CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 26-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0927 |
1.0887 |
-0.0040 |
-0.4% |
1.0844 |
| High |
1.0943 |
1.0898 |
-0.0045 |
-0.4% |
1.0942 |
| Low |
1.0880 |
1.0852 |
-0.0028 |
-0.3% |
1.0799 |
| Close |
1.0888 |
1.0885 |
-0.0003 |
0.0% |
1.0929 |
| Range |
0.0063 |
0.0046 |
-0.0017 |
-27.0% |
0.0143 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
19,683 |
17,497 |
-2,186 |
-11.1% |
105,575 |
|
| Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0997 |
1.0910 |
|
| R3 |
1.0970 |
1.0951 |
1.0898 |
|
| R2 |
1.0924 |
1.0924 |
1.0893 |
|
| R1 |
1.0905 |
1.0905 |
1.0889 |
1.0892 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0872 |
| S1 |
1.0859 |
1.0859 |
1.0881 |
1.0846 |
| S2 |
1.0832 |
1.0832 |
1.0877 |
|
| S3 |
1.0786 |
1.0813 |
1.0872 |
|
| S4 |
1.0740 |
1.0767 |
1.0860 |
|
|
| 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% |
0.0055 |
0.5% |
52% |
False |
False |
19,923 |
| 10 |
1.0943 |
1.0759 |
0.0184 |
1.7% |
0.0059 |
0.5% |
68% |
False |
False |
21,024 |
| 20 |
1.0943 |
1.0693 |
0.0250 |
2.3% |
0.0061 |
0.6% |
77% |
False |
False |
21,361 |
| 40 |
1.0999 |
1.0693 |
0.0306 |
2.8% |
0.0062 |
0.6% |
63% |
False |
False |
20,350 |
| 60 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
45% |
False |
False |
13,581 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
45% |
False |
False |
10,198 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0061 |
0.6% |
34% |
False |
False |
8,161 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0059 |
0.5% |
34% |
False |
False |
6,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1094 |
|
2.618 |
1.1018 |
|
1.618 |
1.0972 |
|
1.000 |
1.0944 |
|
0.618 |
1.0926 |
|
HIGH |
1.0898 |
|
0.618 |
1.0880 |
|
0.500 |
1.0875 |
|
0.382 |
1.0870 |
|
LOW |
1.0852 |
|
0.618 |
1.0824 |
|
1.000 |
1.0806 |
|
1.618 |
1.0778 |
|
2.618 |
1.0732 |
|
4.250 |
1.0657 |
|
|
| Fisher Pivots for day following 26-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0882 |
1.0898 |
| PP |
1.0878 |
1.0893 |
| S1 |
1.0875 |
1.0889 |
|