CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 04-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0752 |
1.0773 |
0.0021 |
0.2% |
1.0839 |
| High |
1.0792 |
1.0853 |
0.0061 |
0.6% |
1.0843 |
| Low |
1.0728 |
1.0758 |
0.0030 |
0.3% |
1.0693 |
| Close |
1.0769 |
1.0834 |
0.0065 |
0.6% |
1.0769 |
| Range |
0.0064 |
0.0095 |
0.0031 |
48.4% |
0.0150 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.2% |
0.0000 |
| Volume |
23,169 |
25,676 |
2,507 |
10.8% |
125,030 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1062 |
1.0886 |
|
| R3 |
1.1005 |
1.0967 |
1.0860 |
|
| R2 |
1.0910 |
1.0910 |
1.0851 |
|
| R1 |
1.0872 |
1.0872 |
1.0843 |
1.0891 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0825 |
| S1 |
1.0777 |
1.0777 |
1.0825 |
1.0796 |
| S2 |
1.0720 |
1.0720 |
1.0817 |
|
| S3 |
1.0625 |
1.0682 |
1.0808 |
|
| S4 |
1.0530 |
1.0587 |
1.0782 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1218 |
1.1144 |
1.0852 |
|
| R3 |
1.1068 |
1.0994 |
1.0810 |
|
| R2 |
1.0918 |
1.0918 |
1.0797 |
|
| R1 |
1.0844 |
1.0844 |
1.0783 |
1.0806 |
| PP |
1.0768 |
1.0768 |
1.0768 |
1.0750 |
| S1 |
1.0694 |
1.0694 |
1.0755 |
1.0656 |
| S2 |
1.0618 |
1.0618 |
1.0742 |
|
| S3 |
1.0468 |
1.0544 |
1.0728 |
|
| S4 |
1.0318 |
1.0394 |
1.0687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0853 |
1.0693 |
0.0160 |
1.5% |
0.0073 |
0.7% |
88% |
True |
False |
25,430 |
| 10 |
1.0874 |
1.0693 |
0.0181 |
1.7% |
0.0067 |
0.6% |
78% |
False |
False |
24,516 |
| 20 |
1.0976 |
1.0693 |
0.0283 |
2.6% |
0.0069 |
0.6% |
50% |
False |
False |
24,132 |
| 40 |
1.1021 |
1.0693 |
0.0328 |
3.0% |
0.0065 |
0.6% |
43% |
False |
False |
12,285 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
33% |
False |
False |
8,207 |
| 80 |
1.1239 |
1.0693 |
0.0546 |
5.0% |
0.0063 |
0.6% |
26% |
False |
False |
6,158 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
25% |
False |
False |
4,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1257 |
|
2.618 |
1.1102 |
|
1.618 |
1.1007 |
|
1.000 |
1.0948 |
|
0.618 |
1.0912 |
|
HIGH |
1.0853 |
|
0.618 |
1.0817 |
|
0.500 |
1.0806 |
|
0.382 |
1.0794 |
|
LOW |
1.0758 |
|
0.618 |
1.0699 |
|
1.000 |
1.0663 |
|
1.618 |
1.0604 |
|
2.618 |
1.0509 |
|
4.250 |
1.0354 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0825 |
1.0814 |
| PP |
1.0815 |
1.0793 |
| S1 |
1.0806 |
1.0773 |
|