CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0838 |
1.0839 |
0.0001 |
0.0% |
1.0750 |
| High |
1.0864 |
1.0843 |
-0.0021 |
-0.2% |
1.0874 |
| Low |
1.0819 |
1.0783 |
-0.0036 |
-0.3% |
1.0737 |
| Close |
1.0830 |
1.0820 |
-0.0010 |
-0.1% |
1.0830 |
| Range |
0.0045 |
0.0060 |
0.0015 |
33.3% |
0.0137 |
| ATR |
0.0066 |
0.0065 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
17,845 |
23,556 |
5,711 |
32.0% |
124,120 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0968 |
1.0853 |
|
| R3 |
1.0935 |
1.0908 |
1.0837 |
|
| R2 |
1.0875 |
1.0875 |
1.0831 |
|
| R1 |
1.0848 |
1.0848 |
1.0826 |
1.0832 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0807 |
| S1 |
1.0788 |
1.0788 |
1.0815 |
1.0772 |
| S2 |
1.0755 |
1.0755 |
1.0809 |
|
| S3 |
1.0695 |
1.0728 |
1.0804 |
|
| S4 |
1.0635 |
1.0668 |
1.0787 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1164 |
1.0905 |
|
| R3 |
1.1088 |
1.1027 |
1.0868 |
|
| R2 |
1.0951 |
1.0951 |
1.0855 |
|
| R1 |
1.0890 |
1.0890 |
1.0843 |
1.0921 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0829 |
| S1 |
1.0753 |
1.0753 |
1.0817 |
1.0784 |
| S2 |
1.0677 |
1.0677 |
1.0805 |
|
| S3 |
1.0540 |
1.0616 |
1.0792 |
|
| S4 |
1.0403 |
1.0479 |
1.0755 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0874 |
1.0783 |
0.0091 |
0.8% |
0.0062 |
0.6% |
41% |
False |
True |
23,602 |
| 10 |
1.0937 |
1.0737 |
0.0200 |
1.8% |
0.0066 |
0.6% |
42% |
False |
False |
23,971 |
| 20 |
1.1016 |
1.0737 |
0.0279 |
2.6% |
0.0067 |
0.6% |
30% |
False |
False |
18,179 |
| 40 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0062 |
0.6% |
21% |
False |
False |
9,109 |
| 60 |
1.1124 |
1.0737 |
0.0387 |
3.6% |
0.0062 |
0.6% |
21% |
False |
False |
6,088 |
| 80 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0061 |
0.6% |
16% |
False |
False |
4,569 |
| 100 |
1.1255 |
1.0737 |
0.0518 |
4.8% |
0.0059 |
0.5% |
16% |
False |
False |
3,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1098 |
|
2.618 |
1.1000 |
|
1.618 |
1.0940 |
|
1.000 |
1.0903 |
|
0.618 |
1.0880 |
|
HIGH |
1.0843 |
|
0.618 |
1.0820 |
|
0.500 |
1.0813 |
|
0.382 |
1.0806 |
|
LOW |
1.0783 |
|
0.618 |
1.0746 |
|
1.000 |
1.0723 |
|
1.618 |
1.0686 |
|
2.618 |
1.0626 |
|
4.250 |
1.0528 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0818 |
1.0827 |
| PP |
1.0815 |
1.0824 |
| S1 |
1.0813 |
1.0822 |
|