CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 08-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0968 |
1.0901 |
-0.0067 |
-0.6% |
1.1006 |
| High |
1.0976 |
1.0914 |
-0.0062 |
-0.6% |
1.1016 |
| Low |
1.0897 |
1.0854 |
-0.0043 |
-0.4% |
1.0911 |
| Close |
1.0904 |
1.0879 |
-0.0025 |
-0.2% |
1.0975 |
| Range |
0.0079 |
0.0060 |
-0.0019 |
-24.1% |
0.0105 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
13,828 |
26,067 |
12,239 |
88.5% |
8,090 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1062 |
1.1031 |
1.0912 |
|
| R3 |
1.1002 |
1.0971 |
1.0896 |
|
| R2 |
1.0942 |
1.0942 |
1.0890 |
|
| R1 |
1.0911 |
1.0911 |
1.0885 |
1.0897 |
| PP |
1.0882 |
1.0882 |
1.0882 |
1.0875 |
| S1 |
1.0851 |
1.0851 |
1.0874 |
1.0837 |
| S2 |
1.0822 |
1.0822 |
1.0868 |
|
| S3 |
1.0762 |
1.0791 |
1.0863 |
|
| S4 |
1.0702 |
1.0731 |
1.0846 |
|
|
| 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 |
1.0996 |
1.0854 |
0.0142 |
1.3% |
0.0056 |
0.5% |
18% |
False |
True |
9,483 |
| 10 |
1.1016 |
1.0854 |
0.0162 |
1.5% |
0.0065 |
0.6% |
15% |
False |
True |
4,815 |
| 20 |
1.1021 |
1.0854 |
0.0167 |
1.5% |
0.0062 |
0.6% |
15% |
False |
True |
2,431 |
| 40 |
1.1124 |
1.0854 |
0.0270 |
2.5% |
0.0059 |
0.5% |
9% |
False |
True |
1,242 |
| 60 |
1.1203 |
1.0829 |
0.0374 |
3.4% |
0.0061 |
0.6% |
13% |
False |
False |
831 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.5% |
12% |
False |
False |
626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1071 |
|
1.618 |
1.1011 |
|
1.000 |
1.0974 |
|
0.618 |
1.0951 |
|
HIGH |
1.0914 |
|
0.618 |
1.0891 |
|
0.500 |
1.0884 |
|
0.382 |
1.0877 |
|
LOW |
1.0854 |
|
0.618 |
1.0817 |
|
1.000 |
1.0794 |
|
1.618 |
1.0757 |
|
2.618 |
1.0697 |
|
4.250 |
1.0599 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0925 |
| PP |
1.0882 |
1.0910 |
| S1 |
1.0881 |
1.0894 |
|