CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0849 |
1.0895 |
0.0046 |
0.4% |
1.0805 |
| High |
1.0900 |
1.0921 |
0.0021 |
0.2% |
1.0892 |
| Low |
1.0822 |
1.0877 |
0.0055 |
0.5% |
1.0754 |
| Close |
1.0896 |
1.0901 |
0.0005 |
0.0% |
1.0852 |
| Range |
0.0078 |
0.0044 |
-0.0034 |
-43.6% |
0.0138 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
20,812 |
21,000 |
188 |
0.9% |
101,508 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.1010 |
1.0925 |
|
| R3 |
1.0988 |
1.0966 |
1.0913 |
|
| R2 |
1.0944 |
1.0944 |
1.0909 |
|
| R1 |
1.0922 |
1.0922 |
1.0905 |
1.0933 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0905 |
| S1 |
1.0878 |
1.0878 |
1.0897 |
1.0889 |
| S2 |
1.0856 |
1.0856 |
1.0893 |
|
| S3 |
1.0812 |
1.0834 |
1.0889 |
|
| S4 |
1.0768 |
1.0790 |
1.0877 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1187 |
1.0928 |
|
| R3 |
1.1109 |
1.1049 |
1.0890 |
|
| R2 |
1.0971 |
1.0971 |
1.0877 |
|
| R1 |
1.0911 |
1.0911 |
1.0865 |
1.0941 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0848 |
| S1 |
1.0773 |
1.0773 |
1.0839 |
1.0803 |
| S2 |
1.0695 |
1.0695 |
1.0827 |
|
| S3 |
1.0557 |
1.0635 |
1.0814 |
|
| S4 |
1.0419 |
1.0497 |
1.0776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0921 |
1.0799 |
0.0122 |
1.1% |
0.0059 |
0.5% |
84% |
True |
False |
20,935 |
| 10 |
1.0921 |
1.0754 |
0.0167 |
1.5% |
0.0061 |
0.6% |
88% |
True |
False |
20,744 |
| 20 |
1.0921 |
1.0693 |
0.0228 |
2.1% |
0.0061 |
0.6% |
91% |
True |
False |
21,709 |
| 40 |
1.1016 |
1.0693 |
0.0323 |
3.0% |
0.0065 |
0.6% |
64% |
False |
False |
18,912 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
48% |
False |
False |
12,619 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
48% |
False |
False |
9,476 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
37% |
False |
False |
7,583 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0059 |
0.5% |
37% |
False |
False |
6,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1108 |
|
2.618 |
1.1036 |
|
1.618 |
1.0992 |
|
1.000 |
1.0965 |
|
0.618 |
1.0948 |
|
HIGH |
1.0921 |
|
0.618 |
1.0904 |
|
0.500 |
1.0899 |
|
0.382 |
1.0894 |
|
LOW |
1.0877 |
|
0.618 |
1.0850 |
|
1.000 |
1.0833 |
|
1.618 |
1.0806 |
|
2.618 |
1.0762 |
|
4.250 |
1.0690 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0891 |
| PP |
1.0900 |
1.0881 |
| S1 |
1.0899 |
1.0872 |
|