CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 19-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0779 |
1.0808 |
0.0029 |
0.3% |
1.0863 |
| High |
1.0815 |
1.0816 |
0.0001 |
0.0% |
1.0892 |
| Low |
1.0768 |
1.0770 |
0.0002 |
0.0% |
1.0725 |
| Close |
1.0810 |
1.0775 |
-0.0035 |
-0.3% |
1.0775 |
| Range |
0.0047 |
0.0046 |
-0.0001 |
-2.1% |
0.0167 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
21,012 |
24,471 |
3,459 |
16.5% |
118,187 |
|
| Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0925 |
1.0896 |
1.0800 |
|
| R3 |
1.0879 |
1.0850 |
1.0788 |
|
| R2 |
1.0833 |
1.0833 |
1.0783 |
|
| R1 |
1.0804 |
1.0804 |
1.0779 |
1.0796 |
| PP |
1.0787 |
1.0787 |
1.0787 |
1.0783 |
| S1 |
1.0758 |
1.0758 |
1.0771 |
1.0750 |
| S2 |
1.0741 |
1.0741 |
1.0767 |
|
| S3 |
1.0695 |
1.0712 |
1.0762 |
|
| S4 |
1.0649 |
1.0666 |
1.0750 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1298 |
1.1204 |
1.0867 |
|
| R3 |
1.1131 |
1.1037 |
1.0821 |
|
| R2 |
1.0964 |
1.0964 |
1.0806 |
|
| R1 |
1.0870 |
1.0870 |
1.0790 |
1.0834 |
| PP |
1.0797 |
1.0797 |
1.0797 |
1.0779 |
| S1 |
1.0703 |
1.0703 |
1.0760 |
1.0667 |
| S2 |
1.0630 |
1.0630 |
1.0744 |
|
| S3 |
1.0463 |
1.0536 |
1.0729 |
|
| S4 |
1.0296 |
1.0369 |
1.0683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0892 |
1.0725 |
0.0167 |
1.5% |
0.0065 |
0.6% |
30% |
False |
False |
23,637 |
| 10 |
1.0996 |
1.0725 |
0.0271 |
2.5% |
0.0062 |
0.6% |
18% |
False |
False |
23,267 |
| 20 |
1.1017 |
1.0725 |
0.0292 |
2.7% |
0.0066 |
0.6% |
17% |
False |
False |
24,659 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0063 |
0.6% |
25% |
False |
False |
23,253 |
| 60 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0065 |
0.6% |
25% |
False |
False |
21,171 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
19% |
False |
False |
15,887 |
| 100 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
19% |
False |
False |
12,719 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0062 |
0.6% |
15% |
False |
False |
10,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1012 |
|
2.618 |
1.0936 |
|
1.618 |
1.0890 |
|
1.000 |
1.0862 |
|
0.618 |
1.0844 |
|
HIGH |
1.0816 |
|
0.618 |
1.0798 |
|
0.500 |
1.0793 |
|
0.382 |
1.0788 |
|
LOW |
1.0770 |
|
0.618 |
1.0742 |
|
1.000 |
1.0724 |
|
1.618 |
1.0696 |
|
2.618 |
1.0650 |
|
4.250 |
1.0575 |
|
|
| Fisher Pivots for day following 19-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0793 |
1.0774 |
| PP |
1.0787 |
1.0772 |
| S1 |
1.0781 |
1.0771 |
|