CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 23-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0770 |
1.0726 |
-0.0044 |
-0.4% |
1.0863 |
| High |
1.0797 |
1.0756 |
-0.0041 |
-0.4% |
1.0892 |
| Low |
1.0718 |
1.0705 |
-0.0013 |
-0.1% |
1.0725 |
| Close |
1.0720 |
1.0719 |
-0.0001 |
0.0% |
1.0775 |
| Range |
0.0079 |
0.0051 |
-0.0028 |
-35.4% |
0.0167 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
25,655 |
22,349 |
-3,306 |
-12.9% |
118,187 |
|
| Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0850 |
1.0747 |
|
| R3 |
1.0829 |
1.0799 |
1.0733 |
|
| R2 |
1.0778 |
1.0778 |
1.0728 |
|
| R1 |
1.0748 |
1.0748 |
1.0724 |
1.0738 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0721 |
| S1 |
1.0697 |
1.0697 |
1.0714 |
1.0687 |
| S2 |
1.0676 |
1.0676 |
1.0710 |
|
| S3 |
1.0625 |
1.0646 |
1.0705 |
|
| S4 |
1.0574 |
1.0595 |
1.0691 |
|
|
| 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 |
1.0816 |
1.0705 |
0.0111 |
1.0% |
0.0057 |
0.5% |
13% |
False |
True |
23,364 |
| 10 |
1.0987 |
1.0705 |
0.0282 |
2.6% |
0.0064 |
0.6% |
5% |
False |
True |
23,776 |
| 20 |
1.1017 |
1.0705 |
0.0312 |
2.9% |
0.0067 |
0.6% |
4% |
False |
True |
25,200 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0064 |
0.6% |
8% |
False |
False |
23,281 |
| 60 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0064 |
0.6% |
8% |
False |
False |
21,966 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
6% |
False |
False |
16,486 |
| 100 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
6% |
False |
False |
13,199 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0062 |
0.6% |
5% |
False |
False |
11,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0973 |
|
2.618 |
1.0890 |
|
1.618 |
1.0839 |
|
1.000 |
1.0807 |
|
0.618 |
1.0788 |
|
HIGH |
1.0756 |
|
0.618 |
1.0737 |
|
0.500 |
1.0731 |
|
0.382 |
1.0724 |
|
LOW |
1.0705 |
|
0.618 |
1.0673 |
|
1.000 |
1.0654 |
|
1.618 |
1.0622 |
|
2.618 |
1.0571 |
|
4.250 |
1.0488 |
|
|
| Fisher Pivots for day following 23-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0731 |
1.0761 |
| PP |
1.0727 |
1.0747 |
| S1 |
1.0723 |
1.0733 |
|