CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 18-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0843 |
1.0844 |
0.0001 |
0.0% |
1.0805 |
| High |
1.0860 |
1.0857 |
-0.0003 |
0.0% |
1.0892 |
| Low |
1.0809 |
1.0799 |
-0.0010 |
-0.1% |
1.0754 |
| Close |
1.0852 |
1.0847 |
-0.0005 |
0.0% |
1.0852 |
| Range |
0.0051 |
0.0058 |
0.0007 |
13.7% |
0.0138 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
19,728 |
21,961 |
2,233 |
11.3% |
101,508 |
|
| Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1008 |
1.0986 |
1.0879 |
|
| R3 |
1.0950 |
1.0928 |
1.0863 |
|
| R2 |
1.0892 |
1.0892 |
1.0858 |
|
| R1 |
1.0870 |
1.0870 |
1.0852 |
1.0881 |
| PP |
1.0834 |
1.0834 |
1.0834 |
1.0840 |
| S1 |
1.0812 |
1.0812 |
1.0842 |
1.0823 |
| S2 |
1.0776 |
1.0776 |
1.0836 |
|
| S3 |
1.0718 |
1.0754 |
1.0831 |
|
| S4 |
1.0660 |
1.0696 |
1.0815 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1187 |
1.0928 |
|
| R3 |
1.1109 |
1.1049 |
1.0890 |
|
| R2 |
1.0971 |
1.0971 |
1.0877 |
|
| R1 |
1.0911 |
1.0911 |
1.0865 |
1.0941 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0848 |
| S1 |
1.0773 |
1.0773 |
1.0839 |
1.0803 |
| S2 |
1.0695 |
1.0695 |
1.0827 |
|
| S3 |
1.0557 |
1.0635 |
1.0814 |
|
| S4 |
1.0419 |
1.0497 |
1.0776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0892 |
1.0754 |
0.0138 |
1.3% |
0.0064 |
0.6% |
67% |
False |
False |
21,508 |
| 10 |
1.0892 |
1.0754 |
0.0138 |
1.3% |
0.0056 |
0.5% |
67% |
False |
False |
20,264 |
| 20 |
1.0892 |
1.0693 |
0.0199 |
1.8% |
0.0062 |
0.6% |
77% |
False |
False |
22,390 |
| 40 |
1.1016 |
1.0693 |
0.0323 |
3.0% |
0.0064 |
0.6% |
48% |
False |
False |
17,340 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
36% |
False |
False |
11,584 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0061 |
0.6% |
36% |
False |
False |
8,689 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
27% |
False |
False |
6,954 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0059 |
0.5% |
27% |
False |
False |
5,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1104 |
|
2.618 |
1.1009 |
|
1.618 |
1.0951 |
|
1.000 |
1.0915 |
|
0.618 |
1.0893 |
|
HIGH |
1.0857 |
|
0.618 |
1.0835 |
|
0.500 |
1.0828 |
|
0.382 |
1.0821 |
|
LOW |
1.0799 |
|
0.618 |
1.0763 |
|
1.000 |
1.0741 |
|
1.618 |
1.0705 |
|
2.618 |
1.0647 |
|
4.250 |
1.0553 |
|
|
| Fisher Pivots for day following 18-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0847 |
| PP |
1.0834 |
1.0846 |
| S1 |
1.0828 |
1.0846 |
|