CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0839 |
1.0890 |
0.0051 |
0.5% |
1.0770 |
| High |
1.0924 |
1.0909 |
-0.0015 |
-0.1% |
1.0851 |
| Low |
1.0795 |
1.0852 |
0.0057 |
0.5% |
1.0673 |
| Close |
1.0889 |
1.0870 |
-0.0019 |
-0.2% |
1.0841 |
| Range |
0.0129 |
0.0057 |
-0.0072 |
-55.8% |
0.0178 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
38,821 |
27,135 |
-11,686 |
-30.1% |
116,617 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.1016 |
1.0901 |
|
| R3 |
1.0991 |
1.0959 |
1.0886 |
|
| R2 |
1.0934 |
1.0934 |
1.0880 |
|
| R1 |
1.0902 |
1.0902 |
1.0875 |
1.0890 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0871 |
| S1 |
1.0845 |
1.0845 |
1.0865 |
1.0833 |
| S2 |
1.0820 |
1.0820 |
1.0860 |
|
| S3 |
1.0763 |
1.0788 |
1.0854 |
|
| S4 |
1.0706 |
1.0731 |
1.0839 |
|
|
| 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% |
0.0091 |
0.8% |
78% |
False |
False |
31,304 |
| 10 |
1.0924 |
1.0673 |
0.0251 |
2.3% |
0.0074 |
0.7% |
78% |
False |
False |
27,334 |
| 20 |
1.0996 |
1.0673 |
0.0323 |
3.0% |
0.0069 |
0.6% |
61% |
False |
False |
25,675 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0066 |
0.6% |
57% |
False |
False |
24,110 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0067 |
0.6% |
57% |
False |
False |
24,213 |
| 80 |
1.1021 |
1.0673 |
0.0348 |
3.2% |
0.0065 |
0.6% |
57% |
False |
False |
18,442 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.1% |
0.0064 |
0.6% |
44% |
False |
False |
14,764 |
| 120 |
1.1203 |
1.0673 |
0.0530 |
4.9% |
0.0064 |
0.6% |
37% |
False |
False |
12,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1151 |
|
2.618 |
1.1058 |
|
1.618 |
1.1001 |
|
1.000 |
1.0966 |
|
0.618 |
1.0944 |
|
HIGH |
1.0909 |
|
0.618 |
1.0887 |
|
0.500 |
1.0881 |
|
0.382 |
1.0874 |
|
LOW |
1.0852 |
|
0.618 |
1.0817 |
|
1.000 |
1.0795 |
|
1.618 |
1.0760 |
|
2.618 |
1.0703 |
|
4.250 |
1.0610 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0881 |
1.0865 |
| PP |
1.0877 |
1.0861 |
| S1 |
1.0874 |
1.0856 |
|