CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0937 |
1.0913 |
-0.0024 |
-0.2% |
1.0968 |
| High |
1.0953 |
1.0953 |
0.0000 |
0.0% |
1.0976 |
| Low |
1.0912 |
1.0844 |
-0.0068 |
-0.6% |
1.0854 |
| Close |
1.0919 |
1.0860 |
-0.0059 |
-0.5% |
1.0919 |
| Range |
0.0041 |
0.0109 |
0.0068 |
165.9% |
0.0122 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.5% |
0.0000 |
| Volume |
22,514 |
22,255 |
-259 |
-1.2% |
93,524 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1145 |
1.0920 |
|
| R3 |
1.1104 |
1.1036 |
1.0890 |
|
| R2 |
1.0995 |
1.0995 |
1.0880 |
|
| R1 |
1.0927 |
1.0927 |
1.0870 |
1.0907 |
| PP |
1.0886 |
1.0886 |
1.0886 |
1.0875 |
| S1 |
1.0818 |
1.0818 |
1.0850 |
1.0798 |
| S2 |
1.0777 |
1.0777 |
1.0840 |
|
| S3 |
1.0668 |
1.0709 |
1.0830 |
|
| S4 |
1.0559 |
1.0600 |
1.0800 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1223 |
1.0986 |
|
| R3 |
1.1160 |
1.1101 |
1.0953 |
|
| R2 |
1.1038 |
1.1038 |
1.0941 |
|
| R1 |
1.0979 |
1.0979 |
1.0930 |
1.0948 |
| PP |
1.0916 |
1.0916 |
1.0916 |
1.0901 |
| S1 |
1.0857 |
1.0857 |
1.0908 |
1.0826 |
| S2 |
1.0794 |
1.0794 |
1.0897 |
|
| S3 |
1.0672 |
1.0735 |
1.0885 |
|
| S4 |
1.0550 |
1.0613 |
1.0852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0976 |
1.0844 |
0.0132 |
1.2% |
0.0072 |
0.7% |
12% |
False |
True |
23,155 |
| 10 |
1.1016 |
1.0844 |
0.0172 |
1.6% |
0.0067 |
0.6% |
9% |
False |
True |
12,386 |
| 20 |
1.1021 |
1.0844 |
0.0177 |
1.6% |
0.0064 |
0.6% |
9% |
False |
True |
6,222 |
| 40 |
1.1124 |
1.0844 |
0.0280 |
2.6% |
0.0060 |
0.6% |
6% |
False |
True |
3,139 |
| 60 |
1.1124 |
1.0829 |
0.0295 |
2.7% |
0.0060 |
0.6% |
11% |
False |
False |
2,095 |
| 80 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0060 |
0.6% |
7% |
False |
False |
1,574 |
| 100 |
1.1255 |
1.0829 |
0.0426 |
3.9% |
0.0057 |
0.5% |
7% |
False |
False |
1,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1416 |
|
2.618 |
1.1238 |
|
1.618 |
1.1129 |
|
1.000 |
1.1062 |
|
0.618 |
1.1020 |
|
HIGH |
1.0953 |
|
0.618 |
1.0911 |
|
0.500 |
1.0899 |
|
0.382 |
1.0886 |
|
LOW |
1.0844 |
|
0.618 |
1.0777 |
|
1.000 |
1.0735 |
|
1.618 |
1.0668 |
|
2.618 |
1.0559 |
|
4.250 |
1.0381 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0899 |
1.0899 |
| PP |
1.0886 |
1.0886 |
| S1 |
1.0873 |
1.0873 |
|