CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0708 |
1.0839 |
0.0131 |
1.2% |
1.0770 |
| High |
1.0851 |
1.0841 |
-0.0010 |
-0.1% |
1.0851 |
| Low |
1.0686 |
1.0788 |
0.0102 |
1.0% |
1.0673 |
| Close |
1.0841 |
1.0817 |
-0.0024 |
-0.2% |
1.0841 |
| Range |
0.0165 |
0.0053 |
-0.0112 |
-67.9% |
0.0178 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
41,635 |
21,954 |
-19,681 |
-47.3% |
116,617 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0949 |
1.0846 |
|
| R3 |
1.0921 |
1.0896 |
1.0832 |
|
| R2 |
1.0868 |
1.0868 |
1.0827 |
|
| R1 |
1.0843 |
1.0843 |
1.0822 |
1.0829 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0809 |
| S1 |
1.0790 |
1.0790 |
1.0812 |
1.0776 |
| S2 |
1.0762 |
1.0762 |
1.0807 |
|
| S3 |
1.0709 |
1.0737 |
1.0802 |
|
| S4 |
1.0656 |
1.0684 |
1.0788 |
|
|
| 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% |
0.0080 |
0.7% |
81% |
False |
False |
27,714 |
| 10 |
1.0892 |
1.0673 |
0.0219 |
2.0% |
0.0072 |
0.7% |
66% |
False |
False |
25,675 |
| 20 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0069 |
0.6% |
42% |
False |
False |
25,074 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0065 |
0.6% |
42% |
False |
False |
23,592 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0066 |
0.6% |
42% |
False |
False |
23,443 |
| 80 |
1.1044 |
1.0673 |
0.0371 |
3.4% |
0.0065 |
0.6% |
39% |
False |
False |
17,618 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0063 |
0.6% |
32% |
False |
False |
14,104 |
| 120 |
1.1239 |
1.0673 |
0.0566 |
5.2% |
0.0063 |
0.6% |
25% |
False |
False |
11,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1066 |
|
2.618 |
1.0980 |
|
1.618 |
1.0927 |
|
1.000 |
1.0894 |
|
0.618 |
1.0874 |
|
HIGH |
1.0841 |
|
0.618 |
1.0821 |
|
0.500 |
1.0815 |
|
0.382 |
1.0808 |
|
LOW |
1.0788 |
|
0.618 |
1.0755 |
|
1.000 |
1.0735 |
|
1.618 |
1.0702 |
|
2.618 |
1.0649 |
|
4.250 |
1.0563 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0816 |
1.0799 |
| PP |
1.0815 |
1.0780 |
| S1 |
1.0815 |
1.0762 |
|