CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 14-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0763 |
1.0842 |
0.0079 |
0.7% |
1.0773 |
| High |
1.0845 |
1.0892 |
0.0047 |
0.4% |
1.0853 |
| Low |
1.0759 |
1.0834 |
0.0075 |
0.7% |
1.0758 |
| Close |
1.0837 |
1.0845 |
0.0008 |
0.1% |
1.0809 |
| Range |
0.0086 |
0.0058 |
-0.0028 |
-32.6% |
0.0095 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
25,451 |
22,315 |
-3,136 |
-12.3% |
104,854 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1031 |
1.0996 |
1.0877 |
|
| R3 |
1.0973 |
1.0938 |
1.0861 |
|
| R2 |
1.0915 |
1.0915 |
1.0856 |
|
| R1 |
1.0880 |
1.0880 |
1.0850 |
1.0898 |
| PP |
1.0857 |
1.0857 |
1.0857 |
1.0866 |
| S1 |
1.0822 |
1.0822 |
1.0840 |
1.0840 |
| S2 |
1.0799 |
1.0799 |
1.0834 |
|
| S3 |
1.0741 |
1.0764 |
1.0829 |
|
| S4 |
1.0683 |
1.0706 |
1.0813 |
|
|
| 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 |
1.0892 |
1.0754 |
0.0138 |
1.3% |
0.0062 |
0.6% |
66% |
True |
False |
20,554 |
| 10 |
1.0892 |
1.0728 |
0.0164 |
1.5% |
0.0061 |
0.6% |
71% |
True |
False |
20,980 |
| 20 |
1.0892 |
1.0693 |
0.0199 |
1.8% |
0.0064 |
0.6% |
76% |
True |
False |
22,926 |
| 40 |
1.1016 |
1.0693 |
0.0323 |
3.0% |
0.0064 |
0.6% |
47% |
False |
False |
16,300 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0061 |
0.6% |
35% |
False |
False |
10,889 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0061 |
0.6% |
35% |
False |
False |
8,168 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
27% |
False |
False |
6,537 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0059 |
0.5% |
27% |
False |
False |
5,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1139 |
|
2.618 |
1.1044 |
|
1.618 |
1.0986 |
|
1.000 |
1.0950 |
|
0.618 |
1.0928 |
|
HIGH |
1.0892 |
|
0.618 |
1.0870 |
|
0.500 |
1.0863 |
|
0.382 |
1.0856 |
|
LOW |
1.0834 |
|
0.618 |
1.0798 |
|
1.000 |
1.0776 |
|
1.618 |
1.0740 |
|
2.618 |
1.0682 |
|
4.250 |
1.0588 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0838 |
| PP |
1.0857 |
1.0830 |
| S1 |
1.0851 |
1.0823 |
|