CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 06-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0868 |
1.0900 |
0.0032 |
0.3% |
1.0839 |
| High |
1.0929 |
1.0900 |
-0.0029 |
-0.3% |
1.0929 |
| Low |
1.0851 |
1.0791 |
-0.0060 |
-0.6% |
1.0788 |
| Close |
1.0900 |
1.0801 |
-0.0099 |
-0.9% |
1.0900 |
| Range |
0.0078 |
0.0109 |
0.0031 |
39.7% |
0.0141 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
3.8% |
0.0000 |
| Volume |
20,554 |
25,622 |
5,068 |
24.7% |
124,587 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1158 |
1.1088 |
1.0861 |
|
| R3 |
1.1049 |
1.0979 |
1.0831 |
|
| R2 |
1.0940 |
1.0940 |
1.0821 |
|
| R1 |
1.0870 |
1.0870 |
1.0811 |
1.0851 |
| PP |
1.0831 |
1.0831 |
1.0831 |
1.0821 |
| S1 |
1.0761 |
1.0761 |
1.0791 |
1.0742 |
| S2 |
1.0722 |
1.0722 |
1.0781 |
|
| S3 |
1.0613 |
1.0652 |
1.0771 |
|
| S4 |
1.0504 |
1.0543 |
1.0741 |
|
|
| 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 |
1.0791 |
0.0138 |
1.3% |
0.0085 |
0.8% |
7% |
False |
True |
25,651 |
| 10 |
1.0929 |
1.0673 |
0.0256 |
2.4% |
0.0082 |
0.8% |
50% |
False |
False |
26,682 |
| 20 |
1.0996 |
1.0673 |
0.0323 |
3.0% |
0.0072 |
0.7% |
40% |
False |
False |
24,975 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0068 |
0.6% |
37% |
False |
False |
24,177 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0068 |
0.6% |
37% |
False |
False |
23,923 |
| 80 |
1.1021 |
1.0673 |
0.0348 |
3.2% |
0.0067 |
0.6% |
37% |
False |
False |
19,220 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0064 |
0.6% |
28% |
False |
False |
15,387 |
| 120 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0064 |
0.6% |
28% |
False |
False |
12,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1363 |
|
2.618 |
1.1185 |
|
1.618 |
1.1076 |
|
1.000 |
1.1009 |
|
0.618 |
1.0967 |
|
HIGH |
1.0900 |
|
0.618 |
1.0858 |
|
0.500 |
1.0846 |
|
0.382 |
1.0833 |
|
LOW |
1.0791 |
|
0.618 |
1.0724 |
|
1.000 |
1.0682 |
|
1.618 |
1.0615 |
|
2.618 |
1.0506 |
|
4.250 |
1.0328 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0846 |
1.0860 |
| PP |
1.0831 |
1.0840 |
| S1 |
1.0816 |
1.0821 |
|