CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 14-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0867 |
-0.0046 |
-0.4% |
1.0968 |
| High |
1.0953 |
1.0915 |
-0.0038 |
-0.3% |
1.0976 |
| Low |
1.0844 |
1.0861 |
0.0017 |
0.2% |
1.0854 |
| Close |
1.0860 |
1.0902 |
0.0042 |
0.4% |
1.0919 |
| Range |
0.0109 |
0.0054 |
-0.0055 |
-50.5% |
0.0122 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
22,255 |
18,332 |
-3,923 |
-17.6% |
93,524 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1055 |
1.1032 |
1.0932 |
|
| R3 |
1.1001 |
1.0978 |
1.0917 |
|
| R2 |
1.0947 |
1.0947 |
1.0912 |
|
| R1 |
1.0924 |
1.0924 |
1.0907 |
1.0936 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0898 |
| S1 |
1.0870 |
1.0870 |
1.0897 |
1.0882 |
| S2 |
1.0839 |
1.0839 |
1.0892 |
|
| S3 |
1.0785 |
1.0816 |
1.0887 |
|
| S4 |
1.0731 |
1.0762 |
1.0872 |
|
|
| 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 |
1.0953 |
1.0844 |
0.0109 |
1.0% |
0.0067 |
0.6% |
53% |
False |
False |
24,056 |
| 10 |
1.0999 |
1.0844 |
0.0155 |
1.4% |
0.0063 |
0.6% |
37% |
False |
False |
14,203 |
| 20 |
1.1021 |
1.0844 |
0.0177 |
1.6% |
0.0064 |
0.6% |
33% |
False |
False |
7,137 |
| 40 |
1.1124 |
1.0844 |
0.0280 |
2.6% |
0.0060 |
0.6% |
21% |
False |
False |
3,597 |
| 60 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0059 |
0.5% |
25% |
False |
False |
2,400 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.6% |
17% |
False |
False |
1,803 |
| 100 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0057 |
0.5% |
17% |
False |
False |
1,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1145 |
|
2.618 |
1.1056 |
|
1.618 |
1.1002 |
|
1.000 |
1.0969 |
|
0.618 |
1.0948 |
|
HIGH |
1.0915 |
|
0.618 |
1.0894 |
|
0.500 |
1.0888 |
|
0.382 |
1.0882 |
|
LOW |
1.0861 |
|
0.618 |
1.0828 |
|
1.000 |
1.0807 |
|
1.618 |
1.0774 |
|
2.618 |
1.0720 |
|
4.250 |
1.0632 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0901 |
| PP |
1.0893 |
1.0900 |
| S1 |
1.0888 |
1.0899 |
|