CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0839 |
1.0821 |
-0.0018 |
-0.2% |
1.0750 |
| High |
1.0843 |
1.0824 |
-0.0019 |
-0.2% |
1.0874 |
| Low |
1.0783 |
1.0771 |
-0.0012 |
-0.1% |
1.0737 |
| Close |
1.0820 |
1.0772 |
-0.0048 |
-0.4% |
1.0830 |
| Range |
0.0060 |
0.0053 |
-0.0007 |
-11.7% |
0.0137 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
23,556 |
23,362 |
-194 |
-0.8% |
124,120 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0948 |
1.0913 |
1.0801 |
|
| R3 |
1.0895 |
1.0860 |
1.0787 |
|
| R2 |
1.0842 |
1.0842 |
1.0782 |
|
| R1 |
1.0807 |
1.0807 |
1.0777 |
1.0798 |
| PP |
1.0789 |
1.0789 |
1.0789 |
1.0785 |
| S1 |
1.0754 |
1.0754 |
1.0767 |
1.0745 |
| S2 |
1.0736 |
1.0736 |
1.0762 |
|
| S3 |
1.0683 |
1.0701 |
1.0757 |
|
| S4 |
1.0630 |
1.0648 |
1.0743 |
|
|
| 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 |
1.0771 |
0.0103 |
1.0% |
0.0059 |
0.5% |
1% |
False |
True |
23,094 |
| 10 |
1.0937 |
1.0737 |
0.0200 |
1.9% |
0.0066 |
0.6% |
18% |
False |
False |
24,474 |
| 20 |
1.0999 |
1.0737 |
0.0262 |
2.4% |
0.0064 |
0.6% |
13% |
False |
False |
19,338 |
| 40 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0063 |
0.6% |
9% |
False |
False |
9,692 |
| 60 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0062 |
0.6% |
9% |
False |
False |
6,477 |
| 80 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0061 |
0.6% |
7% |
False |
False |
4,861 |
| 100 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0059 |
0.5% |
7% |
False |
False |
3,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1049 |
|
2.618 |
1.0963 |
|
1.618 |
1.0910 |
|
1.000 |
1.0877 |
|
0.618 |
1.0857 |
|
HIGH |
1.0824 |
|
0.618 |
1.0804 |
|
0.500 |
1.0798 |
|
0.382 |
1.0791 |
|
LOW |
1.0771 |
|
0.618 |
1.0738 |
|
1.000 |
1.0718 |
|
1.618 |
1.0685 |
|
2.618 |
1.0632 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0798 |
1.0818 |
| PP |
1.0789 |
1.0802 |
| S1 |
1.0781 |
1.0787 |
|