CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 13-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0798 |
1.0763 |
-0.0035 |
-0.3% |
1.0773 |
| High |
1.0820 |
1.0845 |
0.0025 |
0.2% |
1.0853 |
| Low |
1.0754 |
1.0759 |
0.0005 |
0.0% |
1.0758 |
| Close |
1.0759 |
1.0837 |
0.0078 |
0.7% |
1.0809 |
| Range |
0.0066 |
0.0086 |
0.0020 |
30.3% |
0.0095 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
2.7% |
0.0000 |
| Volume |
18,086 |
25,451 |
7,365 |
40.7% |
104,854 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1040 |
1.0884 |
|
| R3 |
1.0986 |
1.0954 |
1.0861 |
|
| R2 |
1.0900 |
1.0900 |
1.0853 |
|
| R1 |
1.0868 |
1.0868 |
1.0845 |
1.0884 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0822 |
| S1 |
1.0782 |
1.0782 |
1.0829 |
1.0798 |
| S2 |
1.0728 |
1.0728 |
1.0821 |
|
| S3 |
1.0642 |
1.0696 |
1.0813 |
|
| S4 |
1.0556 |
1.0610 |
1.0790 |
|
|
| 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 |
1.0845 |
1.0754 |
0.0091 |
0.8% |
0.0059 |
0.5% |
91% |
True |
False |
19,489 |
| 10 |
1.0853 |
1.0693 |
0.0160 |
1.5% |
0.0062 |
0.6% |
90% |
False |
False |
21,688 |
| 20 |
1.0900 |
1.0693 |
0.0207 |
1.9% |
0.0066 |
0.6% |
70% |
False |
False |
23,438 |
| 40 |
1.1016 |
1.0693 |
0.0323 |
3.0% |
0.0065 |
0.6% |
45% |
False |
False |
15,746 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
33% |
False |
False |
10,517 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0061 |
0.6% |
33% |
False |
False |
7,890 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
26% |
False |
False |
6,314 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0059 |
0.5% |
26% |
False |
False |
5,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1211 |
|
2.618 |
1.1070 |
|
1.618 |
1.0984 |
|
1.000 |
1.0931 |
|
0.618 |
1.0898 |
|
HIGH |
1.0845 |
|
0.618 |
1.0812 |
|
0.500 |
1.0802 |
|
0.382 |
1.0792 |
|
LOW |
1.0759 |
|
0.618 |
1.0706 |
|
1.000 |
1.0673 |
|
1.618 |
1.0620 |
|
2.618 |
1.0534 |
|
4.250 |
1.0394 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0825 |
1.0825 |
| PP |
1.0814 |
1.0812 |
| S1 |
1.0802 |
1.0800 |
|