CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 10-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0872 |
1.0937 |
0.0065 |
0.6% |
1.0968 |
| High |
1.0940 |
1.0953 |
0.0013 |
0.1% |
1.0976 |
| Low |
1.0867 |
1.0912 |
0.0045 |
0.4% |
1.0854 |
| Close |
1.0932 |
1.0919 |
-0.0013 |
-0.1% |
1.0919 |
| Range |
0.0073 |
0.0041 |
-0.0032 |
-43.8% |
0.0122 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
31,115 |
22,514 |
-8,601 |
-27.6% |
93,524 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.1026 |
1.0942 |
|
| R3 |
1.1010 |
1.0985 |
1.0930 |
|
| R2 |
1.0969 |
1.0969 |
1.0927 |
|
| R1 |
1.0944 |
1.0944 |
1.0923 |
1.0936 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0924 |
| S1 |
1.0903 |
1.0903 |
1.0915 |
1.0895 |
| S2 |
1.0887 |
1.0887 |
1.0911 |
|
| S3 |
1.0846 |
1.0862 |
1.0908 |
|
| S4 |
1.0805 |
1.0821 |
1.0896 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1223 |
1.0986 |
|
| R3 |
1.1160 |
1.1101 |
1.0953 |
|
| R2 |
1.1038 |
1.1038 |
1.0941 |
|
| R1 |
1.0979 |
1.0979 |
1.0930 |
1.0948 |
| PP |
1.0916 |
1.0916 |
1.0916 |
1.0901 |
| S1 |
1.0857 |
1.0857 |
1.0908 |
1.0826 |
| S2 |
1.0794 |
1.0794 |
1.0897 |
|
| S3 |
1.0672 |
1.0735 |
1.0885 |
|
| S4 |
1.0550 |
1.0613 |
1.0852 |
|
|
| 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% |
0.0061 |
0.6% |
46% |
False |
False |
19,890 |
| 10 |
1.1016 |
1.0854 |
0.0162 |
1.5% |
0.0067 |
0.6% |
40% |
False |
False |
10,172 |
| 20 |
1.1021 |
1.0854 |
0.0167 |
1.5% |
0.0064 |
0.6% |
39% |
False |
False |
5,111 |
| 40 |
1.1124 |
1.0854 |
0.0270 |
2.5% |
0.0058 |
0.5% |
24% |
False |
False |
2,583 |
| 60 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0060 |
0.6% |
31% |
False |
False |
1,724 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.5% |
21% |
False |
False |
1,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.1060 |
|
1.618 |
1.1019 |
|
1.000 |
1.0994 |
|
0.618 |
1.0978 |
|
HIGH |
1.0953 |
|
0.618 |
1.0937 |
|
0.500 |
1.0933 |
|
0.382 |
1.0928 |
|
LOW |
1.0912 |
|
0.618 |
1.0887 |
|
1.000 |
1.0871 |
|
1.618 |
1.0846 |
|
2.618 |
1.0805 |
|
4.250 |
1.0738 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0933 |
1.0914 |
| PP |
1.0928 |
1.0909 |
| S1 |
1.0924 |
1.0904 |
|