CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0841 |
1.0849 |
0.0008 |
0.1% |
1.0805 |
| High |
1.0903 |
1.0900 |
-0.0003 |
0.0% |
1.0892 |
| Low |
1.0838 |
1.0822 |
-0.0016 |
-0.1% |
1.0754 |
| Close |
1.0853 |
1.0896 |
0.0043 |
0.4% |
1.0852 |
| Range |
0.0065 |
0.0078 |
0.0013 |
20.0% |
0.0138 |
| ATR |
0.0062 |
0.0064 |
0.0001 |
1.8% |
0.0000 |
| Volume |
21,175 |
20,812 |
-363 |
-1.7% |
101,508 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1107 |
1.1079 |
1.0939 |
|
| R3 |
1.1029 |
1.1001 |
1.0917 |
|
| R2 |
1.0951 |
1.0951 |
1.0910 |
|
| R1 |
1.0923 |
1.0923 |
1.0903 |
1.0937 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0880 |
| S1 |
1.0845 |
1.0845 |
1.0889 |
1.0859 |
| S2 |
1.0795 |
1.0795 |
1.0882 |
|
| S3 |
1.0717 |
1.0767 |
1.0875 |
|
| S4 |
1.0639 |
1.0689 |
1.0853 |
|
|
| 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 |
1.0903 |
1.0799 |
0.0104 |
1.0% |
0.0062 |
0.6% |
93% |
False |
False |
21,198 |
| 10 |
1.0903 |
1.0754 |
0.0149 |
1.4% |
0.0061 |
0.6% |
95% |
False |
False |
20,343 |
| 20 |
1.0903 |
1.0693 |
0.0210 |
1.9% |
0.0062 |
0.6% |
97% |
False |
False |
21,764 |
| 40 |
1.1016 |
1.0693 |
0.0323 |
3.0% |
0.0065 |
0.6% |
63% |
False |
False |
18,388 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
47% |
False |
False |
12,269 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
47% |
False |
False |
9,214 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0062 |
0.6% |
36% |
False |
False |
7,374 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0060 |
0.5% |
36% |
False |
False |
6,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1232 |
|
2.618 |
1.1104 |
|
1.618 |
1.1026 |
|
1.000 |
1.0978 |
|
0.618 |
1.0948 |
|
HIGH |
1.0900 |
|
0.618 |
1.0870 |
|
0.500 |
1.0861 |
|
0.382 |
1.0852 |
|
LOW |
1.0822 |
|
0.618 |
1.0774 |
|
1.000 |
1.0744 |
|
1.618 |
1.0696 |
|
2.618 |
1.0618 |
|
4.250 |
1.0491 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0881 |
| PP |
1.0873 |
1.0866 |
| S1 |
1.0861 |
1.0851 |
|