CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 07-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2021 |
07-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0790 |
1.0798 |
0.0008 |
0.1% |
1.0839 |
| High |
1.0804 |
1.0824 |
0.0020 |
0.2% |
1.0843 |
| Low |
1.0761 |
1.0778 |
0.0017 |
0.2% |
1.0693 |
| Close |
1.0795 |
1.0780 |
-0.0015 |
-0.1% |
1.0769 |
| Range |
0.0043 |
0.0046 |
0.0003 |
7.0% |
0.0150 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
21,625 |
16,988 |
-4,637 |
-21.4% |
125,030 |
|
| Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0932 |
1.0902 |
1.0805 |
|
| R3 |
1.0886 |
1.0856 |
1.0793 |
|
| R2 |
1.0840 |
1.0840 |
1.0788 |
|
| R1 |
1.0810 |
1.0810 |
1.0784 |
1.0802 |
| PP |
1.0794 |
1.0794 |
1.0794 |
1.0790 |
| S1 |
1.0764 |
1.0764 |
1.0776 |
1.0756 |
| S2 |
1.0748 |
1.0748 |
1.0772 |
|
| S3 |
1.0702 |
1.0718 |
1.0767 |
|
| S4 |
1.0656 |
1.0672 |
1.0755 |
|
|
| 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 |
1.0728 |
0.0125 |
1.2% |
0.0061 |
0.6% |
42% |
False |
False |
21,406 |
| 10 |
1.0864 |
1.0693 |
0.0171 |
1.6% |
0.0061 |
0.6% |
51% |
False |
False |
22,673 |
| 20 |
1.0953 |
1.0693 |
0.0260 |
2.4% |
0.0066 |
0.6% |
33% |
False |
False |
23,491 |
| 40 |
1.1021 |
1.0693 |
0.0328 |
3.0% |
0.0065 |
0.6% |
27% |
False |
False |
13,739 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
20% |
False |
False |
9,177 |
| 80 |
1.1188 |
1.0693 |
0.0495 |
4.6% |
0.0063 |
0.6% |
18% |
False |
False |
6,885 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
15% |
False |
False |
5,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1020 |
|
2.618 |
1.0944 |
|
1.618 |
1.0898 |
|
1.000 |
1.0870 |
|
0.618 |
1.0852 |
|
HIGH |
1.0824 |
|
0.618 |
1.0806 |
|
0.500 |
1.0801 |
|
0.382 |
1.0796 |
|
LOW |
1.0778 |
|
0.618 |
1.0750 |
|
1.000 |
1.0732 |
|
1.618 |
1.0704 |
|
2.618 |
1.0658 |
|
4.250 |
1.0583 |
|
|
| Fisher Pivots for day following 07-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0801 |
1.0801 |
| PP |
1.0794 |
1.0794 |
| S1 |
1.0787 |
1.0787 |
|