CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0984 |
1.0900 |
-0.0084 |
-0.8% |
1.0926 |
| High |
1.0987 |
1.0903 |
-0.0084 |
-0.8% |
1.1017 |
| Low |
1.0894 |
1.0849 |
-0.0045 |
-0.4% |
1.0907 |
| Close |
1.0904 |
1.0854 |
-0.0050 |
-0.5% |
1.0968 |
| Range |
0.0093 |
0.0054 |
-0.0039 |
-41.9% |
0.0110 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
29,760 |
22,034 |
-7,726 |
-26.0% |
130,235 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1031 |
1.0996 |
1.0884 |
|
| R3 |
1.0977 |
1.0942 |
1.0869 |
|
| R2 |
1.0923 |
1.0923 |
1.0864 |
|
| R1 |
1.0888 |
1.0888 |
1.0859 |
1.0879 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0864 |
| S1 |
1.0834 |
1.0834 |
1.0849 |
1.0825 |
| S2 |
1.0815 |
1.0815 |
1.0844 |
|
| S3 |
1.0761 |
1.0780 |
1.0839 |
|
| S4 |
1.0707 |
1.0726 |
1.0824 |
|
|
| 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 |
1.0849 |
0.0147 |
1.4% |
0.0067 |
0.6% |
3% |
False |
True |
24,250 |
| 10 |
1.1017 |
1.0849 |
0.0168 |
1.5% |
0.0070 |
0.6% |
3% |
False |
True |
26,307 |
| 20 |
1.1017 |
1.0799 |
0.0218 |
2.0% |
0.0064 |
0.6% |
25% |
False |
False |
24,026 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0064 |
0.6% |
50% |
False |
False |
23,476 |
| 60 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0064 |
0.6% |
50% |
False |
False |
18,875 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
37% |
False |
False |
14,173 |
| 100 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
37% |
False |
False |
11,340 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0062 |
0.6% |
29% |
False |
False |
9,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1133 |
|
2.618 |
1.1044 |
|
1.618 |
1.0990 |
|
1.000 |
1.0957 |
|
0.618 |
1.0936 |
|
HIGH |
1.0903 |
|
0.618 |
1.0882 |
|
0.500 |
1.0876 |
|
0.382 |
1.0870 |
|
LOW |
1.0849 |
|
0.618 |
1.0816 |
|
1.000 |
1.0795 |
|
1.618 |
1.0762 |
|
2.618 |
1.0708 |
|
4.250 |
1.0620 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0876 |
1.0923 |
| PP |
1.0869 |
1.0900 |
| S1 |
1.0861 |
1.0877 |
|