CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0868 |
1.0824 |
-0.0044 |
-0.4% |
1.0900 |
| High |
1.0870 |
1.0870 |
0.0000 |
0.0% |
1.0900 |
| Low |
1.0794 |
1.0803 |
0.0009 |
0.1% |
1.0783 |
| Close |
1.0818 |
1.0858 |
0.0040 |
0.4% |
1.0858 |
| Range |
0.0076 |
0.0067 |
-0.0009 |
-11.8% |
0.0117 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
33,214 |
7,811 |
-25,403 |
-76.5% |
130,382 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.1018 |
1.0895 |
|
| R3 |
1.0978 |
1.0951 |
1.0876 |
|
| R2 |
1.0911 |
1.0911 |
1.0870 |
|
| R1 |
1.0884 |
1.0884 |
1.0864 |
1.0898 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0850 |
| S1 |
1.0817 |
1.0817 |
1.0852 |
1.0831 |
| S2 |
1.0777 |
1.0777 |
1.0846 |
|
| S3 |
1.0710 |
1.0750 |
1.0840 |
|
| S4 |
1.0643 |
1.0683 |
1.0821 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1145 |
1.0922 |
|
| R3 |
1.1081 |
1.1028 |
1.0890 |
|
| R2 |
1.0964 |
1.0964 |
1.0879 |
|
| R1 |
1.0911 |
1.0911 |
1.0869 |
1.0879 |
| PP |
1.0847 |
1.0847 |
1.0847 |
1.0831 |
| S1 |
1.0794 |
1.0794 |
1.0847 |
1.0762 |
| S2 |
1.0730 |
1.0730 |
1.0837 |
|
| S3 |
1.0613 |
1.0677 |
1.0826 |
|
| S4 |
1.0496 |
1.0560 |
1.0794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0900 |
1.0783 |
0.0117 |
1.1% |
0.0074 |
0.7% |
64% |
False |
False |
26,076 |
| 10 |
1.0929 |
1.0783 |
0.0146 |
1.3% |
0.0074 |
0.7% |
51% |
False |
False |
25,496 |
| 20 |
1.0929 |
1.0673 |
0.0256 |
2.4% |
0.0073 |
0.7% |
72% |
False |
False |
25,477 |
| 40 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0068 |
0.6% |
54% |
False |
False |
24,751 |
| 60 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0067 |
0.6% |
54% |
False |
False |
24,143 |
| 80 |
1.1017 |
1.0673 |
0.0344 |
3.2% |
0.0066 |
0.6% |
54% |
False |
False |
20,526 |
| 100 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0064 |
0.6% |
41% |
False |
False |
16,434 |
| 120 |
1.1124 |
1.0673 |
0.0451 |
4.2% |
0.0063 |
0.6% |
41% |
False |
False |
13,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1155 |
|
2.618 |
1.1045 |
|
1.618 |
1.0978 |
|
1.000 |
1.0937 |
|
0.618 |
1.0911 |
|
HIGH |
1.0870 |
|
0.618 |
1.0844 |
|
0.500 |
1.0837 |
|
0.382 |
1.0829 |
|
LOW |
1.0803 |
|
0.618 |
1.0762 |
|
1.000 |
1.0736 |
|
1.618 |
1.0695 |
|
2.618 |
1.0628 |
|
4.250 |
1.0518 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0851 |
1.0850 |
| PP |
1.0844 |
1.0843 |
| S1 |
1.0837 |
1.0835 |
|