CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0884 |
1.0904 |
0.0020 |
0.2% |
1.0844 |
| High |
1.0924 |
1.0984 |
0.0060 |
0.5% |
1.0942 |
| Low |
1.0878 |
1.0888 |
0.0010 |
0.1% |
1.0799 |
| Close |
1.0914 |
1.0980 |
0.0066 |
0.6% |
1.0929 |
| Range |
0.0046 |
0.0096 |
0.0050 |
108.7% |
0.0143 |
| ATR |
0.0059 |
0.0061 |
0.0003 |
4.5% |
0.0000 |
| Volume |
23,405 |
31,565 |
8,160 |
34.9% |
105,575 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1239 |
1.1205 |
1.1033 |
|
| R3 |
1.1143 |
1.1109 |
1.1006 |
|
| R2 |
1.1047 |
1.1047 |
1.0998 |
|
| R1 |
1.1013 |
1.1013 |
1.0989 |
1.1030 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0959 |
| S1 |
1.0917 |
1.0917 |
1.0971 |
1.0934 |
| S2 |
1.0855 |
1.0855 |
1.0962 |
|
| S3 |
1.0759 |
1.0821 |
1.0954 |
|
| S4 |
1.0663 |
1.0725 |
1.0927 |
|
|
| 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 |
1.0984 |
1.0852 |
0.0132 |
1.2% |
0.0059 |
0.5% |
97% |
True |
False |
22,555 |
| 10 |
1.0984 |
1.0799 |
0.0185 |
1.7% |
0.0059 |
0.5% |
98% |
True |
False |
21,745 |
| 20 |
1.0984 |
1.0728 |
0.0256 |
2.3% |
0.0060 |
0.5% |
98% |
True |
False |
21,362 |
| 40 |
1.0996 |
1.0693 |
0.0303 |
2.8% |
0.0063 |
0.6% |
95% |
False |
False |
21,706 |
| 60 |
1.1082 |
1.0693 |
0.0389 |
3.5% |
0.0063 |
0.6% |
74% |
False |
False |
14,497 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
3.9% |
0.0062 |
0.6% |
67% |
False |
False |
10,885 |
| 100 |
1.1255 |
1.0693 |
0.0562 |
5.1% |
0.0062 |
0.6% |
51% |
False |
False |
8,711 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.1% |
0.0060 |
0.5% |
51% |
False |
False |
7,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1392 |
|
2.618 |
1.1235 |
|
1.618 |
1.1139 |
|
1.000 |
1.1080 |
|
0.618 |
1.1043 |
|
HIGH |
1.0984 |
|
0.618 |
1.0947 |
|
0.500 |
1.0936 |
|
0.382 |
1.0925 |
|
LOW |
1.0888 |
|
0.618 |
1.0829 |
|
1.000 |
1.0792 |
|
1.618 |
1.0733 |
|
2.618 |
1.0637 |
|
4.250 |
1.0480 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0965 |
1.0959 |
| PP |
1.0951 |
1.0939 |
| S1 |
1.0936 |
1.0918 |
|