CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 08-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2021 |
08-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0806 |
1.0818 |
0.0012 |
0.1% |
1.0839 |
| High |
1.0834 |
1.0876 |
0.0042 |
0.4% |
1.0929 |
| Low |
1.0783 |
1.0810 |
0.0027 |
0.3% |
1.0788 |
| Close |
1.0814 |
1.0872 |
0.0058 |
0.5% |
1.0900 |
| Range |
0.0051 |
0.0066 |
0.0015 |
29.4% |
0.0141 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
25,525 |
38,210 |
12,685 |
49.7% |
124,587 |
|
| Daily Pivots for day following 08-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.1027 |
1.0908 |
|
| R3 |
1.0985 |
1.0961 |
1.0890 |
|
| R2 |
1.0919 |
1.0919 |
1.0884 |
|
| R1 |
1.0895 |
1.0895 |
1.0878 |
1.0907 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0859 |
| S1 |
1.0829 |
1.0829 |
1.0866 |
1.0841 |
| S2 |
1.0787 |
1.0787 |
1.0860 |
|
| S3 |
1.0721 |
1.0763 |
1.0854 |
|
| S4 |
1.0655 |
1.0697 |
1.0836 |
|
|
| 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 |
1.3% |
0.0071 |
0.7% |
61% |
False |
False |
25,206 |
| 10 |
1.0929 |
1.0673 |
0.0256 |
2.4% |
0.0081 |
0.7% |
78% |
False |
False |
28,255 |
| 20 |
1.0987 |
1.0673 |
0.0314 |
2.9% |
0.0073 |
0.7% |
63% |
False |
False |
26,016 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0068 |
0.6% |
58% |
False |
False |
24,920 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0067 |
0.6% |
58% |
False |
False |
24,309 |
| 80 |
1.1021 |
1.0673 |
0.0348 |
3.2% |
0.0066 |
0.6% |
57% |
False |
False |
20,016 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.1% |
0.0064 |
0.6% |
44% |
False |
False |
16,024 |
| 120 |
1.1124 |
1.0673 |
0.0451 |
4.1% |
0.0063 |
0.6% |
44% |
False |
False |
13,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1157 |
|
2.618 |
1.1049 |
|
1.618 |
1.0983 |
|
1.000 |
1.0942 |
|
0.618 |
1.0917 |
|
HIGH |
1.0876 |
|
0.618 |
1.0851 |
|
0.500 |
1.0843 |
|
0.382 |
1.0835 |
|
LOW |
1.0810 |
|
0.618 |
1.0769 |
|
1.000 |
1.0744 |
|
1.618 |
1.0703 |
|
2.618 |
1.0637 |
|
4.250 |
1.0530 |
|
|
| Fisher Pivots for day following 08-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0862 |
1.0862 |
| PP |
1.0853 |
1.0852 |
| S1 |
1.0843 |
1.0842 |
|