CME Swiss Franc Future December 2021
Trading Metrics calculated at close of trading on 01-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1.0720 |
1.0752 |
0.0032 |
0.3% |
1.0839 |
High |
1.0755 |
1.0792 |
0.0037 |
0.3% |
1.0843 |
Low |
1.0693 |
1.0728 |
0.0035 |
0.3% |
1.0693 |
Close |
1.0742 |
1.0769 |
0.0027 |
0.3% |
1.0769 |
Range |
0.0062 |
0.0064 |
0.0002 |
3.2% |
0.0150 |
ATR |
0.0066 |
0.0066 |
0.0000 |
-0.2% |
0.0000 |
Volume |
29,401 |
23,169 |
-6,232 |
-21.2% |
125,030 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0955 |
1.0926 |
1.0804 |
|
R3 |
1.0891 |
1.0862 |
1.0787 |
|
R2 |
1.0827 |
1.0827 |
1.0781 |
|
R1 |
1.0798 |
1.0798 |
1.0775 |
1.0813 |
PP |
1.0763 |
1.0763 |
1.0763 |
1.0770 |
S1 |
1.0734 |
1.0734 |
1.0763 |
1.0749 |
S2 |
1.0699 |
1.0699 |
1.0757 |
|
S3 |
1.0635 |
1.0670 |
1.0751 |
|
S4 |
1.0571 |
1.0606 |
1.0734 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1218 |
1.1144 |
1.0852 |
|
R3 |
1.1068 |
1.0994 |
1.0810 |
|
R2 |
1.0918 |
1.0918 |
1.0797 |
|
R1 |
1.0844 |
1.0844 |
1.0783 |
1.0806 |
PP |
1.0768 |
1.0768 |
1.0768 |
1.0750 |
S1 |
1.0694 |
1.0694 |
1.0755 |
1.0656 |
S2 |
1.0618 |
1.0618 |
1.0742 |
|
S3 |
1.0468 |
1.0544 |
1.0728 |
|
S4 |
1.0318 |
1.0394 |
1.0687 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0843 |
1.0693 |
0.0150 |
1.4% |
0.0066 |
0.6% |
51% |
False |
False |
25,006 |
10 |
1.0874 |
1.0693 |
0.0181 |
1.7% |
0.0065 |
0.6% |
42% |
False |
False |
24,915 |
20 |
1.0996 |
1.0693 |
0.0303 |
2.8% |
0.0067 |
0.6% |
25% |
False |
False |
23,145 |
40 |
1.1044 |
1.0693 |
0.0351 |
3.3% |
0.0065 |
0.6% |
22% |
False |
False |
11,644 |
60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0061 |
0.6% |
18% |
False |
False |
7,779 |
80 |
1.1239 |
1.0693 |
0.0546 |
5.1% |
0.0062 |
0.6% |
14% |
False |
False |
5,837 |
100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0060 |
0.6% |
14% |
False |
False |
4,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1064 |
2.618 |
1.0960 |
1.618 |
1.0896 |
1.000 |
1.0856 |
0.618 |
1.0832 |
HIGH |
1.0792 |
0.618 |
1.0768 |
0.500 |
1.0760 |
0.382 |
1.0752 |
LOW |
1.0728 |
0.618 |
1.0688 |
1.000 |
1.0664 |
1.618 |
1.0624 |
2.618 |
1.0560 |
4.250 |
1.0456 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1.0766 |
1.0761 |
PP |
1.0763 |
1.0753 |
S1 |
1.0760 |
1.0745 |
|