CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0861 |
-0.0039 |
-0.4% |
1.0970 |
| High |
1.0903 |
1.0875 |
-0.0028 |
-0.3% |
1.0996 |
| Low |
1.0849 |
1.0833 |
-0.0016 |
-0.1% |
1.0833 |
| Close |
1.0854 |
1.0869 |
0.0015 |
0.1% |
1.0869 |
| Range |
0.0054 |
0.0042 |
-0.0012 |
-22.2% |
0.0163 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
22,034 |
19,780 |
-2,254 |
-10.2% |
114,491 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0985 |
1.0969 |
1.0892 |
|
| R3 |
1.0943 |
1.0927 |
1.0881 |
|
| R2 |
1.0901 |
1.0901 |
1.0877 |
|
| R1 |
1.0885 |
1.0885 |
1.0873 |
1.0893 |
| PP |
1.0859 |
1.0859 |
1.0859 |
1.0863 |
| S1 |
1.0843 |
1.0843 |
1.0865 |
1.0851 |
| S2 |
1.0817 |
1.0817 |
1.0861 |
|
| S3 |
1.0775 |
1.0801 |
1.0857 |
|
| S4 |
1.0733 |
1.0759 |
1.0846 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1292 |
1.0959 |
|
| R3 |
1.1225 |
1.1129 |
1.0914 |
|
| R2 |
1.1062 |
1.1062 |
1.0899 |
|
| R1 |
1.0966 |
1.0966 |
1.0884 |
1.0933 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0883 |
| S1 |
1.0803 |
1.0803 |
1.0854 |
1.0770 |
| S2 |
1.0736 |
1.0736 |
1.0839 |
|
| S3 |
1.0573 |
1.0640 |
1.0824 |
|
| S4 |
1.0410 |
1.0477 |
1.0779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0996 |
1.0833 |
0.0163 |
1.5% |
0.0060 |
0.5% |
22% |
False |
True |
22,898 |
| 10 |
1.1017 |
1.0833 |
0.0184 |
1.7% |
0.0065 |
0.6% |
20% |
False |
True |
24,472 |
| 20 |
1.1017 |
1.0799 |
0.0218 |
2.0% |
0.0064 |
0.6% |
32% |
False |
False |
24,028 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0063 |
0.6% |
54% |
False |
False |
23,402 |
| 60 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0064 |
0.6% |
54% |
False |
False |
19,204 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
41% |
False |
False |
14,420 |
| 100 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
41% |
False |
False |
11,537 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0062 |
0.6% |
31% |
False |
False |
9,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1054 |
|
2.618 |
1.0985 |
|
1.618 |
1.0943 |
|
1.000 |
1.0917 |
|
0.618 |
1.0901 |
|
HIGH |
1.0875 |
|
0.618 |
1.0859 |
|
0.500 |
1.0854 |
|
0.382 |
1.0849 |
|
LOW |
1.0833 |
|
0.618 |
1.0807 |
|
1.000 |
1.0791 |
|
1.618 |
1.0765 |
|
2.618 |
1.0723 |
|
4.250 |
1.0655 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0864 |
1.0910 |
| PP |
1.0859 |
1.0896 |
| S1 |
1.0854 |
1.0883 |
|