CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0844 |
1.0841 |
-0.0003 |
0.0% |
1.0805 |
| High |
1.0857 |
1.0903 |
0.0046 |
0.4% |
1.0892 |
| Low |
1.0799 |
1.0838 |
0.0039 |
0.4% |
1.0754 |
| Close |
1.0847 |
1.0853 |
0.0006 |
0.1% |
1.0852 |
| Range |
0.0058 |
0.0065 |
0.0007 |
12.1% |
0.0138 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.3% |
0.0000 |
| Volume |
21,961 |
21,175 |
-786 |
-3.6% |
101,508 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1060 |
1.1021 |
1.0889 |
|
| R3 |
1.0995 |
1.0956 |
1.0871 |
|
| R2 |
1.0930 |
1.0930 |
1.0865 |
|
| R1 |
1.0891 |
1.0891 |
1.0859 |
1.0911 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0874 |
| S1 |
1.0826 |
1.0826 |
1.0847 |
1.0846 |
| S2 |
1.0800 |
1.0800 |
1.0841 |
|
| S3 |
1.0735 |
1.0761 |
1.0835 |
|
| S4 |
1.0670 |
1.0696 |
1.0817 |
|
|
| 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 |
1.0903 |
1.0759 |
0.0144 |
1.3% |
0.0064 |
0.6% |
65% |
True |
False |
22,126 |
| 10 |
1.0903 |
1.0754 |
0.0149 |
1.4% |
0.0057 |
0.5% |
66% |
True |
False |
20,424 |
| 20 |
1.0903 |
1.0693 |
0.0210 |
1.9% |
0.0062 |
0.6% |
76% |
True |
False |
22,154 |
| 40 |
1.1016 |
1.0693 |
0.0323 |
3.0% |
0.0064 |
0.6% |
50% |
False |
False |
17,868 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
37% |
False |
False |
11,927 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
37% |
False |
False |
8,954 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
28% |
False |
False |
7,166 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0059 |
0.5% |
28% |
False |
False |
5,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1179 |
|
2.618 |
1.1073 |
|
1.618 |
1.1008 |
|
1.000 |
1.0968 |
|
0.618 |
1.0943 |
|
HIGH |
1.0903 |
|
0.618 |
1.0878 |
|
0.500 |
1.0871 |
|
0.382 |
1.0863 |
|
LOW |
1.0838 |
|
0.618 |
1.0798 |
|
1.000 |
1.0773 |
|
1.618 |
1.0733 |
|
2.618 |
1.0668 |
|
4.250 |
1.0562 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0871 |
1.0852 |
| PP |
1.0865 |
1.0852 |
| S1 |
1.0859 |
1.0851 |
|