CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0954 |
1.0962 |
0.0008 |
0.1% |
1.1006 |
| High |
1.0967 |
1.0996 |
0.0029 |
0.3% |
1.1016 |
| Low |
1.0935 |
1.0944 |
0.0009 |
0.1% |
1.0911 |
| Close |
1.0959 |
1.0975 |
0.0016 |
0.1% |
1.0975 |
| Range |
0.0032 |
0.0052 |
0.0020 |
62.5% |
0.0105 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,259 |
5,930 |
4,671 |
371.0% |
8,090 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1103 |
1.1004 |
|
| R3 |
1.1076 |
1.1051 |
1.0989 |
|
| R2 |
1.1024 |
1.1024 |
1.0985 |
|
| R1 |
1.0999 |
1.0999 |
1.0980 |
1.1012 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0978 |
| S1 |
1.0947 |
1.0947 |
1.0970 |
1.0960 |
| S2 |
1.0920 |
1.0920 |
1.0965 |
|
| S3 |
1.0868 |
1.0895 |
1.0961 |
|
| S4 |
1.0816 |
1.0843 |
1.0946 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1234 |
1.1033 |
|
| R3 |
1.1177 |
1.1129 |
1.1004 |
|
| R2 |
1.1072 |
1.1072 |
1.0994 |
|
| R1 |
1.1024 |
1.1024 |
1.0985 |
1.0996 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0953 |
| S1 |
1.0919 |
1.0919 |
1.0965 |
1.0891 |
| S2 |
1.0862 |
1.0862 |
1.0956 |
|
| S3 |
1.0757 |
1.0814 |
1.0946 |
|
| S4 |
1.0652 |
1.0709 |
1.0917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1016 |
1.0911 |
0.0105 |
1.0% |
0.0062 |
0.6% |
61% |
False |
False |
1,618 |
| 10 |
1.1016 |
1.0900 |
0.0116 |
1.1% |
0.0061 |
0.6% |
65% |
False |
False |
832 |
| 20 |
1.1021 |
1.0855 |
0.0166 |
1.5% |
0.0061 |
0.6% |
72% |
False |
False |
439 |
| 40 |
1.1124 |
1.0855 |
0.0269 |
2.5% |
0.0059 |
0.5% |
45% |
False |
False |
245 |
| 60 |
1.1239 |
1.0829 |
0.0410 |
3.7% |
0.0061 |
0.6% |
36% |
False |
False |
166 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0059 |
0.5% |
34% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1132 |
|
1.618 |
1.1080 |
|
1.000 |
1.1048 |
|
0.618 |
1.1028 |
|
HIGH |
1.0996 |
|
0.618 |
1.0976 |
|
0.500 |
1.0970 |
|
0.382 |
1.0964 |
|
LOW |
1.0944 |
|
0.618 |
1.0912 |
|
1.000 |
1.0892 |
|
1.618 |
1.0860 |
|
2.618 |
1.0808 |
|
4.250 |
1.0723 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0973 |
1.0968 |
| PP |
1.0972 |
1.0961 |
| S1 |
1.0970 |
1.0954 |
|