CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 08-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2021 |
08-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0798 |
1.0784 |
-0.0014 |
-0.1% |
1.0773 |
| High |
1.0824 |
1.0817 |
-0.0007 |
-0.1% |
1.0853 |
| Low |
1.0778 |
1.0763 |
-0.0015 |
-0.1% |
1.0758 |
| Close |
1.0780 |
1.0809 |
0.0029 |
0.3% |
1.0809 |
| Range |
0.0046 |
0.0054 |
0.0008 |
17.4% |
0.0095 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
16,988 |
20,992 |
4,004 |
23.6% |
104,854 |
|
| Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0958 |
1.0938 |
1.0839 |
|
| R3 |
1.0904 |
1.0884 |
1.0824 |
|
| R2 |
1.0850 |
1.0850 |
1.0819 |
|
| R1 |
1.0830 |
1.0830 |
1.0814 |
1.0840 |
| PP |
1.0796 |
1.0796 |
1.0796 |
1.0802 |
| S1 |
1.0776 |
1.0776 |
1.0804 |
1.0786 |
| S2 |
1.0742 |
1.0742 |
1.0799 |
|
| S3 |
1.0688 |
1.0722 |
1.0794 |
|
| S4 |
1.0634 |
1.0668 |
1.0779 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1092 |
1.1045 |
1.0861 |
|
| R3 |
1.0997 |
1.0950 |
1.0835 |
|
| R2 |
1.0902 |
1.0902 |
1.0826 |
|
| R1 |
1.0855 |
1.0855 |
1.0818 |
1.0879 |
| PP |
1.0807 |
1.0807 |
1.0807 |
1.0818 |
| S1 |
1.0760 |
1.0760 |
1.0800 |
1.0784 |
| S2 |
1.0712 |
1.0712 |
1.0792 |
|
| S3 |
1.0617 |
1.0665 |
1.0783 |
|
| S4 |
1.0522 |
1.0570 |
1.0757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0853 |
1.0758 |
0.0095 |
0.9% |
0.0059 |
0.5% |
54% |
False |
False |
20,970 |
| 10 |
1.0853 |
1.0693 |
0.0160 |
1.5% |
0.0062 |
0.6% |
73% |
False |
False |
22,988 |
| 20 |
1.0953 |
1.0693 |
0.0260 |
2.4% |
0.0067 |
0.6% |
45% |
False |
False |
23,415 |
| 40 |
1.1021 |
1.0693 |
0.0328 |
3.0% |
0.0065 |
0.6% |
35% |
False |
False |
14,263 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0061 |
0.6% |
27% |
False |
False |
9,527 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
27% |
False |
False |
7,147 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
21% |
False |
False |
5,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1047 |
|
2.618 |
1.0958 |
|
1.618 |
1.0904 |
|
1.000 |
1.0871 |
|
0.618 |
1.0850 |
|
HIGH |
1.0817 |
|
0.618 |
1.0796 |
|
0.500 |
1.0790 |
|
0.382 |
1.0784 |
|
LOW |
1.0763 |
|
0.618 |
1.0730 |
|
1.000 |
1.0709 |
|
1.618 |
1.0676 |
|
2.618 |
1.0622 |
|
4.250 |
1.0534 |
|
|
| Fisher Pivots for day following 08-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0803 |
1.0804 |
| PP |
1.0796 |
1.0798 |
| S1 |
1.0790 |
1.0793 |
|