3.7% |
0.0061 |
0.6% |
32% |
False |
False |
68 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0058 |
0.5% |
31% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1103 |
|
2.618 |
1.1051 |
|
1.618 |
1.1019 |
|
1.000 |
1.0999 |
|
0.618 |
1.0987 |
|
HIGH |
1.0967 |
|
0.618 |
1.0955 |
|
0.500 |
1.0951 |
|
0.382 |
1.0947 |
|
LOW |
1.0935 |
|
0.618 |
1.0915 |
|
1.000 |
1.0903 |
|
1.618 |
1.0883 |
|
2.618 |
1.0851 |
|
4.250 |
1.0799 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0956 |
1.0958 |
| PP |
1.0954 |
1.0956 |
| S1 |
1.0951 |
1.0955 |
|