CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 11-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0784 |
1.0805 |
0.0021 |
0.2% |
1.0773 |
| High |
1.0817 |
1.0828 |
0.0011 |
0.1% |
1.0853 |
| Low |
1.0763 |
1.0783 |
0.0020 |
0.2% |
1.0758 |
| Close |
1.0809 |
1.0800 |
-0.0009 |
-0.1% |
1.0809 |
| Range |
0.0054 |
0.0045 |
-0.0009 |
-16.7% |
0.0095 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
20,992 |
15,928 |
-5,064 |
-24.1% |
104,854 |
|
| Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0914 |
1.0825 |
|
| R3 |
1.0894 |
1.0869 |
1.0812 |
|
| R2 |
1.0849 |
1.0849 |
1.0808 |
|
| R1 |
1.0824 |
1.0824 |
1.0804 |
1.0814 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0799 |
| S1 |
1.0779 |
1.0779 |
1.0796 |
1.0769 |
| S2 |
1.0759 |
1.0759 |
1.0792 |
|
| S3 |
1.0714 |
1.0734 |
1.0788 |
|
| S4 |
1.0669 |
1.0689 |
1.0775 |
|
|
| 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 |
1.0841 |
1.0761 |
0.0080 |
0.7% |
0.0049 |
0.5% |
49% |
False |
False |
19,021 |
| 10 |
1.0853 |
1.0693 |
0.0160 |
1.5% |
0.0061 |
0.6% |
67% |
False |
False |
22,225 |
| 20 |
1.0937 |
1.0693 |
0.0244 |
2.3% |
0.0063 |
0.6% |
44% |
False |
False |
23,098 |
| 40 |
1.1021 |
1.0693 |
0.0328 |
3.0% |
0.0064 |
0.6% |
33% |
False |
False |
14,660 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0061 |
0.6% |
25% |
False |
False |
9,792 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0061 |
0.6% |
25% |
False |
False |
7,346 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
19% |
False |
False |
5,879 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0058 |
0.5% |
19% |
False |
False |
4,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1019 |
|
2.618 |
1.0946 |
|
1.618 |
1.0901 |
|
1.000 |
1.0873 |
|
0.618 |
1.0856 |
|
HIGH |
1.0828 |
|
0.618 |
1.0811 |
|
0.500 |
1.0806 |
|
0.382 |
1.0800 |
|
LOW |
1.0783 |
|
0.618 |
1.0755 |
|
1.000 |
1.0738 |
|
1.618 |
1.0710 |
|
2.618 |
1.0665 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 11-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0806 |
1.0799 |
| PP |
1.0804 |
1.0797 |
| S1 |
1.0802 |
1.0796 |
|