CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 29-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0821 |
1.0784 |
-0.0037 |
-0.3% |
1.0750 |
| High |
1.0824 |
1.0796 |
-0.0028 |
-0.3% |
1.0874 |
| Low |
1.0771 |
1.0707 |
-0.0064 |
-0.6% |
1.0737 |
| Close |
1.0772 |
1.0720 |
-0.0052 |
-0.5% |
1.0830 |
| Range |
0.0053 |
0.0089 |
0.0036 |
67.9% |
0.0137 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.8% |
0.0000 |
| Volume |
23,362 |
25,542 |
2,180 |
9.3% |
124,120 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1008 |
1.0953 |
1.0769 |
|
| R3 |
1.0919 |
1.0864 |
1.0744 |
|
| R2 |
1.0830 |
1.0830 |
1.0736 |
|
| R1 |
1.0775 |
1.0775 |
1.0728 |
1.0758 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0733 |
| S1 |
1.0686 |
1.0686 |
1.0712 |
1.0669 |
| S2 |
1.0652 |
1.0652 |
1.0704 |
|
| S3 |
1.0563 |
1.0597 |
1.0696 |
|
| S4 |
1.0474 |
1.0508 |
1.0671 |
|
|
| 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 |
1.0870 |
1.0707 |
0.0163 |
1.5% |
0.0063 |
0.6% |
8% |
False |
True |
22,481 |
| 10 |
1.0900 |
1.0707 |
0.0193 |
1.8% |
0.0070 |
0.7% |
7% |
False |
True |
25,188 |
| 20 |
1.0996 |
1.0707 |
0.0289 |
2.7% |
0.0065 |
0.6% |
4% |
False |
True |
20,596 |
| 40 |
1.1124 |
1.0707 |
0.0417 |
3.9% |
0.0064 |
0.6% |
3% |
False |
True |
10,330 |
| 60 |
1.1124 |
1.0707 |
0.0417 |
3.9% |
0.0062 |
0.6% |
3% |
False |
True |
6,903 |
| 80 |
1.1255 |
1.0707 |
0.0548 |
5.1% |
0.0062 |
0.6% |
2% |
False |
True |
5,180 |
| 100 |
1.1255 |
1.0707 |
0.0548 |
5.1% |
0.0059 |
0.6% |
2% |
False |
True |
4,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1174 |
|
2.618 |
1.1029 |
|
1.618 |
1.0940 |
|
1.000 |
1.0885 |
|
0.618 |
1.0851 |
|
HIGH |
1.0796 |
|
0.618 |
1.0762 |
|
0.500 |
1.0752 |
|
0.382 |
1.0741 |
|
LOW |
1.0707 |
|
0.618 |
1.0652 |
|
1.000 |
1.0618 |
|
1.618 |
1.0563 |
|
2.618 |
1.0474 |
|
4.250 |
1.0329 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0752 |
1.0775 |
| PP |
1.0741 |
1.0757 |
| S1 |
1.0731 |
1.0738 |
|