CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0802 |
-0.0094 |
-0.9% |
1.0913 |
| High |
1.0900 |
1.0822 |
-0.0078 |
-0.7% |
1.0953 |
| Low |
1.0800 |
1.0747 |
-0.0053 |
-0.5% |
1.0747 |
| Close |
1.0810 |
1.0749 |
-0.0061 |
-0.6% |
1.0749 |
| Range |
0.0100 |
0.0075 |
-0.0025 |
-25.0% |
0.0206 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.0% |
0.0000 |
| Volume |
32,555 |
22,746 |
-9,809 |
-30.1% |
114,298 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0948 |
1.0790 |
|
| R3 |
1.0923 |
1.0873 |
1.0770 |
|
| R2 |
1.0848 |
1.0848 |
1.0763 |
|
| R1 |
1.0798 |
1.0798 |
1.0756 |
1.0786 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0766 |
| S1 |
1.0723 |
1.0723 |
1.0742 |
1.0711 |
| S2 |
1.0698 |
1.0698 |
1.0735 |
|
| S3 |
1.0623 |
1.0648 |
1.0728 |
|
| S4 |
1.0548 |
1.0573 |
1.0708 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1434 |
1.1298 |
1.0862 |
|
| R3 |
1.1228 |
1.1092 |
1.0806 |
|
| R2 |
1.1022 |
1.1022 |
1.0787 |
|
| R1 |
1.0886 |
1.0886 |
1.0768 |
1.0851 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0799 |
| S1 |
1.0680 |
1.0680 |
1.0730 |
1.0645 |
| S2 |
1.0610 |
1.0610 |
1.0711 |
|
| S3 |
1.0404 |
1.0474 |
1.0692 |
|
| S4 |
1.0198 |
1.0268 |
1.0636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0953 |
1.0747 |
0.0206 |
1.9% |
0.0078 |
0.7% |
1% |
False |
True |
22,859 |
| 10 |
1.0996 |
1.0747 |
0.0249 |
2.3% |
0.0069 |
0.6% |
1% |
False |
True |
21,375 |
| 20 |
1.1016 |
1.0747 |
0.0269 |
2.5% |
0.0064 |
0.6% |
1% |
False |
True |
10,808 |
| 40 |
1.1124 |
1.0747 |
0.0377 |
3.5% |
0.0061 |
0.6% |
1% |
False |
True |
5,439 |
| 60 |
1.1124 |
1.0747 |
0.0377 |
3.5% |
0.0061 |
0.6% |
1% |
False |
True |
3,628 |
| 80 |
1.1255 |
1.0747 |
0.0508 |
4.7% |
0.0061 |
0.6% |
0% |
False |
True |
2,724 |
| 100 |
1.1255 |
1.0747 |
0.0508 |
4.7% |
0.0058 |
0.5% |
0% |
False |
True |
2,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1141 |
|
2.618 |
1.1018 |
|
1.618 |
1.0943 |
|
1.000 |
1.0897 |
|
0.618 |
1.0868 |
|
HIGH |
1.0822 |
|
0.618 |
1.0793 |
|
0.500 |
1.0785 |
|
0.382 |
1.0776 |
|
LOW |
1.0747 |
|
0.618 |
1.0701 |
|
1.000 |
1.0672 |
|
1.618 |
1.0626 |
|
2.618 |
1.0551 |
|
4.250 |
1.0428 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0785 |
1.0842 |
| PP |
1.0773 |
1.0811 |
| S1 |
1.0761 |
1.0780 |
|