CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 07-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0806 |
-0.0094 |
-0.9% |
1.0839 |
| High |
1.0900 |
1.0834 |
-0.0066 |
-0.6% |
1.0929 |
| Low |
1.0791 |
1.0783 |
-0.0008 |
-0.1% |
1.0788 |
| Close |
1.0801 |
1.0814 |
0.0013 |
0.1% |
1.0900 |
| Range |
0.0109 |
0.0051 |
-0.0058 |
-53.2% |
0.0141 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
25,622 |
25,525 |
-97 |
-0.4% |
124,587 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0963 |
1.0940 |
1.0842 |
|
| R3 |
1.0912 |
1.0889 |
1.0828 |
|
| R2 |
1.0861 |
1.0861 |
1.0823 |
|
| R1 |
1.0838 |
1.0838 |
1.0819 |
1.0850 |
| PP |
1.0810 |
1.0810 |
1.0810 |
1.0816 |
| S1 |
1.0787 |
1.0787 |
1.0809 |
1.0799 |
| S2 |
1.0759 |
1.0759 |
1.0805 |
|
| S3 |
1.0708 |
1.0736 |
1.0800 |
|
| S4 |
1.0657 |
1.0685 |
1.0786 |
|
|
| 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 |
1.0783 |
0.0146 |
1.4% |
0.0069 |
0.6% |
21% |
False |
True |
22,991 |
| 10 |
1.0929 |
1.0673 |
0.0256 |
2.4% |
0.0080 |
0.7% |
55% |
False |
False |
26,669 |
| 20 |
1.0996 |
1.0673 |
0.0323 |
3.0% |
0.0073 |
0.7% |
44% |
False |
False |
25,269 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0068 |
0.6% |
41% |
False |
False |
24,417 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0067 |
0.6% |
41% |
False |
False |
23,977 |
| 80 |
1.1021 |
1.0673 |
0.0348 |
3.2% |
0.0066 |
0.6% |
41% |
False |
False |
19,538 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0064 |
0.6% |
31% |
False |
False |
15,642 |
| 120 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0063 |
0.6% |
31% |
False |
False |
13,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1051 |
|
2.618 |
1.0968 |
|
1.618 |
1.0917 |
|
1.000 |
1.0885 |
|
0.618 |
1.0866 |
|
HIGH |
1.0834 |
|
0.618 |
1.0815 |
|
0.500 |
1.0809 |
|
0.382 |
1.0802 |
|
LOW |
1.0783 |
|
0.618 |
1.0751 |
|
1.000 |
1.0732 |
|
1.618 |
1.0700 |
|
2.618 |
1.0649 |
|
4.250 |
1.0566 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0812 |
1.0856 |
| PP |
1.0810 |
1.0842 |
| S1 |
1.0809 |
1.0828 |
|