CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0802 |
1.0750 |
-0.0052 |
-0.5% |
1.0913 |
| High |
1.0822 |
1.0808 |
-0.0014 |
-0.1% |
1.0953 |
| Low |
1.0747 |
1.0737 |
-0.0010 |
-0.1% |
1.0747 |
| Close |
1.0749 |
1.0800 |
0.0051 |
0.5% |
1.0749 |
| Range |
0.0075 |
0.0071 |
-0.0004 |
-5.3% |
0.0206 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.5% |
0.0000 |
| Volume |
22,746 |
29,664 |
6,918 |
30.4% |
114,298 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0968 |
1.0839 |
|
| R3 |
1.0924 |
1.0897 |
1.0820 |
|
| R2 |
1.0853 |
1.0853 |
1.0813 |
|
| R1 |
1.0826 |
1.0826 |
1.0807 |
1.0840 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0788 |
| S1 |
1.0755 |
1.0755 |
1.0793 |
1.0769 |
| S2 |
1.0711 |
1.0711 |
1.0787 |
|
| S3 |
1.0640 |
1.0684 |
1.0780 |
|
| S4 |
1.0569 |
1.0613 |
1.0761 |
|
|
| 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 |
1.0937 |
1.0737 |
0.0200 |
1.9% |
0.0070 |
0.7% |
32% |
False |
True |
24,341 |
| 10 |
1.0976 |
1.0737 |
0.0239 |
2.2% |
0.0071 |
0.7% |
26% |
False |
True |
23,748 |
| 20 |
1.1016 |
1.0737 |
0.0279 |
2.6% |
0.0066 |
0.6% |
23% |
False |
True |
12,290 |
| 40 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0062 |
0.6% |
16% |
False |
True |
6,180 |
| 60 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0061 |
0.6% |
16% |
False |
True |
4,122 |
| 80 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0061 |
0.6% |
12% |
False |
True |
3,095 |
| 100 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0058 |
0.5% |
12% |
False |
True |
2,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1110 |
|
2.618 |
1.0994 |
|
1.618 |
1.0923 |
|
1.000 |
1.0879 |
|
0.618 |
1.0852 |
|
HIGH |
1.0808 |
|
0.618 |
1.0781 |
|
0.500 |
1.0773 |
|
0.382 |
1.0764 |
|
LOW |
1.0737 |
|
0.618 |
1.0693 |
|
1.000 |
1.0666 |
|
1.618 |
1.0622 |
|
2.618 |
1.0551 |
|
4.250 |
1.0435 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0791 |
1.0819 |
| PP |
1.0782 |
1.0812 |
| S1 |
1.0773 |
1.0806 |
|