CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 08-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0969 |
1.0970 |
0.0001 |
0.0% |
1.0926 |
| High |
1.0985 |
1.0976 |
-0.0009 |
-0.1% |
1.1017 |
| Low |
1.0907 |
1.0929 |
0.0022 |
0.2% |
1.0907 |
| Close |
1.0968 |
1.0959 |
-0.0009 |
-0.1% |
1.0968 |
| Range |
0.0078 |
0.0047 |
-0.0031 |
-39.7% |
0.0110 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
26,539 |
19,639 |
-6,900 |
-26.0% |
130,235 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1096 |
1.1074 |
1.0985 |
|
| R3 |
1.1049 |
1.1027 |
1.0972 |
|
| R2 |
1.1002 |
1.1002 |
1.0968 |
|
| R1 |
1.0980 |
1.0980 |
1.0963 |
1.0968 |
| PP |
1.0955 |
1.0955 |
1.0955 |
1.0948 |
| S1 |
1.0933 |
1.0933 |
1.0955 |
1.0921 |
| S2 |
1.0908 |
1.0908 |
1.0950 |
|
| S3 |
1.0861 |
1.0886 |
1.0946 |
|
| S4 |
1.0814 |
1.0839 |
1.0933 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1294 |
1.1241 |
1.1029 |
|
| R3 |
1.1184 |
1.1131 |
1.0998 |
|
| R2 |
1.1074 |
1.1074 |
1.0988 |
|
| R1 |
1.1021 |
1.1021 |
1.0978 |
1.1048 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0977 |
| S1 |
1.0911 |
1.0911 |
1.0958 |
1.0938 |
| S2 |
1.0854 |
1.0854 |
1.0948 |
|
| S3 |
1.0744 |
1.0801 |
1.0938 |
|
| S4 |
1.0634 |
1.0691 |
1.0908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1013 |
1.0907 |
0.0106 |
1.0% |
0.0059 |
0.5% |
49% |
False |
False |
24,405 |
| 10 |
1.1017 |
1.0852 |
0.0165 |
1.5% |
0.0067 |
0.6% |
65% |
False |
False |
26,046 |
| 20 |
1.1017 |
1.0754 |
0.0263 |
2.4% |
0.0064 |
0.6% |
78% |
False |
False |
23,565 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0064 |
0.6% |
82% |
False |
False |
23,331 |
| 60 |
1.1021 |
1.0693 |
0.0328 |
3.0% |
0.0064 |
0.6% |
81% |
False |
False |
17,628 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
3.9% |
0.0062 |
0.6% |
62% |
False |
False |
13,235 |
| 100 |
1.1124 |
1.0693 |
0.0431 |
3.9% |
0.0061 |
0.6% |
62% |
False |
False |
10,590 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.1% |
0.0061 |
0.6% |
47% |
False |
False |
8,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1176 |
|
2.618 |
1.1099 |
|
1.618 |
1.1052 |
|
1.000 |
1.1023 |
|
0.618 |
1.1005 |
|
HIGH |
1.0976 |
|
0.618 |
1.0958 |
|
0.500 |
1.0953 |
|
0.382 |
1.0947 |
|
LOW |
1.0929 |
|
0.618 |
1.0900 |
|
1.000 |
1.0882 |
|
1.618 |
1.0853 |
|
2.618 |
1.0806 |
|
4.250 |
1.0729 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.0955 |
| PP |
1.0955 |
1.0951 |
| S1 |
1.0953 |
1.0947 |
|