CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0894 |
1.0896 |
0.0002 |
0.0% |
1.0968 |
| High |
1.0937 |
1.0900 |
-0.0037 |
-0.3% |
1.0976 |
| Low |
1.0886 |
1.0800 |
-0.0086 |
-0.8% |
1.0854 |
| Close |
1.0894 |
1.0810 |
-0.0084 |
-0.8% |
1.0919 |
| Range |
0.0051 |
0.0100 |
0.0049 |
96.1% |
0.0122 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.1% |
0.0000 |
| Volume |
18,410 |
32,555 |
14,145 |
76.8% |
93,524 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.1073 |
1.0865 |
|
| R3 |
1.1037 |
1.0973 |
1.0838 |
|
| R2 |
1.0937 |
1.0937 |
1.0828 |
|
| R1 |
1.0873 |
1.0873 |
1.0819 |
1.0855 |
| PP |
1.0837 |
1.0837 |
1.0837 |
1.0828 |
| S1 |
1.0773 |
1.0773 |
1.0801 |
1.0755 |
| S2 |
1.0737 |
1.0737 |
1.0792 |
|
| S3 |
1.0637 |
1.0673 |
1.0783 |
|
| S4 |
1.0537 |
1.0573 |
1.0755 |
|
|
| 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 |
1.0953 |
1.0800 |
0.0153 |
1.4% |
0.0071 |
0.7% |
7% |
False |
True |
22,813 |
| 10 |
1.0996 |
1.0800 |
0.0196 |
1.8% |
0.0065 |
0.6% |
5% |
False |
True |
19,226 |
| 20 |
1.1016 |
1.0800 |
0.0216 |
2.0% |
0.0064 |
0.6% |
5% |
False |
True |
9,675 |
| 40 |
1.1124 |
1.0800 |
0.0324 |
3.0% |
0.0060 |
0.6% |
3% |
False |
True |
4,870 |
| 60 |
1.1124 |
1.0800 |
0.0324 |
3.0% |
0.0060 |
0.6% |
3% |
False |
True |
3,249 |
| 80 |
1.1255 |
1.0800 |
0.0455 |
4.2% |
0.0061 |
0.6% |
2% |
False |
True |
2,440 |
| 100 |
1.1255 |
1.0800 |
0.0455 |
4.2% |
0.0058 |
0.5% |
2% |
False |
True |
1,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1325 |
|
2.618 |
1.1162 |
|
1.618 |
1.1062 |
|
1.000 |
1.1000 |
|
0.618 |
1.0962 |
|
HIGH |
1.0900 |
|
0.618 |
1.0862 |
|
0.500 |
1.0850 |
|
0.382 |
1.0838 |
|
LOW |
1.0800 |
|
0.618 |
1.0738 |
|
1.000 |
1.0700 |
|
1.618 |
1.0638 |
|
2.618 |
1.0538 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0850 |
1.0869 |
| PP |
1.0837 |
1.0849 |
| S1 |
1.0823 |
1.0830 |
|