CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0981 |
1.0926 |
-0.0055 |
-0.5% |
1.0927 |
| High |
1.0999 |
1.1017 |
0.0018 |
0.2% |
1.0999 |
| Low |
1.0910 |
1.0916 |
0.0006 |
0.1% |
1.0852 |
| Close |
1.0936 |
1.1012 |
0.0076 |
0.7% |
1.0936 |
| Range |
0.0089 |
0.0101 |
0.0012 |
13.5% |
0.0147 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.2% |
0.0000 |
| Volume |
38,124 |
27,846 |
-10,278 |
-27.0% |
130,274 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1249 |
1.1068 |
|
| R3 |
1.1184 |
1.1148 |
1.1040 |
|
| R2 |
1.1083 |
1.1083 |
1.1031 |
|
| R1 |
1.1047 |
1.1047 |
1.1021 |
1.1065 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.0991 |
| S1 |
1.0946 |
1.0946 |
1.1003 |
1.0964 |
| S2 |
1.0881 |
1.0881 |
1.0993 |
|
| S3 |
1.0780 |
1.0845 |
1.0984 |
|
| S4 |
1.0679 |
1.0744 |
1.0956 |
|
|
| 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 |
1.1017 |
1.0852 |
0.0165 |
1.5% |
0.0076 |
0.7% |
97% |
True |
False |
27,687 |
| 10 |
1.1017 |
1.0822 |
0.0195 |
1.8% |
0.0067 |
0.6% |
97% |
True |
False |
24,173 |
| 20 |
1.1017 |
1.0754 |
0.0263 |
2.4% |
0.0062 |
0.6% |
98% |
True |
False |
22,219 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
2.9% |
0.0065 |
0.6% |
98% |
True |
False |
23,175 |
| 60 |
1.1021 |
1.0693 |
0.0328 |
3.0% |
0.0064 |
0.6% |
97% |
False |
False |
15,596 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
3.9% |
0.0062 |
0.6% |
74% |
False |
False |
11,710 |
| 100 |
1.1239 |
1.0693 |
0.0546 |
5.0% |
0.0063 |
0.6% |
58% |
False |
False |
9,370 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.1% |
0.0061 |
0.6% |
57% |
False |
False |
7,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1446 |
|
2.618 |
1.1281 |
|
1.618 |
1.1180 |
|
1.000 |
1.1118 |
|
0.618 |
1.1079 |
|
HIGH |
1.1017 |
|
0.618 |
1.0978 |
|
0.500 |
1.0967 |
|
0.382 |
1.0955 |
|
LOW |
1.0916 |
|
0.618 |
1.0854 |
|
1.000 |
1.0815 |
|
1.618 |
1.0753 |
|
2.618 |
1.0652 |
|
4.250 |
1.0487 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0997 |
1.0992 |
| PP |
1.0982 |
1.0972 |
| S1 |
1.0967 |
1.0953 |
|