CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0805 |
1.0798 |
-0.0007 |
-0.1% |
1.0773 |
| High |
1.0828 |
1.0820 |
-0.0008 |
-0.1% |
1.0853 |
| Low |
1.0783 |
1.0754 |
-0.0029 |
-0.3% |
1.0758 |
| Close |
1.0800 |
1.0759 |
-0.0041 |
-0.4% |
1.0809 |
| Range |
0.0045 |
0.0066 |
0.0021 |
46.7% |
0.0095 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.5% |
0.0000 |
| Volume |
15,928 |
18,086 |
2,158 |
13.5% |
104,854 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0933 |
1.0795 |
|
| R3 |
1.0910 |
1.0867 |
1.0777 |
|
| R2 |
1.0844 |
1.0844 |
1.0771 |
|
| R1 |
1.0801 |
1.0801 |
1.0765 |
1.0790 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0772 |
| S1 |
1.0735 |
1.0735 |
1.0753 |
1.0724 |
| S2 |
1.0712 |
1.0712 |
1.0747 |
|
| S3 |
1.0646 |
1.0669 |
1.0741 |
|
| S4 |
1.0580 |
1.0603 |
1.0723 |
|
|
| 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 |
1.0828 |
1.0754 |
0.0074 |
0.7% |
0.0051 |
0.5% |
7% |
False |
True |
18,723 |
| 10 |
1.0853 |
1.0693 |
0.0160 |
1.5% |
0.0062 |
0.6% |
41% |
False |
False |
21,698 |
| 20 |
1.0937 |
1.0693 |
0.0244 |
2.3% |
0.0064 |
0.6% |
27% |
False |
False |
23,086 |
| 40 |
1.1021 |
1.0693 |
0.0328 |
3.0% |
0.0064 |
0.6% |
20% |
False |
False |
15,111 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0061 |
0.6% |
15% |
False |
False |
10,093 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0061 |
0.6% |
15% |
False |
False |
7,572 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
12% |
False |
False |
6,060 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0058 |
0.5% |
12% |
False |
False |
5,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1101 |
|
2.618 |
1.0993 |
|
1.618 |
1.0927 |
|
1.000 |
1.0886 |
|
0.618 |
1.0861 |
|
HIGH |
1.0820 |
|
0.618 |
1.0795 |
|
0.500 |
1.0787 |
|
0.382 |
1.0779 |
|
LOW |
1.0754 |
|
0.618 |
1.0713 |
|
1.000 |
1.0688 |
|
1.618 |
1.0647 |
|
2.618 |
1.0581 |
|
4.250 |
1.0474 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0791 |
| PP |
1.0778 |
1.0780 |
| S1 |
1.0768 |
1.0770 |
|