CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 09-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2021 |
09-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0970 |
1.0960 |
-0.0010 |
-0.1% |
1.0926 |
| High |
1.0976 |
1.0996 |
0.0020 |
0.2% |
1.1017 |
| Low |
1.0929 |
1.0934 |
0.0005 |
0.0% |
1.0907 |
| Close |
1.0959 |
1.0992 |
0.0033 |
0.3% |
1.0968 |
| Range |
0.0047 |
0.0062 |
0.0015 |
31.9% |
0.0110 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
19,639 |
23,278 |
3,639 |
18.5% |
130,235 |
|
| Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1138 |
1.1026 |
|
| R3 |
1.1098 |
1.1076 |
1.1009 |
|
| R2 |
1.1036 |
1.1036 |
1.1003 |
|
| R1 |
1.1014 |
1.1014 |
1.0998 |
1.1025 |
| PP |
1.0974 |
1.0974 |
1.0974 |
1.0980 |
| S1 |
1.0952 |
1.0952 |
1.0986 |
1.0963 |
| S2 |
1.0912 |
1.0912 |
1.0981 |
|
| S3 |
1.0850 |
1.0890 |
1.0975 |
|
| S4 |
1.0788 |
1.0828 |
1.0958 |
|
|
| 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 |
1.0996 |
1.0907 |
0.0089 |
0.8% |
0.0057 |
0.5% |
96% |
True |
False |
23,844 |
| 10 |
1.1017 |
1.0878 |
0.0139 |
1.3% |
0.0069 |
0.6% |
82% |
False |
False |
26,624 |
| 20 |
1.1017 |
1.0759 |
0.0258 |
2.3% |
0.0064 |
0.6% |
90% |
False |
False |
23,824 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
2.9% |
0.0064 |
0.6% |
92% |
False |
False |
23,455 |
| 60 |
1.1021 |
1.0693 |
0.0328 |
3.0% |
0.0064 |
0.6% |
91% |
False |
False |
18,016 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
3.9% |
0.0062 |
0.6% |
69% |
False |
False |
13,526 |
| 100 |
1.1124 |
1.0693 |
0.0431 |
3.9% |
0.0061 |
0.6% |
69% |
False |
False |
10,822 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.1% |
0.0061 |
0.6% |
53% |
False |
False |
9,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1260 |
|
2.618 |
1.1158 |
|
1.618 |
1.1096 |
|
1.000 |
1.1058 |
|
0.618 |
1.1034 |
|
HIGH |
1.0996 |
|
0.618 |
1.0972 |
|
0.500 |
1.0965 |
|
0.382 |
1.0958 |
|
LOW |
1.0934 |
|
0.618 |
1.0896 |
|
1.000 |
1.0872 |
|
1.618 |
1.0834 |
|
2.618 |
1.0772 |
|
4.250 |
1.0671 |
|
|
| Fisher Pivots for day following 09-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0983 |
1.0979 |
| PP |
1.0974 |
1.0965 |
| S1 |
1.0965 |
1.0952 |
|