CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0839 |
1.0839 |
0.0000 |
0.0% |
1.0770 |
| High |
1.0841 |
1.0924 |
0.0083 |
0.8% |
1.0851 |
| Low |
1.0788 |
1.0795 |
0.0007 |
0.1% |
1.0673 |
| Close |
1.0817 |
1.0889 |
0.0072 |
0.7% |
1.0841 |
| Range |
0.0053 |
0.0129 |
0.0076 |
143.4% |
0.0178 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
6.2% |
0.0000 |
| Volume |
21,954 |
38,821 |
16,867 |
76.8% |
116,617 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1202 |
1.0960 |
|
| R3 |
1.1127 |
1.1073 |
1.0924 |
|
| R2 |
1.0998 |
1.0998 |
1.0913 |
|
| R1 |
1.0944 |
1.0944 |
1.0901 |
1.0971 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0883 |
| S1 |
1.0815 |
1.0815 |
1.0877 |
1.0842 |
| S2 |
1.0740 |
1.0740 |
1.0865 |
|
| S3 |
1.0611 |
1.0686 |
1.0854 |
|
| S4 |
1.0482 |
1.0557 |
1.0818 |
|
|
| 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 |
1.0924 |
1.0673 |
0.0251 |
2.3% |
0.0090 |
0.8% |
86% |
True |
False |
30,347 |
| 10 |
1.0924 |
1.0673 |
0.0251 |
2.3% |
0.0077 |
0.7% |
86% |
True |
False |
27,407 |
| 20 |
1.1013 |
1.0673 |
0.0340 |
3.1% |
0.0070 |
0.6% |
64% |
False |
False |
25,622 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0066 |
0.6% |
63% |
False |
False |
23,921 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0067 |
0.6% |
63% |
False |
False |
23,991 |
| 80 |
1.1021 |
1.0673 |
0.0348 |
3.2% |
0.0065 |
0.6% |
62% |
False |
False |
18,103 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.1% |
0.0064 |
0.6% |
48% |
False |
False |
14,492 |
| 120 |
1.1239 |
1.0673 |
0.0566 |
5.2% |
0.0064 |
0.6% |
38% |
False |
False |
12,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1262 |
|
1.618 |
1.1133 |
|
1.000 |
1.1053 |
|
0.618 |
1.1004 |
|
HIGH |
1.0924 |
|
0.618 |
1.0875 |
|
0.500 |
1.0860 |
|
0.382 |
1.0844 |
|
LOW |
1.0795 |
|
0.618 |
1.0715 |
|
1.000 |
1.0666 |
|
1.618 |
1.0586 |
|
2.618 |
1.0457 |
|
4.250 |
1.0247 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0879 |
1.0861 |
| PP |
1.0869 |
1.0833 |
| S1 |
1.0860 |
1.0805 |
|