CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0927 |
0.0026 |
0.2% |
1.0844 |
| High |
1.0942 |
1.0943 |
0.0001 |
0.0% |
1.0942 |
| Low |
1.0900 |
1.0880 |
-0.0020 |
-0.2% |
1.0799 |
| Close |
1.0929 |
1.0888 |
-0.0041 |
-0.4% |
1.0929 |
| Range |
0.0042 |
0.0063 |
0.0021 |
50.0% |
0.0143 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.3% |
0.0000 |
| Volume |
20,627 |
19,683 |
-944 |
-4.6% |
105,575 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.1053 |
1.0923 |
|
| R3 |
1.1030 |
1.0990 |
1.0905 |
|
| R2 |
1.0967 |
1.0967 |
1.0900 |
|
| R1 |
1.0927 |
1.0927 |
1.0894 |
1.0916 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0898 |
| S1 |
1.0864 |
1.0864 |
1.0882 |
1.0853 |
| S2 |
1.0841 |
1.0841 |
1.0876 |
|
| S3 |
1.0778 |
1.0801 |
1.0871 |
|
| S4 |
1.0715 |
1.0738 |
1.0853 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1319 |
1.1267 |
1.1008 |
|
| R3 |
1.1176 |
1.1124 |
1.0968 |
|
| R2 |
1.1033 |
1.1033 |
1.0955 |
|
| R1 |
1.0981 |
1.0981 |
1.0942 |
1.1007 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0903 |
| S1 |
1.0838 |
1.0838 |
1.0916 |
1.0864 |
| S2 |
1.0747 |
1.0747 |
1.0903 |
|
| S3 |
1.0604 |
1.0695 |
1.0890 |
|
| S4 |
1.0461 |
1.0552 |
1.0850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0943 |
1.0822 |
0.0121 |
1.1% |
0.0058 |
0.5% |
55% |
True |
False |
20,659 |
| 10 |
1.0943 |
1.0754 |
0.0189 |
1.7% |
0.0061 |
0.6% |
71% |
True |
False |
21,083 |
| 20 |
1.0943 |
1.0693 |
0.0250 |
2.3% |
0.0061 |
0.6% |
78% |
True |
False |
21,654 |
| 40 |
1.1016 |
1.0693 |
0.0323 |
3.0% |
0.0064 |
0.6% |
60% |
False |
False |
19,917 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
45% |
False |
False |
13,290 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
45% |
False |
False |
9,980 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
35% |
False |
False |
7,986 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0060 |
0.5% |
35% |
False |
False |
6,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1211 |
|
2.618 |
1.1108 |
|
1.618 |
1.1045 |
|
1.000 |
1.1006 |
|
0.618 |
1.0982 |
|
HIGH |
1.0943 |
|
0.618 |
1.0919 |
|
0.500 |
1.0912 |
|
0.382 |
1.0904 |
|
LOW |
1.0880 |
|
0.618 |
1.0841 |
|
1.000 |
1.0817 |
|
1.618 |
1.0778 |
|
2.618 |
1.0715 |
|
4.250 |
1.0612 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0912 |
1.0910 |
| PP |
1.0904 |
1.0903 |
| S1 |
1.0896 |
1.0895 |
|