CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0784 |
1.0720 |
-0.0064 |
-0.6% |
1.0750 |
| High |
1.0796 |
1.0755 |
-0.0041 |
-0.4% |
1.0874 |
| Low |
1.0707 |
1.0693 |
-0.0014 |
-0.1% |
1.0737 |
| Close |
1.0720 |
1.0742 |
0.0022 |
0.2% |
1.0830 |
| Range |
0.0089 |
0.0062 |
-0.0027 |
-30.3% |
0.0137 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
25,542 |
29,401 |
3,859 |
15.1% |
124,120 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0891 |
1.0776 |
|
| R3 |
1.0854 |
1.0829 |
1.0759 |
|
| R2 |
1.0792 |
1.0792 |
1.0753 |
|
| R1 |
1.0767 |
1.0767 |
1.0748 |
1.0780 |
| PP |
1.0730 |
1.0730 |
1.0730 |
1.0736 |
| S1 |
1.0705 |
1.0705 |
1.0736 |
1.0718 |
| S2 |
1.0668 |
1.0668 |
1.0731 |
|
| S3 |
1.0606 |
1.0643 |
1.0725 |
|
| S4 |
1.0544 |
1.0581 |
1.0708 |
|
|
| 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 |
1.0864 |
1.0693 |
0.0171 |
1.6% |
0.0062 |
0.6% |
29% |
False |
True |
23,941 |
| 10 |
1.0874 |
1.0693 |
0.0181 |
1.7% |
0.0066 |
0.6% |
27% |
False |
True |
24,872 |
| 20 |
1.0996 |
1.0693 |
0.0303 |
2.8% |
0.0066 |
0.6% |
16% |
False |
True |
22,049 |
| 40 |
1.1082 |
1.0693 |
0.0389 |
3.6% |
0.0064 |
0.6% |
13% |
False |
True |
11,064 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
11% |
False |
True |
7,393 |
| 80 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0062 |
0.6% |
9% |
False |
True |
5,548 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0059 |
0.6% |
9% |
False |
True |
4,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1019 |
|
2.618 |
1.0917 |
|
1.618 |
1.0855 |
|
1.000 |
1.0817 |
|
0.618 |
1.0793 |
|
HIGH |
1.0755 |
|
0.618 |
1.0731 |
|
0.500 |
1.0724 |
|
0.382 |
1.0717 |
|
LOW |
1.0693 |
|
0.618 |
1.0655 |
|
1.000 |
1.0631 |
|
1.618 |
1.0593 |
|
2.618 |
1.0531 |
|
4.250 |
1.0430 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0736 |
1.0759 |
| PP |
1.0730 |
1.0753 |
| S1 |
1.0724 |
1.0748 |
|