CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0890 |
1.0875 |
-0.0015 |
-0.1% |
1.0770 |
| High |
1.0909 |
1.0897 |
-0.0012 |
-0.1% |
1.0851 |
| Low |
1.0852 |
1.0846 |
-0.0006 |
-0.1% |
1.0673 |
| Close |
1.0870 |
1.0862 |
-0.0008 |
-0.1% |
1.0841 |
| Range |
0.0057 |
0.0051 |
-0.0006 |
-10.5% |
0.0178 |
| ATR |
0.0072 |
0.0071 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
27,135 |
16,123 |
-11,012 |
-40.6% |
116,617 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.0993 |
1.0890 |
|
| R3 |
1.0970 |
1.0942 |
1.0876 |
|
| R2 |
1.0919 |
1.0919 |
1.0871 |
|
| R1 |
1.0891 |
1.0891 |
1.0867 |
1.0880 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0863 |
| S1 |
1.0840 |
1.0840 |
1.0857 |
1.0829 |
| S2 |
1.0817 |
1.0817 |
1.0853 |
|
| S3 |
1.0766 |
1.0789 |
1.0848 |
|
| S4 |
1.0715 |
1.0738 |
1.0834 |
|
|
| 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 |
1.0686 |
0.0238 |
2.2% |
0.0091 |
0.8% |
74% |
False |
False |
29,133 |
| 10 |
1.0924 |
1.0673 |
0.0251 |
2.3% |
0.0073 |
0.7% |
75% |
False |
False |
26,613 |
| 20 |
1.0996 |
1.0673 |
0.0323 |
3.0% |
0.0069 |
0.6% |
59% |
False |
False |
25,109 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0066 |
0.6% |
55% |
False |
False |
23,972 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0066 |
0.6% |
55% |
False |
False |
24,047 |
| 80 |
1.1021 |
1.0673 |
0.0348 |
3.2% |
0.0065 |
0.6% |
54% |
False |
False |
18,643 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0064 |
0.6% |
42% |
False |
False |
14,925 |
| 120 |
1.1203 |
1.0673 |
0.0530 |
4.9% |
0.0064 |
0.6% |
36% |
False |
False |
12,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1114 |
|
2.618 |
1.1031 |
|
1.618 |
1.0980 |
|
1.000 |
1.0948 |
|
0.618 |
1.0929 |
|
HIGH |
1.0897 |
|
0.618 |
1.0878 |
|
0.500 |
1.0872 |
|
0.382 |
1.0865 |
|
LOW |
1.0846 |
|
0.618 |
1.0814 |
|
1.000 |
1.0795 |
|
1.618 |
1.0763 |
|
2.618 |
1.0712 |
|
4.250 |
1.0629 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0861 |
| PP |
1.0868 |
1.0860 |
| S1 |
1.0865 |
1.0860 |
|