CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 26-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0720 |
1.0708 |
-0.0012 |
-0.1% |
1.0770 |
| High |
1.0725 |
1.0851 |
0.0126 |
1.2% |
1.0851 |
| Low |
1.0673 |
1.0686 |
0.0013 |
0.1% |
1.0673 |
| Close |
1.0709 |
1.0841 |
0.0132 |
1.2% |
1.0841 |
| Range |
0.0052 |
0.0165 |
0.0113 |
217.3% |
0.0178 |
| ATR |
0.0063 |
0.0070 |
0.0007 |
11.6% |
0.0000 |
| Volume |
26,978 |
41,635 |
14,657 |
54.3% |
116,617 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1288 |
1.1229 |
1.0932 |
|
| R3 |
1.1123 |
1.1064 |
1.0886 |
|
| R2 |
1.0958 |
1.0958 |
1.0871 |
|
| R1 |
1.0899 |
1.0899 |
1.0856 |
1.0929 |
| PP |
1.0793 |
1.0793 |
1.0793 |
1.0807 |
| S1 |
1.0734 |
1.0734 |
1.0826 |
1.0764 |
| S2 |
1.0628 |
1.0628 |
1.0811 |
|
| S3 |
1.0463 |
1.0569 |
1.0796 |
|
| S4 |
1.0298 |
1.0404 |
1.0750 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1322 |
1.1260 |
1.0939 |
|
| R3 |
1.1144 |
1.1082 |
1.0890 |
|
| R2 |
1.0966 |
1.0966 |
1.0874 |
|
| R1 |
1.0904 |
1.0904 |
1.0857 |
1.0935 |
| PP |
1.0788 |
1.0788 |
1.0788 |
1.0804 |
| S1 |
1.0726 |
1.0726 |
1.0825 |
1.0757 |
| S2 |
1.0610 |
1.0610 |
1.0808 |
|
| S3 |
1.0432 |
1.0548 |
1.0792 |
|
| S4 |
1.0254 |
1.0370 |
1.0743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0851 |
1.0673 |
0.0178 |
1.6% |
0.0079 |
0.7% |
94% |
True |
False |
28,217 |
| 10 |
1.0892 |
1.0673 |
0.0219 |
2.0% |
0.0071 |
0.7% |
77% |
False |
False |
25,458 |
| 20 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0070 |
0.6% |
49% |
False |
False |
25,882 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0065 |
0.6% |
49% |
False |
False |
23,622 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0065 |
0.6% |
49% |
False |
False |
23,098 |
| 80 |
1.1082 |
1.0673 |
0.0409 |
3.8% |
0.0065 |
0.6% |
41% |
False |
False |
17,343 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0064 |
0.6% |
37% |
False |
False |
13,885 |
| 120 |
1.1255 |
1.0673 |
0.0582 |
5.4% |
0.0063 |
0.6% |
29% |
False |
False |
11,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1552 |
|
2.618 |
1.1283 |
|
1.618 |
1.1118 |
|
1.000 |
1.1016 |
|
0.618 |
1.0953 |
|
HIGH |
1.0851 |
|
0.618 |
1.0788 |
|
0.500 |
1.0769 |
|
0.382 |
1.0749 |
|
LOW |
1.0686 |
|
0.618 |
1.0584 |
|
1.000 |
1.0521 |
|
1.618 |
1.0419 |
|
2.618 |
1.0254 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0817 |
1.0815 |
| PP |
1.0793 |
1.0788 |
| S1 |
1.0769 |
1.0762 |
|