CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 02-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.1012 |
0.0086 |
0.8% |
1.0927 |
| High |
1.1017 |
1.1013 |
-0.0004 |
0.0% |
1.0999 |
| Low |
1.0916 |
1.0940 |
0.0024 |
0.2% |
1.0852 |
| Close |
1.1012 |
1.0951 |
-0.0061 |
-0.6% |
1.0936 |
| Range |
0.0101 |
0.0073 |
-0.0028 |
-27.7% |
0.0147 |
| ATR |
0.0066 |
0.0067 |
0.0000 |
0.7% |
0.0000 |
| Volume |
27,846 |
26,084 |
-1,762 |
-6.3% |
130,274 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1187 |
1.1142 |
1.0991 |
|
| R3 |
1.1114 |
1.1069 |
1.0971 |
|
| R2 |
1.1041 |
1.1041 |
1.0964 |
|
| R1 |
1.0996 |
1.0996 |
1.0958 |
1.0982 |
| PP |
1.0968 |
1.0968 |
1.0968 |
1.0961 |
| S1 |
1.0923 |
1.0923 |
1.0944 |
1.0909 |
| S2 |
1.0895 |
1.0895 |
1.0938 |
|
| S3 |
1.0822 |
1.0850 |
1.0931 |
|
| S4 |
1.0749 |
1.0777 |
1.0911 |
|
|
| 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 |
1.0878 |
0.0139 |
1.3% |
0.0081 |
0.7% |
53% |
False |
False |
29,404 |
| 10 |
1.1017 |
1.0822 |
0.0195 |
1.8% |
0.0068 |
0.6% |
66% |
False |
False |
24,664 |
| 20 |
1.1017 |
1.0754 |
0.0263 |
2.4% |
0.0063 |
0.6% |
75% |
False |
False |
22,544 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0065 |
0.6% |
80% |
False |
False |
23,482 |
| 60 |
1.1021 |
1.0693 |
0.0328 |
3.0% |
0.0064 |
0.6% |
79% |
False |
False |
16,031 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
3.9% |
0.0062 |
0.6% |
60% |
False |
False |
12,036 |
| 100 |
1.1203 |
1.0693 |
0.0510 |
4.7% |
0.0062 |
0.6% |
51% |
False |
False |
9,630 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.1% |
0.0061 |
0.6% |
46% |
False |
False |
8,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1323 |
|
2.618 |
1.1204 |
|
1.618 |
1.1131 |
|
1.000 |
1.1086 |
|
0.618 |
1.1058 |
|
HIGH |
1.1013 |
|
0.618 |
1.0985 |
|
0.500 |
1.0977 |
|
0.382 |
1.0968 |
|
LOW |
1.0940 |
|
0.618 |
1.0895 |
|
1.000 |
1.0867 |
|
1.618 |
1.0822 |
|
2.618 |
1.0749 |
|
4.250 |
1.0630 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.0964 |
| PP |
1.0968 |
1.0959 |
| S1 |
1.0960 |
1.0955 |
|