CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0868 |
-0.0007 |
-0.1% |
1.0839 |
| High |
1.0897 |
1.0929 |
0.0032 |
0.3% |
1.0929 |
| Low |
1.0846 |
1.0851 |
0.0005 |
0.0% |
1.0788 |
| Close |
1.0862 |
1.0900 |
0.0038 |
0.3% |
1.0900 |
| Range |
0.0051 |
0.0078 |
0.0027 |
52.9% |
0.0141 |
| ATR |
0.0071 |
0.0071 |
0.0001 |
0.7% |
0.0000 |
| Volume |
16,123 |
20,554 |
4,431 |
27.5% |
124,587 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1127 |
1.1092 |
1.0943 |
|
| R3 |
1.1049 |
1.1014 |
1.0921 |
|
| R2 |
1.0971 |
1.0971 |
1.0914 |
|
| R1 |
1.0936 |
1.0936 |
1.0907 |
1.0954 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0902 |
| S1 |
1.0858 |
1.0858 |
1.0893 |
1.0876 |
| S2 |
1.0815 |
1.0815 |
1.0886 |
|
| S3 |
1.0737 |
1.0780 |
1.0879 |
|
| S4 |
1.0659 |
1.0702 |
1.0857 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1239 |
1.0978 |
|
| R3 |
1.1154 |
1.1098 |
1.0939 |
|
| R2 |
1.1013 |
1.1013 |
1.0926 |
|
| R1 |
1.0957 |
1.0957 |
1.0913 |
1.0985 |
| PP |
1.0872 |
1.0872 |
1.0872 |
1.0887 |
| S1 |
1.0816 |
1.0816 |
1.0887 |
1.0844 |
| S2 |
1.0731 |
1.0731 |
1.0874 |
|
| S3 |
1.0590 |
1.0675 |
1.0861 |
|
| S4 |
1.0449 |
1.0534 |
1.0822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0929 |
1.0788 |
0.0141 |
1.3% |
0.0074 |
0.7% |
79% |
True |
False |
24,917 |
| 10 |
1.0929 |
1.0673 |
0.0256 |
2.3% |
0.0076 |
0.7% |
89% |
True |
False |
26,567 |
| 20 |
1.0996 |
1.0673 |
0.0323 |
3.0% |
0.0071 |
0.6% |
70% |
False |
False |
25,021 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0067 |
0.6% |
66% |
False |
False |
24,061 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0067 |
0.6% |
66% |
False |
False |
23,871 |
| 80 |
1.1021 |
1.0673 |
0.0348 |
3.2% |
0.0066 |
0.6% |
65% |
False |
False |
18,900 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.1% |
0.0064 |
0.6% |
50% |
False |
False |
15,130 |
| 120 |
1.1188 |
1.0673 |
0.0515 |
4.7% |
0.0064 |
0.6% |
44% |
False |
False |
12,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1261 |
|
2.618 |
1.1133 |
|
1.618 |
1.1055 |
|
1.000 |
1.1007 |
|
0.618 |
1.0977 |
|
HIGH |
1.0929 |
|
0.618 |
1.0899 |
|
0.500 |
1.0890 |
|
0.382 |
1.0881 |
|
LOW |
1.0851 |
|
0.618 |
1.0803 |
|
1.000 |
1.0773 |
|
1.618 |
1.0725 |
|
2.618 |
1.0647 |
|
4.250 |
1.0520 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0896 |
| PP |
1.0893 |
1.0892 |
| S1 |
1.0890 |
1.0888 |
|