CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 22-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0895 |
1.0901 |
0.0006 |
0.1% |
1.0844 |
| High |
1.0921 |
1.0942 |
0.0021 |
0.2% |
1.0942 |
| Low |
1.0877 |
1.0900 |
0.0023 |
0.2% |
1.0799 |
| Close |
1.0901 |
1.0929 |
0.0028 |
0.3% |
1.0929 |
| Range |
0.0044 |
0.0042 |
-0.0002 |
-4.5% |
0.0143 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
21,000 |
20,627 |
-373 |
-1.8% |
105,575 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.1031 |
1.0952 |
|
| R3 |
1.1008 |
1.0989 |
1.0941 |
|
| R2 |
1.0966 |
1.0966 |
1.0937 |
|
| R1 |
1.0947 |
1.0947 |
1.0933 |
1.0957 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0928 |
| S1 |
1.0905 |
1.0905 |
1.0925 |
1.0915 |
| S2 |
1.0882 |
1.0882 |
1.0921 |
|
| S3 |
1.0840 |
1.0863 |
1.0917 |
|
| S4 |
1.0798 |
1.0821 |
1.0906 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1319 |
1.1267 |
1.1008 |
|
| R3 |
1.1176 |
1.1124 |
1.0968 |
|
| R2 |
1.1033 |
1.1033 |
1.0955 |
|
| R1 |
1.0981 |
1.0981 |
1.0942 |
1.1007 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0903 |
| S1 |
1.0838 |
1.0838 |
1.0916 |
1.0864 |
| S2 |
1.0747 |
1.0747 |
1.0903 |
|
| S3 |
1.0604 |
1.0695 |
1.0890 |
|
| S4 |
1.0461 |
1.0552 |
1.0850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0942 |
1.0799 |
0.0143 |
1.3% |
0.0057 |
0.5% |
91% |
True |
False |
21,115 |
| 10 |
1.0942 |
1.0754 |
0.0188 |
1.7% |
0.0059 |
0.5% |
93% |
True |
False |
20,708 |
| 20 |
1.0942 |
1.0693 |
0.0249 |
2.3% |
0.0061 |
0.6% |
95% |
True |
False |
21,848 |
| 40 |
1.1016 |
1.0693 |
0.0323 |
3.0% |
0.0065 |
0.6% |
73% |
False |
False |
19,427 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
3.9% |
0.0062 |
0.6% |
55% |
False |
False |
12,963 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
3.9% |
0.0062 |
0.6% |
55% |
False |
False |
9,734 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.1% |
0.0061 |
0.6% |
42% |
False |
False |
7,790 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.1% |
0.0060 |
0.5% |
42% |
False |
False |
6,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1121 |
|
2.618 |
1.1052 |
|
1.618 |
1.1010 |
|
1.000 |
1.0984 |
|
0.618 |
1.0968 |
|
HIGH |
1.0942 |
|
0.618 |
1.0926 |
|
0.500 |
1.0921 |
|
0.382 |
1.0916 |
|
LOW |
1.0900 |
|
0.618 |
1.0874 |
|
1.000 |
1.0858 |
|
1.618 |
1.0832 |
|
2.618 |
1.0790 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0913 |
| PP |
1.0924 |
1.0898 |
| S1 |
1.0921 |
1.0882 |
|