CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0867 |
1.0894 |
0.0027 |
0.2% |
1.0968 |
| High |
1.0915 |
1.0937 |
0.0022 |
0.2% |
1.0976 |
| Low |
1.0861 |
1.0886 |
0.0025 |
0.2% |
1.0854 |
| Close |
1.0902 |
1.0894 |
-0.0008 |
-0.1% |
1.0919 |
| Range |
0.0054 |
0.0051 |
-0.0003 |
-5.6% |
0.0122 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
18,332 |
18,410 |
78 |
0.4% |
93,524 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1027 |
1.0922 |
|
| R3 |
1.1008 |
1.0976 |
1.0908 |
|
| R2 |
1.0957 |
1.0957 |
1.0903 |
|
| R1 |
1.0925 |
1.0925 |
1.0899 |
1.0920 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0903 |
| S1 |
1.0874 |
1.0874 |
1.0889 |
1.0869 |
| S2 |
1.0855 |
1.0855 |
1.0885 |
|
| S3 |
1.0804 |
1.0823 |
1.0880 |
|
| S4 |
1.0753 |
1.0772 |
1.0866 |
|
|
| 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% |
0.0066 |
0.6% |
46% |
False |
False |
22,525 |
| 10 |
1.0996 |
1.0844 |
0.0152 |
1.4% |
0.0061 |
0.6% |
33% |
False |
False |
16,004 |
| 20 |
1.1016 |
1.0844 |
0.0172 |
1.6% |
0.0063 |
0.6% |
29% |
False |
False |
8,053 |
| 40 |
1.1124 |
1.0844 |
0.0280 |
2.6% |
0.0060 |
0.5% |
18% |
False |
False |
4,056 |
| 60 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0059 |
0.5% |
22% |
False |
False |
2,707 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.6% |
15% |
False |
False |
2,033 |
| 100 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0057 |
0.5% |
15% |
False |
False |
1,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1154 |
|
2.618 |
1.1071 |
|
1.618 |
1.1020 |
|
1.000 |
1.0988 |
|
0.618 |
1.0969 |
|
HIGH |
1.0937 |
|
0.618 |
1.0918 |
|
0.500 |
1.0912 |
|
0.382 |
1.0905 |
|
LOW |
1.0886 |
|
0.618 |
1.0854 |
|
1.000 |
1.0835 |
|
1.618 |
1.0803 |
|
2.618 |
1.0752 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0912 |
1.0899 |
| PP |
1.0906 |
1.0897 |
| S1 |
1.0900 |
1.0896 |
|