CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 15-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0842 |
1.0843 |
0.0001 |
0.0% |
1.0805 |
| High |
1.0892 |
1.0860 |
-0.0032 |
-0.3% |
1.0892 |
| Low |
1.0834 |
1.0809 |
-0.0025 |
-0.2% |
1.0754 |
| Close |
1.0845 |
1.0852 |
0.0007 |
0.1% |
1.0852 |
| Range |
0.0058 |
0.0051 |
-0.0007 |
-12.1% |
0.0138 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
22,315 |
19,728 |
-2,587 |
-11.6% |
101,508 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0974 |
1.0880 |
|
| R3 |
1.0942 |
1.0923 |
1.0866 |
|
| R2 |
1.0891 |
1.0891 |
1.0861 |
|
| R1 |
1.0872 |
1.0872 |
1.0857 |
1.0882 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0845 |
| S1 |
1.0821 |
1.0821 |
1.0847 |
1.0831 |
| S2 |
1.0789 |
1.0789 |
1.0843 |
|
| S3 |
1.0738 |
1.0770 |
1.0838 |
|
| S4 |
1.0687 |
1.0719 |
1.0824 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1187 |
1.0928 |
|
| R3 |
1.1109 |
1.1049 |
1.0890 |
|
| R2 |
1.0971 |
1.0971 |
1.0877 |
|
| R1 |
1.0911 |
1.0911 |
1.0865 |
1.0941 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0848 |
| S1 |
1.0773 |
1.0773 |
1.0839 |
1.0803 |
| S2 |
1.0695 |
1.0695 |
1.0827 |
|
| S3 |
1.0557 |
1.0635 |
1.0814 |
|
| S4 |
1.0419 |
1.0497 |
1.0776 |
|
|
| 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% |
0.0061 |
0.6% |
71% |
False |
False |
20,301 |
| 10 |
1.0892 |
1.0754 |
0.0138 |
1.3% |
0.0060 |
0.6% |
71% |
False |
False |
20,636 |
| 20 |
1.0892 |
1.0693 |
0.0199 |
1.8% |
0.0062 |
0.6% |
80% |
False |
False |
22,775 |
| 40 |
1.1016 |
1.0693 |
0.0323 |
3.0% |
0.0063 |
0.6% |
49% |
False |
False |
16,792 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0061 |
0.6% |
37% |
False |
False |
11,218 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0061 |
0.6% |
37% |
False |
False |
8,415 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
28% |
False |
False |
6,735 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0059 |
0.5% |
28% |
False |
False |
5,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1077 |
|
2.618 |
1.0994 |
|
1.618 |
1.0943 |
|
1.000 |
1.0911 |
|
0.618 |
1.0892 |
|
HIGH |
1.0860 |
|
0.618 |
1.0841 |
|
0.500 |
1.0835 |
|
0.382 |
1.0828 |
|
LOW |
1.0809 |
|
0.618 |
1.0777 |
|
1.000 |
1.0758 |
|
1.618 |
1.0726 |
|
2.618 |
1.0675 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0846 |
1.0843 |
| PP |
1.0840 |
1.0834 |
| S1 |
1.0835 |
1.0826 |
|