CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 21-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0750 |
1.0800 |
0.0050 |
0.5% |
1.0913 |
| High |
1.0808 |
1.0863 |
0.0055 |
0.5% |
1.0953 |
| Low |
1.0737 |
1.0794 |
0.0057 |
0.5% |
1.0747 |
| Close |
1.0800 |
1.0850 |
0.0050 |
0.5% |
1.0749 |
| Range |
0.0071 |
0.0069 |
-0.0002 |
-2.8% |
0.0206 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.2% |
0.0000 |
| Volume |
29,664 |
25,903 |
-3,761 |
-12.7% |
114,298 |
|
| Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1043 |
1.1015 |
1.0888 |
|
| R3 |
1.0974 |
1.0946 |
1.0869 |
|
| R2 |
1.0905 |
1.0905 |
1.0863 |
|
| R1 |
1.0877 |
1.0877 |
1.0856 |
1.0891 |
| PP |
1.0836 |
1.0836 |
1.0836 |
1.0843 |
| S1 |
1.0808 |
1.0808 |
1.0844 |
1.0822 |
| S2 |
1.0767 |
1.0767 |
1.0837 |
|
| S3 |
1.0698 |
1.0739 |
1.0831 |
|
| S4 |
1.0629 |
1.0670 |
1.0812 |
|
|
| 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 |
1.8% |
0.0073 |
0.7% |
57% |
False |
False |
25,855 |
| 10 |
1.0953 |
1.0737 |
0.0216 |
2.0% |
0.0070 |
0.6% |
52% |
False |
False |
24,956 |
| 20 |
1.1016 |
1.0737 |
0.0279 |
2.6% |
0.0066 |
0.6% |
41% |
False |
False |
13,583 |
| 40 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0062 |
0.6% |
29% |
False |
False |
6,814 |
| 60 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0062 |
0.6% |
29% |
False |
False |
4,554 |
| 80 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0061 |
0.6% |
22% |
False |
False |
3,419 |
| 100 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0058 |
0.5% |
22% |
False |
False |
2,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1156 |
|
2.618 |
1.1044 |
|
1.618 |
1.0975 |
|
1.000 |
1.0932 |
|
0.618 |
1.0906 |
|
HIGH |
1.0863 |
|
0.618 |
1.0837 |
|
0.500 |
1.0829 |
|
0.382 |
1.0820 |
|
LOW |
1.0794 |
|
0.618 |
1.0751 |
|
1.000 |
1.0725 |
|
1.618 |
1.0682 |
|
2.618 |
1.0613 |
|
4.250 |
1.0501 |
|
|
| Fisher Pivots for day following 21-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0843 |
1.0833 |
| PP |
1.0836 |
1.0817 |
| S1 |
1.0829 |
1.0800 |
|