CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 10-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.0984 |
0.0024 |
0.2% |
1.0926 |
| High |
1.0996 |
1.0987 |
-0.0009 |
-0.1% |
1.1017 |
| Low |
1.0934 |
1.0894 |
-0.0040 |
-0.4% |
1.0907 |
| Close |
1.0992 |
1.0904 |
-0.0088 |
-0.8% |
1.0968 |
| Range |
0.0062 |
0.0093 |
0.0031 |
50.0% |
0.0110 |
| ATR |
0.0064 |
0.0067 |
0.0002 |
3.8% |
0.0000 |
| Volume |
23,278 |
29,760 |
6,482 |
27.8% |
130,235 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1149 |
1.0955 |
|
| R3 |
1.1114 |
1.1056 |
1.0930 |
|
| R2 |
1.1021 |
1.1021 |
1.0921 |
|
| R1 |
1.0963 |
1.0963 |
1.0913 |
1.0946 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0920 |
| S1 |
1.0870 |
1.0870 |
1.0895 |
1.0853 |
| S2 |
1.0835 |
1.0835 |
1.0887 |
|
| S3 |
1.0742 |
1.0777 |
1.0878 |
|
| S4 |
1.0649 |
1.0684 |
1.0853 |
|
|
| 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 |
1.0894 |
0.0102 |
0.9% |
0.0064 |
0.6% |
10% |
False |
True |
24,307 |
| 10 |
1.1017 |
1.0888 |
0.0129 |
1.2% |
0.0074 |
0.7% |
12% |
False |
False |
27,260 |
| 20 |
1.1017 |
1.0799 |
0.0218 |
2.0% |
0.0064 |
0.6% |
48% |
False |
False |
24,040 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0065 |
0.6% |
65% |
False |
False |
23,739 |
| 60 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0065 |
0.6% |
65% |
False |
False |
18,510 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
49% |
False |
False |
13,898 |
| 100 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
49% |
False |
False |
11,120 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0062 |
0.6% |
38% |
False |
False |
9,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1382 |
|
2.618 |
1.1230 |
|
1.618 |
1.1137 |
|
1.000 |
1.1080 |
|
0.618 |
1.1044 |
|
HIGH |
1.0987 |
|
0.618 |
1.0951 |
|
0.500 |
1.0941 |
|
0.382 |
1.0930 |
|
LOW |
1.0894 |
|
0.618 |
1.0837 |
|
1.000 |
1.0801 |
|
1.618 |
1.0744 |
|
2.618 |
1.0651 |
|
4.250 |
1.0499 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0945 |
| PP |
1.0928 |
1.0931 |
| S1 |
1.0916 |
1.0918 |
|