CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0808 |
1.0770 |
-0.0038 |
-0.4% |
1.0863 |
| High |
1.0816 |
1.0797 |
-0.0019 |
-0.2% |
1.0892 |
| Low |
1.0770 |
1.0718 |
-0.0052 |
-0.5% |
1.0725 |
| Close |
1.0775 |
1.0720 |
-0.0055 |
-0.5% |
1.0775 |
| Range |
0.0046 |
0.0079 |
0.0033 |
71.7% |
0.0167 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.7% |
0.0000 |
| Volume |
24,471 |
25,655 |
1,184 |
4.8% |
118,187 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0930 |
1.0763 |
|
| R3 |
1.0903 |
1.0851 |
1.0742 |
|
| R2 |
1.0824 |
1.0824 |
1.0734 |
|
| R1 |
1.0772 |
1.0772 |
1.0727 |
1.0759 |
| PP |
1.0745 |
1.0745 |
1.0745 |
1.0738 |
| S1 |
1.0693 |
1.0693 |
1.0713 |
1.0680 |
| S2 |
1.0666 |
1.0666 |
1.0706 |
|
| S3 |
1.0587 |
1.0614 |
1.0698 |
|
| S4 |
1.0508 |
1.0535 |
1.0677 |
|
|
| 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 |
1.0832 |
1.0718 |
0.0114 |
1.1% |
0.0064 |
0.6% |
2% |
False |
True |
24,467 |
| 10 |
1.0996 |
1.0718 |
0.0278 |
2.6% |
0.0065 |
0.6% |
1% |
False |
True |
23,869 |
| 20 |
1.1017 |
1.0718 |
0.0299 |
2.8% |
0.0066 |
0.6% |
1% |
False |
True |
24,957 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0064 |
0.6% |
8% |
False |
False |
23,306 |
| 60 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0065 |
0.6% |
8% |
False |
False |
21,597 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
6% |
False |
False |
16,207 |
| 100 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
6% |
False |
False |
12,975 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0062 |
0.6% |
5% |
False |
False |
10,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1133 |
|
2.618 |
1.1004 |
|
1.618 |
1.0925 |
|
1.000 |
1.0876 |
|
0.618 |
1.0846 |
|
HIGH |
1.0797 |
|
0.618 |
1.0767 |
|
0.500 |
1.0758 |
|
0.382 |
1.0748 |
|
LOW |
1.0718 |
|
0.618 |
1.0669 |
|
1.000 |
1.0639 |
|
1.618 |
1.0590 |
|
2.618 |
1.0511 |
|
4.250 |
1.0382 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0758 |
1.0767 |
| PP |
1.0745 |
1.0751 |
| S1 |
1.0733 |
1.0736 |
|