CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 24-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0813 |
1.0838 |
0.0025 |
0.2% |
1.0750 |
| High |
1.0870 |
1.0864 |
-0.0006 |
-0.1% |
1.0874 |
| Low |
1.0804 |
1.0819 |
0.0015 |
0.1% |
1.0737 |
| Close |
1.0849 |
1.0830 |
-0.0019 |
-0.2% |
1.0830 |
| Range |
0.0066 |
0.0045 |
-0.0021 |
-31.8% |
0.0137 |
| ATR |
0.0067 |
0.0066 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
22,102 |
17,845 |
-4,257 |
-19.3% |
124,120 |
|
| Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0946 |
1.0855 |
|
| R3 |
1.0928 |
1.0901 |
1.0842 |
|
| R2 |
1.0883 |
1.0883 |
1.0838 |
|
| R1 |
1.0856 |
1.0856 |
1.0834 |
1.0847 |
| PP |
1.0838 |
1.0838 |
1.0838 |
1.0833 |
| S1 |
1.0811 |
1.0811 |
1.0826 |
1.0802 |
| S2 |
1.0793 |
1.0793 |
1.0822 |
|
| S3 |
1.0748 |
1.0766 |
1.0818 |
|
| S4 |
1.0703 |
1.0721 |
1.0805 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1164 |
1.0905 |
|
| R3 |
1.1088 |
1.1027 |
1.0868 |
|
| R2 |
1.0951 |
1.0951 |
1.0855 |
|
| R1 |
1.0890 |
1.0890 |
1.0843 |
1.0921 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0829 |
| S1 |
1.0753 |
1.0753 |
1.0817 |
1.0784 |
| S2 |
1.0677 |
1.0677 |
1.0805 |
|
| S3 |
1.0540 |
1.0616 |
1.0792 |
|
| S4 |
1.0403 |
1.0479 |
1.0755 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0874 |
1.0737 |
0.0137 |
1.3% |
0.0064 |
0.6% |
68% |
False |
False |
24,824 |
| 10 |
1.0953 |
1.0737 |
0.0216 |
2.0% |
0.0071 |
0.7% |
43% |
False |
False |
23,841 |
| 20 |
1.1016 |
1.0737 |
0.0279 |
2.6% |
0.0069 |
0.6% |
33% |
False |
False |
17,007 |
| 40 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0062 |
0.6% |
24% |
False |
False |
8,520 |
| 60 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0062 |
0.6% |
24% |
False |
False |
5,696 |
| 80 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0061 |
0.6% |
18% |
False |
False |
4,275 |
| 100 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0059 |
0.5% |
18% |
False |
False |
3,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1055 |
|
2.618 |
1.0982 |
|
1.618 |
1.0937 |
|
1.000 |
1.0909 |
|
0.618 |
1.0892 |
|
HIGH |
1.0864 |
|
0.618 |
1.0847 |
|
0.500 |
1.0842 |
|
0.382 |
1.0836 |
|
LOW |
1.0819 |
|
0.618 |
1.0791 |
|
1.000 |
1.0774 |
|
1.618 |
1.0746 |
|
2.618 |
1.0701 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 24-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0842 |
1.0839 |
| PP |
1.0838 |
1.0836 |
| S1 |
1.0834 |
1.0833 |
|