CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 23-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0849 |
1.0813 |
-0.0036 |
-0.3% |
1.0913 |
| High |
1.0874 |
1.0870 |
-0.0004 |
0.0% |
1.0953 |
| Low |
1.0805 |
1.0804 |
-0.0001 |
0.0% |
1.0747 |
| Close |
1.0811 |
1.0849 |
0.0038 |
0.4% |
1.0749 |
| Range |
0.0069 |
0.0066 |
-0.0003 |
-4.3% |
0.0206 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
28,606 |
22,102 |
-6,504 |
-22.7% |
114,298 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.1010 |
1.0885 |
|
| R3 |
1.0973 |
1.0944 |
1.0867 |
|
| R2 |
1.0907 |
1.0907 |
1.0861 |
|
| R1 |
1.0878 |
1.0878 |
1.0855 |
1.0893 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0848 |
| S1 |
1.0812 |
1.0812 |
1.0843 |
1.0827 |
| S2 |
1.0775 |
1.0775 |
1.0837 |
|
| S3 |
1.0709 |
1.0746 |
1.0831 |
|
| S4 |
1.0643 |
1.0680 |
1.0813 |
|
|
| 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 |
1.0874 |
1.0737 |
0.0137 |
1.3% |
0.0070 |
0.6% |
82% |
False |
False |
25,804 |
| 10 |
1.0953 |
1.0737 |
0.0216 |
2.0% |
0.0071 |
0.6% |
52% |
False |
False |
24,308 |
| 20 |
1.1016 |
1.0737 |
0.0279 |
2.6% |
0.0070 |
0.6% |
40% |
False |
False |
16,116 |
| 40 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0062 |
0.6% |
29% |
False |
False |
8,074 |
| 60 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0062 |
0.6% |
29% |
False |
False |
5,399 |
| 80 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0061 |
0.6% |
22% |
False |
False |
4,052 |
| 100 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0059 |
0.5% |
22% |
False |
False |
3,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1151 |
|
2.618 |
1.1043 |
|
1.618 |
1.0977 |
|
1.000 |
1.0936 |
|
0.618 |
1.0911 |
|
HIGH |
1.0870 |
|
0.618 |
1.0845 |
|
0.500 |
1.0837 |
|
0.382 |
1.0829 |
|
LOW |
1.0804 |
|
0.618 |
1.0763 |
|
1.000 |
1.0738 |
|
1.618 |
1.0697 |
|
2.618 |
1.0631 |
|
4.250 |
1.0524 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0845 |
1.0844 |
| PP |
1.0841 |
1.0839 |
| S1 |
1.0837 |
1.0834 |
|