CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 06-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2021 |
06-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0835 |
1.0790 |
-0.0045 |
-0.4% |
1.0839 |
| High |
1.0841 |
1.0804 |
-0.0037 |
-0.3% |
1.0843 |
| Low |
1.0784 |
1.0761 |
-0.0023 |
-0.2% |
1.0693 |
| Close |
1.0796 |
1.0795 |
-0.0001 |
0.0% |
1.0769 |
| Range |
0.0057 |
0.0043 |
-0.0014 |
-24.6% |
0.0150 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
19,573 |
21,625 |
2,052 |
10.5% |
125,030 |
|
| Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0898 |
1.0819 |
|
| R3 |
1.0873 |
1.0855 |
1.0807 |
|
| R2 |
1.0830 |
1.0830 |
1.0803 |
|
| R1 |
1.0812 |
1.0812 |
1.0799 |
1.0821 |
| PP |
1.0787 |
1.0787 |
1.0787 |
1.0791 |
| S1 |
1.0769 |
1.0769 |
1.0791 |
1.0778 |
| S2 |
1.0744 |
1.0744 |
1.0787 |
|
| S3 |
1.0701 |
1.0726 |
1.0783 |
|
| S4 |
1.0658 |
1.0683 |
1.0771 |
|
|
| 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 |
1.0853 |
1.0693 |
0.0160 |
1.5% |
0.0064 |
0.6% |
64% |
False |
False |
23,888 |
| 10 |
1.0870 |
1.0693 |
0.0177 |
1.6% |
0.0063 |
0.6% |
58% |
False |
False |
23,185 |
| 20 |
1.0953 |
1.0693 |
0.0260 |
2.4% |
0.0067 |
0.6% |
39% |
False |
False |
24,197 |
| 40 |
1.1021 |
1.0693 |
0.0328 |
3.0% |
0.0065 |
0.6% |
31% |
False |
False |
13,314 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
24% |
False |
False |
8,894 |
| 80 |
1.1203 |
1.0693 |
0.0510 |
4.7% |
0.0063 |
0.6% |
20% |
False |
False |
6,672 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
18% |
False |
False |
5,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0987 |
|
2.618 |
1.0917 |
|
1.618 |
1.0874 |
|
1.000 |
1.0847 |
|
0.618 |
1.0831 |
|
HIGH |
1.0804 |
|
0.618 |
1.0788 |
|
0.500 |
1.0783 |
|
0.382 |
1.0777 |
|
LOW |
1.0761 |
|
0.618 |
1.0734 |
|
1.000 |
1.0718 |
|
1.618 |
1.0691 |
|
2.618 |
1.0648 |
|
4.250 |
1.0578 |
|
|
| Fisher Pivots for day following 06-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0791 |
1.0806 |
| PP |
1.0787 |
1.0802 |
| S1 |
1.0783 |
1.0799 |
|