CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 29-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0904 |
1.0981 |
0.0077 |
0.7% |
1.0927 |
| High |
1.0984 |
1.0999 |
0.0015 |
0.1% |
1.0999 |
| Low |
1.0888 |
1.0910 |
0.0022 |
0.2% |
1.0852 |
| Close |
1.0980 |
1.0936 |
-0.0044 |
-0.4% |
1.0936 |
| Range |
0.0096 |
0.0089 |
-0.0007 |
-7.3% |
0.0147 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.2% |
0.0000 |
| Volume |
31,565 |
38,124 |
6,559 |
20.8% |
130,274 |
|
| Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1215 |
1.1165 |
1.0985 |
|
| R3 |
1.1126 |
1.1076 |
1.0960 |
|
| R2 |
1.1037 |
1.1037 |
1.0952 |
|
| R1 |
1.0987 |
1.0987 |
1.0944 |
1.0968 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0939 |
| S1 |
1.0898 |
1.0898 |
1.0928 |
1.0879 |
| S2 |
1.0859 |
1.0859 |
1.0920 |
|
| S3 |
1.0770 |
1.0809 |
1.0912 |
|
| S4 |
1.0681 |
1.0720 |
1.0887 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1300 |
1.1017 |
|
| R3 |
1.1223 |
1.1153 |
1.0976 |
|
| R2 |
1.1076 |
1.1076 |
1.0963 |
|
| R1 |
1.1006 |
1.1006 |
1.0949 |
1.1041 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0947 |
| S1 |
1.0859 |
1.0859 |
1.0923 |
1.0894 |
| S2 |
1.0782 |
1.0782 |
1.0909 |
|
| S3 |
1.0635 |
1.0712 |
1.0896 |
|
| S4 |
1.0488 |
1.0565 |
1.0855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0999 |
1.0852 |
0.0147 |
1.3% |
0.0068 |
0.6% |
57% |
True |
False |
26,054 |
| 10 |
1.0999 |
1.0799 |
0.0200 |
1.8% |
0.0063 |
0.6% |
69% |
True |
False |
23,584 |
| 20 |
1.0999 |
1.0754 |
0.0245 |
2.2% |
0.0061 |
0.6% |
74% |
True |
False |
22,110 |
| 40 |
1.0999 |
1.0693 |
0.0306 |
2.8% |
0.0064 |
0.6% |
79% |
True |
False |
22,627 |
| 60 |
1.1044 |
1.0693 |
0.0351 |
3.2% |
0.0064 |
0.6% |
69% |
False |
False |
15,132 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
3.9% |
0.0061 |
0.6% |
56% |
False |
False |
11,362 |
| 100 |
1.1239 |
1.0693 |
0.0546 |
5.0% |
0.0062 |
0.6% |
45% |
False |
False |
9,092 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.1% |
0.0060 |
0.6% |
43% |
False |
False |
7,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1377 |
|
2.618 |
1.1232 |
|
1.618 |
1.1143 |
|
1.000 |
1.1088 |
|
0.618 |
1.1054 |
|
HIGH |
1.0999 |
|
0.618 |
1.0965 |
|
0.500 |
1.0955 |
|
0.382 |
1.0944 |
|
LOW |
1.0910 |
|
0.618 |
1.0855 |
|
1.000 |
1.0821 |
|
1.618 |
1.0766 |
|
2.618 |
1.0677 |
|
4.250 |
1.0532 |
|
|
| Fisher Pivots for day following 29-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0955 |
1.0939 |
| PP |
1.0948 |
1.0938 |
| S1 |
1.0942 |
1.0937 |
|