CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 22-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0849 |
0.0049 |
0.5% |
1.0913 |
| High |
1.0863 |
1.0874 |
0.0011 |
0.1% |
1.0953 |
| Low |
1.0794 |
1.0805 |
0.0011 |
0.1% |
1.0747 |
| Close |
1.0850 |
1.0811 |
-0.0039 |
-0.4% |
1.0749 |
| Range |
0.0069 |
0.0069 |
0.0000 |
0.0% |
0.0206 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.2% |
0.0000 |
| Volume |
25,903 |
28,606 |
2,703 |
10.4% |
114,298 |
|
| Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.0993 |
1.0849 |
|
| R3 |
1.0968 |
1.0924 |
1.0830 |
|
| R2 |
1.0899 |
1.0899 |
1.0824 |
|
| R1 |
1.0855 |
1.0855 |
1.0817 |
1.0843 |
| PP |
1.0830 |
1.0830 |
1.0830 |
1.0824 |
| S1 |
1.0786 |
1.0786 |
1.0805 |
1.0774 |
| S2 |
1.0761 |
1.0761 |
1.0798 |
|
| S3 |
1.0692 |
1.0717 |
1.0792 |
|
| S4 |
1.0623 |
1.0648 |
1.0773 |
|
|
| 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 |
1.0900 |
1.0737 |
0.0163 |
1.5% |
0.0077 |
0.7% |
45% |
False |
False |
27,894 |
| 10 |
1.0953 |
1.0737 |
0.0216 |
2.0% |
0.0071 |
0.7% |
34% |
False |
False |
25,210 |
| 20 |
1.1016 |
1.0737 |
0.0279 |
2.6% |
0.0068 |
0.6% |
27% |
False |
False |
15,012 |
| 40 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0062 |
0.6% |
19% |
False |
False |
7,522 |
| 60 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0062 |
0.6% |
19% |
False |
False |
5,030 |
| 80 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0061 |
0.6% |
14% |
False |
False |
3,776 |
| 100 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0059 |
0.5% |
14% |
False |
False |
3,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1167 |
|
2.618 |
1.1055 |
|
1.618 |
1.0986 |
|
1.000 |
1.0943 |
|
0.618 |
1.0917 |
|
HIGH |
1.0874 |
|
0.618 |
1.0848 |
|
0.500 |
1.0840 |
|
0.382 |
1.0831 |
|
LOW |
1.0805 |
|
0.618 |
1.0762 |
|
1.000 |
1.0736 |
|
1.618 |
1.0693 |
|
2.618 |
1.0624 |
|
4.250 |
1.0512 |
|
|
| Fisher Pivots for day following 22-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0840 |
1.0809 |
| PP |
1.0830 |
1.0807 |
| S1 |
1.0821 |
1.0806 |
|